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Goldman Sachs Group Inc – ‘10-Q’ for 6/30/11 – ‘EX-101.INS’

On:  Monday, 8/8/11, at 7:34pm ET   ·   As of:  8/9/11   ·   For:  6/30/11   ·   Accession #:  950123-11-74589   ·   File #:  1-14965

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  As Of               Filer                 Filing    For·On·As Docs:Size             Issuer                      Filing Agent

 8/09/11  Goldman Sachs Group Inc           10-Q        6/30/11  122:27M                                    Donnelley … Solutions/FA

Quarterly Report   —   Form 10-Q   —   Sect. 13 / 15(d) – SEA’34
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 10-Q        Quarterly Report                                    HTML   2.61M 
 2: EX-12.1     Ex-12.1: Statement Re: Computation of Ratios of     HTML     54K 
                Earnings to Fixed Charges and Ratios of Earnings                 
                to Combined Fixed Charges and Preferred Stock                    
                Dividends                                                        
 3: EX-15.1     Ex-15.1: Letter Re: Unaudited Interim Financial     HTML     33K 
                Information                                                      
 4: EX-31.1     Ex-31.1: Rule 13A-14(A) Certifications              HTML     43K 
 5: EX-32.1     Ex-32.1: Section 1350 Certifications                HTML     34K 
23: R1          Document and Entity Information                     HTML     57K 
102: R2          Condensed Consolidated Statements of Earnings       HTML     97K  
                (Unaudited)                                                      
14: R3          Condensed Consolidated Statements of Financial      HTML    105K 
                Condition (Unaudited)                                            
15: R4          Condensed Consolidated Statements of Financial      HTML     75K 
                Condition (Unaudited) (Parenthetical)                            
87: R5          Condensed Consolidated Statements of Changes in     HTML     86K 
                Shareholders Equity (Unaudited)                                  
49: R6          Condensed Consolidated Statements of Cash Flows     HTML    128K 
                (Unaudited)                                                      
94: R7          Condensed Consolidated Statements of Comprehensive  HTML     46K 
                Income (Unaudited)                                               
36: R8          Description of Business                             HTML     39K 
51: R9          Basis of Presentation                               HTML     38K 
59: R10         Significant Accounting Policies                     HTML     69K 
79: R11         Financial Instruments Owned, At Fair Value And      HTML     72K 
                Financial Instruments Sold, But Not Yet Purchased,               
                At Fair Value                                                    
28: R12         Fair Value Measurements                             HTML    300K 
47: R13         Cash Instruments                                    HTML    293K 
38: R14         Derivatives and Hedging Activities                  HTML    398K 
41: R15         Fair Value Option                                   HTML     97K 
95: R16         Collateralized Agreements and Financings            HTML    101K 
35: R17         Securitization Activities                           HTML     83K 
72: R18         Variable Interest Entities                          HTML    160K 
39: R19         Other Assets                                        HTML     47K 
101: R20         Goodwill and Identifiable Intangible Assets         HTML     90K  
81: R21         Deposits                                            HTML     51K 
88: R22         Short-Term Borrowings                               HTML     51K 
20: R23         Long-Term Borrowings                                HTML     88K 
91: R24         Other Liabilities and Accrued Expenses              HTML     53K 
33: R25         Commitments, Contingencies and Guarantees           HTML    114K 
25: R26         Shareholders' Equity                                HTML     81K 
29: R27         Regulation and Capital Adequacy                     HTML     75K 
62: R28         Earnings Per Common Share                           HTML     54K 
86: R29         Transactions with Affiliated Funds                  HTML     44K 
71: R30         Interest Income and Interest Expense                HTML     54K 
53: R31         Income Taxes                                        HTML     46K 
46: R32         Business Segments                                   HTML    128K 
69: R33         Credit Concentrations                               HTML     49K 
99: R34         Legal Proceedings                                   HTML    142K 
37: R35         Significant Accounting Policies (Policies)          HTML    207K 
103: R36         Financial Instruments Owned, at Fair Value and      HTML     70K  
                Financial Instruments Sold but not yet Purchased,                
                at Fair Value (Tables)                                           
122: R37         Fair Value Measurements (Tables)                    HTML    275K  
31: R38         Cash Instruments (Tables)                           HTML    261K 
84: R39         Derivatives and Hedging Activities (Tables)         HTML    354K 
52: R40         Fair Value Option (Tables)                          HTML     73K 
70: R41         Collateralized Agreements and Financings (Tables)   HTML     87K 
61: R42         Securitization Activities (Tables)                  HTML     76K 
30: R43         Variable Interest Entities (Tables)                 HTML    137K 
89: R44         Other Assets (Tables)                               HTML     41K 
119: R45         Goodwill and Identifiable Intangible Assets         HTML     84K  
                (Tables)                                                         
120: R46         Deposits (Tables)                                   HTML     50K  
26: R47         Short-Term Borrowings (Tables)                      HTML     48K 
24: R48         Long-Term Borrowings (Tables)                       HTML     78K 
110: R49         Other Liabilities and Accrued Expenses (Tables)     HTML     50K  
13: R50         Commitments, Contingencies and Guarantees (Tables)  HTML     79K 
57: R51         Shareholders' Equity (Tables)                       HTML     69K 
48: R52         Regulation and Capital Adequacy (Tables)            HTML     46K 
17: R53         Earnings Per Common Share (Tables)                  HTML     52K 
121: R54         Transactions with Affiliated Funds (Tables)         HTML     42K  
96: R55         Interest Income and Interest Expense (Tables)       HTML     53K 
73: R56         Income Taxes (Tables)                               HTML     39K 
112: R57         Business Segments (Tables)                          HTML    120K  
55: R58         Credit Concentrations (Tables)                      HTML     45K 
97: R59         Significant Accounting Policies (Details)           HTML     35K 
56: R60         Financial Instruments Owned, At Fair Value And      HTML     84K 
                Financial Instruments Sold, But Not Yet Purchased,               
                At Fair Value (Details)                                          
77: R61         Fair Value Measurements (Details)                   HTML     40K 
68: R62         Fair Value Measurements (Details 1)                 HTML    132K 
83: R63         Fair Value Measurements (Details 2)                 HTML     52K 
58: R64         Fair Value Measurements (Details 3)                 HTML    133K 
82: R65         Fair Value Measurements (Details 4)                 HTML     39K 
64: R66         Cash Instruments (Details)                          HTML    137K 
113: R67         Cash Instruments (Details 1)                        HTML    110K  
93: R68         Cash Instruments (Details 2)                        HTML     46K 
98: R69         Cash Instruments (Details 3)                        HTML     46K 
85: R70         Derivatives and Hedging Activities (Details)        HTML     44K 
16: R71         Derivatives and Hedging Activities (Details 1)      HTML     75K 
92: R72         Derivatives and Hedging Activities (Details 2)      HTML     98K 
40: R73         Derivatives and Hedging Activities (Details 3)      HTML     81K 
75: R74         Derivatives and Hedging Activities (Details 4)      HTML     40K 
108: R75         Derivatives and Hedging Activities (Details 5)      HTML     77K  
60: R76         Derivatives and Hedging Activities (Details 6)      HTML     39K 
27: R77         Derivatives and Hedging Activities (Details 7)      HTML     75K 
67: R78         Derivatives and Hedging Activities (Details 8)      HTML     36K 
104: R79         Derivatives and Hedging Activities (Details 9)      HTML     41K  
21: R80         Fair Value Option (Details)                         HTML     88K 
74: R81         Collateralized Agreements and Financings (Details)  HTML    117K 
12: R82         Securitization Activities (Details)                 HTML     59K 
50: R83         Securitization Activities (Details 1)               HTML     66K 
18: R84         Variable Interest Entities (Details)                HTML    163K 
45: R85         Other Assets (Details)                              HTML     53K 
80: R86         Goodwill and Identifiable Intangible Assets         HTML     41K 
                (Details)                                                        
65: R87         Goodwill and Identifiable Intangible Assets         HTML     49K 
                (Details 1)                                                      
44: R88         Goodwill and Identifiable Intangible Assets         HTML     47K 
                (Details 2)                                                      
19: R89         Deposits (Details)                                  HTML     68K 
76: R90         Short-Term Borrowings (Details)                     HTML     54K 
106: R91         Long-Term Borrowings (Details)                      HTML     37K  
90: R92         Long-Term Borrowings (Details 1)                    HTML     39K 
54: R93         Long-Term Borrowings (Details 2)                    HTML     44K 
32: R94         Long-Term Borrowings (Details 3)                    HTML    131K 
116: R95         Other Liabilities and Accrued Expenses (Details)    HTML     70K  
42: R96         Commitments, Contingencies and Guarantees           HTML    165K 
                (Details)                                                        
115: R97         Shareholders' Equity (Details)                      HTML     52K  
66: R98         Shareholders' Equity (Details 1)                    HTML     45K 
117: R99         Shareholders' Equity (Details 2)                    HTML     42K  
43: R100        Shareholders' Equity (Details 3)                    HTML    103K 
118: R101        Regulation and Capital Adequacy (Details)           HTML     91K  
78: R102        Earnings Per Common Share (Details)                 HTML     57K 
111: R103        Transactions with Affiliated Funds (Details)        HTML     44K  
34: R104        Interest Income and Interest Expense (Details)      HTML     57K 
63: R105        Income Taxes (Details)                              HTML     37K 
105: R106        Business Segments (Details)                         HTML    109K  
100: R107        Credit Concentrations (Details)                     HTML     39K  
22: R108        Legal Proceedings (Details)                         HTML     69K 
107: XML         IDEA XML File -- Filing Summary                      XML    189K  
109: EXCEL       IDEA Workbook of Financial Reports (.xls)            XLS   5.47M  
 6: EX-101.INS  XBRL Instance -- gs-20110630                         XML   8.08M 
 8: EX-101.CAL  XBRL Calculations -- gs-20110630_cal                 XML    322K 
11: EX-101.DEF  XBRL Definitions -- gs-20110630_def                  XML   1.35M 
 9: EX-101.LAB  XBRL Labels -- gs-20110630_lab                       XML   2.86M 
10: EX-101.PRE  XBRL Presentations -- gs-20110630_pre                XML   1.85M 
 7: EX-101.SCH  XBRL Schema -- gs-20110630                           XSD    624K 
114: ZIP         XBRL Zipped Folder -- 0000950123-11-074589-xbrl      Zip    538K

‘EX-101.INS’   —   XBRL Instance — gs-20110630

This Exhibit is an XBRL XML File.

                                                                                                                                                                                
<?xml version="1.0" encoding="windows-1252"?>
<!-- XBRL document created by RR Donnelley Tagger version 10.0.0.149; Copyright (C) RR Donnelley -->
<!-- Based on XBRL 2.1 -->
<!-- Created on: 8/5/2011 11:50:50 PM -->
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<instant> 2010-12-31 </instant>
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<segment>
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<instant> 2010-12-31 </instant>
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<entity>
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<segment>
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<segment>
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<instant> 2010-12-31 </instant>
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<entity>
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<segment>
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<entity>
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<segment>
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<entity>
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<segment>
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<entity>
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<segment>
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<segment>
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<segment>
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<segment>
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<segment>
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<entity>
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<segment>
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<segment>
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<segment>
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<segment>
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<segment>
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<us-gaap:NatureOfOperations contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note 1 - us-gaap:NatureOfOperations--> <div align="left" style="margin-left: 0%"><!-- XBRL,ns --> <!-- xbrl,nx --> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica"> </font></b> </div> <div style="margin-top: 0pt; font-size: 1pt"></div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica"> </font></b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica"></font></b> </div> <!-- Blind link --> <div style="margin-top: 0pt; font-size: 1pt"></div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Note 1.  Description of Business</font></b> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The Goldman Sachs Group, Inc. (Group Inc.), a Delaware corporation, together with its consolidated subsidiaries (collectively, the firm), is a leading global investment banking, securities and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments and <font style="white-space: nowrap">high-net-worth</font> individuals. Founded in 1869, the firm is headquartered in New York and maintains offices in all major financial centers around the world. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm reports its activities in the following four business segments: </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Investment Banking</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm provides a broad range of investment banking services to a diverse group of corporations, financial institutions, investment funds and governments. Services include advisory assignments with respect to mergers and acquisitions, divestitures, corporate defense activities, risk management, restructurings and <font style="white-space: nowrap">spin-offs,</font> and debt and equity underwriting of public offerings and private placements, as well as derivative transactions directly related to these activities. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Institutional Client Services</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm facilitates client transactions and makes markets in fixed income, equity, currency and commodity products, primarily with institutional clients such as corporates, financial institutions, investment funds and governments. The firm also makes markets and clears client transactions on major stock, options and futures exchanges worldwide and provides financing, securities lending and prime brokerage services to institutional clients. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Investing & Lending</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm invests in and originates loans to provide financing to clients. These investments and loans are typically longer-term in nature. The firm makes investments, directly and indirectly through funds that the firm manages, in debt securities, loans, public and private equity securities, real estate, consolidated investment entities and power generation facilities. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Investment Management</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm provides investment management services and offers investment products (primarily through separately managed accounts and commingled vehicles, such as mutual funds and private investment funds) across all major asset classes to a diverse set of institutional and individual clients. The firm also offers wealth advisory services, including portfolio management and financial counseling, and brokerage and other transaction services to <font style="white-space: nowrap">high-net-worth</font> individuals and families. </div> </div>
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<!-- End Block Tagged Note --> <!-- Begin Block Tagged Note -->
<gs:BasisOfPresentationTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note 2 - gs:BasisOfPresentationTextBlock--> <div align="left" style="margin-left: 0%"> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Note 2.  Basis of Presentation</font></b> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> These condensed consolidated financial statements are prepared in accordance with accounting principles generally accepted in the United States (U.S. GAAP) and include the accounts of Group Inc. and all other entities in which the firm has a controlling financial interest. Intercompany transactions and balances have been eliminated. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> These condensed consolidated financial statements are unaudited and should be read in conjunction with the audited consolidated financial statements included in the firm’s Annual Report on <font style="white-space: nowrap">Form 10-K</font> for the year ended December 31, 2010. References to “the firm’s Annual Report on <font style="white-space: nowrap">Form 10-K”</font> are to the firm’s Annual Report on <font style="white-space: nowrap">Form 10-K</font> for the year ended December 31, 2010. The condensed consolidated financial information as of December 31, 2010 has been derived from audited consolidated financial statements not included herein. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> These unaudited condensed consolidated financial statements reflect all adjustments that are, in the opinion of management, necessary for a fair statement of the results for the interim periods presented. These adjustments are of a normal, recurring nature. Interim period operating results may not be indicative of the operating results for a full year. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> All references to June 2011 and June 2010, unless specifically stated otherwise, refer to the firm’s periods ended, or the dates, as the context requires, June 30, 2011 and June 30, 2010, respectively. All references to March 2011 and December 2010, unless specifically stated otherwise, refer to the dates March 31, 2011 and December 31, 2010, respectively. Certain reclassifications have been made to previously reported amounts to conform to the current presentation. </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> </div>
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<!-- End Block Tagged Note --> <!-- Begin Block Tagged Note -->
<us-gaap:SignificantAccountingPoliciesTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note 3 - us-gaap:SignificantAccountingPoliciesTextBlock--> <div style="margin-left: 0%"> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Note 3.  Significant Accounting Policies</font></b> </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm’s significant accounting policies include when and how to measure the fair value of assets and liabilities, accounting for goodwill and identifiable intangible assets, and when to consolidate an entity. See Notes 5 through 8 for policies on fair value measurements, Note 13 for policies on goodwill and identifiable intangible assets, and below and Note 11 for policies on consolidation accounting. All other significant accounting policies are either discussed below or included in the following footnotes: </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="85%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="12%"> </td><!-- colindex=02 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> Financial Instruments Owned, at Fair Value and Financial Instruments Sold, But Not Yet Purchased, at Fair Value </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> Note 4 </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Fair Value Measurements </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> Note 5 </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cash Instruments </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> Note 6 </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Derivatives and Hedging Activities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> Note 7 </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Fair Value Option </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> Note 8 </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Collateralized Agreements and Financings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> Note 9 </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securitization Activities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> Note 10 </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Variable Interest Entities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> Note 11 </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other Assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> Note 12 </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Goodwill and Identifiable Intangible Assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> Note 13 </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Deposits </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> Note 14 </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <font style="white-space: nowrap">Short-Term</font> Borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> Note 15 </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <font style="white-space: nowrap">Long-Term</font> Borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> Note 16 </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other Liabilities and Accrued Expenses </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> Note 17 </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commitments, Contingencies and Guarantees </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> Note 18 </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Shareholders’ Equity </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> Note 19 </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Regulation and Capital Adequacy </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> Note 20 </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Earnings Per Common Share </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> Note 21 </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Transactions with Affiliated Funds </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> Note 22 </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Interest Income and Interest Expense </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> Note 23 </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Income Taxes </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> Note 24 </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Business Segments </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> Note 25 </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Credit Concentrations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> Note 26 </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Legal Proceedings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> Note 27 </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 11pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Consolidation</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm consolidates entities in which the firm has a controlling financial interest. The firm determines whether it has a controlling financial interest in an entity by first evaluating whether the entity is a voting interest entity or a variable interest entity (VIE). </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Voting Interest Entities.  </b>Voting interest entities are entities in which (i) the total equity investment at risk is sufficient to enable the entity to finance its activities independently and (ii) the equity holders have the power to direct the activities of the entity that most significantly impact its economic performance, the obligation to absorb the losses of the entity and the right to receive the residual returns of the entity. The usual condition for a controlling financial interest in a voting interest entity is ownership of a majority voting interest. If the firm has a majority voting interest in a voting interest entity, the entity is consolidated. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Variable Interest Entities.  </b>A VIE is an entity that lacks one or more of the characteristics of a voting interest entity. The firm has a controlling financial interest in a VIE when the firm has a variable interest or interests that provide it with (i) the power to direct the activities of the VIE that most significantly impact the VIE’s economic performance and (ii) the obligation to absorb losses of the VIE or the right to receive benefits from the VIE that could potentially be significant to the VIE. See Note 11 for further information about VIEs. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="white-space: nowrap">Equity-Method</font> Investments.</b>  When the firm does not have a controlling financial interest in an entity but can exert significant influence over the entity’s operating and financial policies, the investment is accounted for either (i) under the equity method of accounting or (ii) at fair value by electing the fair value option available under U.S. GAAP. Significant influence generally exists when the firm owns 20% to 50% of the entity’s common stock or <font style="white-space: nowrap">in-substance</font> common stock. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In general, the firm accounts for investments acquired subsequent to November 24, 2006, when the fair value option became available, at fair value. In certain cases, the firm applies the equity method of accounting to new investments that are strategic in nature or closely related to the firm’s principal business activities, when the firm has a significant degree of involvement in the cash flows or operations of the investee or when <font style="white-space: nowrap">cost-benefit</font> considerations are less significant. See Note 12 for further information about <font style="white-space: nowrap">equity-method</font> investments. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Investment Funds.  </b>The firm has formed numerous investment funds with <font style="white-space: nowrap">third-party</font> investors. These funds are typically organized as limited partnerships or limited liability companies for which the firm acts as general partner or manager. Generally, the firm does not hold a majority of the economic interests in these funds. These funds are usually voting interest entities and generally are not consolidated because <font style="white-space: nowrap">third-party</font> investors typically have rights to terminate the funds or to remove the firm as general partner or manager. Investments in these funds are included in “Financial instruments owned, at fair value.” See Notes 6, 18 and 22 for further information about investments in funds. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Use of Estimates</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Preparation of these condensed consolidated financial statements requires management to make certain estimates and assumptions, the most important of which relate to fair value measurements, accounting for goodwill and identifiable intangible assets, discretionary compensation accruals and the provision for losses that may arise from litigation, regulatory proceedings and tax audits. These estimates and assumptions are based on the best available information but actual results could be materially different. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Revenue Recognition</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Financial Assets and Financial Liabilities at Fair Value.  </b>Financial instruments owned, at fair value and Financial instruments sold, but not yet purchased, at fair value are recorded at fair value either under the fair value option or in accordance with other U.S. GAAP. In addition, the firm has elected to account for certain of its other financial assets and financial liabilities at fair value by electing the fair value option. The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. Financial assets are marked to bid prices and financial liabilities are marked to offer prices. Fair value measurements do not include transaction costs. Fair value gains or losses are generally included in “Market making” for positions in Institutional Client Services and “Other principal transactions” for positions in Investing & Lending. See Notes 5 through 8 for further information about fair value measurements. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Investment Banking.  </b>Fees from financial advisory assignments and underwriting revenues are recognized in earnings when the services related to the underlying transaction are completed under the terms of the assignment. Expenses associated with such transactions are deferred until the related revenue is recognized or the assignment is otherwise concluded. Expenses associated with financial advisory assignments are recorded as <font style="white-space: nowrap">non-compensation</font> expenses, net of client reimbursements. Underwriting revenues are presented net of related expenses. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Investment Management.  </b>The firm earns management fees and incentive fees for investment management services. Management fees are calculated as a percentage of net asset value, invested capital or commitments, and are recognized over the period that the related service is provided. Incentive fees are calculated as a percentage of a fund’s or separately managed account’s return, or excess return above a specified benchmark or other performance target. Incentive fees are generally based on investment performance over a <font style="white-space: nowrap">12-month</font> period or over the life of a fund. Fees that are based on performance over a <font style="white-space: nowrap">12-month</font> period are subject to adjustment prior to the end of the measurement period. For fees that are based on investment performance over the life of the fund, future investment underperformance may require fees previously distributed to the firm to be returned to the fund. Incentive fees are recognized only when all material contingencies have been resolved. Management and incentive fee revenues are included in “Investment management” revenues. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Commissions and Fees.  </b>The firm earns “Commissions and fees” from executing and clearing client transactions on stock, options and futures markets. Commissions and fees are recognized on the day the trade is executed. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Transfers of Assets</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Transfers of assets are accounted for as sales when the firm has relinquished control over the assets transferred. For transfers of assets accounted for as sales, any related gains or losses are recognized in net revenues. Assets or liabilities that arise from the firm’s continuing involvement with transferred assets are measured at fair value. For transfers of assets that are not accounted for as sales, the assets remain in “Financial instruments owned, at fair value” and the transfer is accounted for as a collateralized financing, with the related interest expense recognized over the life of the transaction. See Note 9 for further information about transfers of assets accounted for as collateralized financings and Note 10 for further information about transfers of assets accounted for as sales. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Receivables from Customers and Counterparties</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Receivables from customers and counterparties generally consist of collateralized receivables, primarily customer margin loans, related to client transactions. Certain of the firm’s receivables from customers and counterparties are accounted for at fair value under the fair value option, with changes in fair value generally included in “Market making” revenues. See Note 8 for further information about the fair values of these receivables. Receivables from customers and counterparties not accounted for at fair value are accounted for at amortized cost net of estimated uncollectible amounts, which generally approximates fair value. Interest on receivables from customers and counterparties is recognized over the life of the transaction and included in “Interest income.” </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Insurance Activities</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Certain of the firm’s insurance and reinsurance contracts are accounted for at fair value under the fair value option, with changes in fair value included in “Market making” revenues. See Note 8 for further information about the fair values of these insurance and reinsurance contracts. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Revenues from variable annuity and life insurance and reinsurance contracts not accounted for at fair value generally consist of fees assessed on contract holder account balances for mortality charges, policy administration fees and surrender charges. These revenues are recognized in earnings over the period that services are provided and are included in “Market making” revenues. Interest credited to variable annuity and life insurance and reinsurance contract account balances and changes in reserves are recognized in “Other expenses.” </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Premiums earned for underwriting property catastrophe reinsurance are recognized in earnings over the coverage period, net of premiums ceded for the cost of reinsurance, and are included in “Market making” revenues. Expenses for liabilities related to property catastrophe reinsurance claims, including estimates of losses that have been incurred but not reported, are included in “Other expenses.” </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica"><font style="white-space: nowrap">Share-based</font> Compensation</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The cost of employee services received in exchange for a <font style="white-space: nowrap">share-based</font> award is generally measured based on the grant-date fair value of the award. <font style="white-space: nowrap">Share-based</font> awards that do not require future service (i.e., vested awards, including awards granted to retirement-eligible employees) are expensed immediately. <font style="white-space: nowrap">Share-based</font> employee awards that require future service are amortized over the relevant service period. Expected forfeitures are included in determining <font style="white-space: nowrap">share-based</font> employee compensation expense. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm pays cash dividend equivalents on outstanding restricted stock units (RSUs). Dividend equivalents paid on RSUs are generally charged to retained earnings. Dividend equivalents paid on RSUs expected to be forfeited are included in compensation expense. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm accounts for the tax benefit related to dividend equivalents paid on RSUs as an increase to additional <font style="white-space: nowrap">paid-in</font> capital. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In certain cases, primarily related to the death of an employee or conflicted employment (as outlined in the applicable award agreements), the firm may cash settle <font style="white-space: nowrap">share-based</font> compensation awards. For awards accounted for as equity instruments, additional <font style="white-space: nowrap">paid-in</font> capital is adjusted to the extent of the difference between the current value of the award and the grant-date value of the award. </div> <div style="margin-top: 9pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Foreign Currency Translation</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Assets and liabilities denominated in <font style="white-space: nowrap">non-U.S. currencies</font> are translated at rates of exchange prevailing on the date of the condensed consolidated statements of financial condition and revenues and expenses are translated at average rates of exchange for the period. Foreign currency remeasurement gains or losses on transactions in nonfunctional currencies are recognized in earnings. Gains or losses on translation of the financial statements of a <font style="white-space: nowrap">non-U.S. operation,</font> when the functional currency is other than the U.S. dollar, are included, net of hedges and taxes, in the condensed consolidated statements of comprehensive income. </div> <div style="margin-top: 9pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Cash and Cash Equivalents</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm defines cash equivalents as highly liquid overnight deposits held in the ordinary course of business. As of June 2011 and December 2010, “Cash and cash equivalents” included $5.02 billion and $5.75 billion, respectively, of cash and due from banks, and $40.41 billion and $34.04 billion, respectively, of interest-bearing deposits with banks. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Recent Accounting Developments</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Improving Disclosures about Fair Value Measurements.  </b>In January 2010, the FASB issued ASU <font style="white-space: nowrap">No. 2010-06,</font> “Fair Value Measurements and Disclosures (Topic 820) — Improving Disclosures about Fair Value Measurements.” ASU <font style="white-space: nowrap">No. 2010-06</font> provides amended disclosure requirements related to fair value measurements. Certain of these disclosure requirements became effective for the firm beginning in the first quarter of 2010, while others became effective for the firm beginning in the first quarter of 2011. Since these amended principles require only additional disclosures concerning fair value measurements, adoption did not affect the firm’s financial condition, results of operations or cash flows. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Reconsideration of Effective Control for Repurchase Agreements</b>. In April 2011, the FASB issued ASU <font style="white-space: nowrap">No. 2011-03,</font> “Transfers and Servicing (Topic 860) — Reconsideration of Effective Control for Repurchase Agreements.” ASU <font style="white-space: nowrap">No. 2011-03</font> changes the assessment of effective control by removing (i) the criterion that requires the transferor to have the ability to repurchase or redeem financial assets on substantially the agreed terms, even in the event of default by the transferee, and (ii) the collateral maintenance implementation guidance related to that criterion. ASU <font style="white-space: nowrap">No. 2011-03</font> is effective for periods beginning after December 15, 2011. The adoption of ASU <font style="white-space: nowrap">No. 2011-03</font> will not affect the firm’s financial condition, results of operations or cash flows. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Amendments to Achieve Common Fair Value Measurement and Disclosure Requirements in U.S. GAAP and IFRSs (FASB Accounting Standards Codification (ASC) 820).  </b>In May 2011, the FASB issued ASU <font style="white-space: nowrap">No. 2011-04,</font> “Fair Value Measurements and Disclosures (Topic 820) — Amendments to Achieve Common Fair Value Measurement and Disclosure Requirements in U.S. GAAP and IFRSs.” ASU <font style="white-space: nowrap">No. 2011-04</font> clarifies the application of existing fair value measurement and disclosure requirements, changes certain principles related to measuring fair value, and requires additional disclosures about fair value measurements. ASU <font style="white-space: nowrap">No. 2011-04</font> is effective for periods beginning after December 15, 2011. The firm is currently evaluating the impact of adoption. </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> </div>
</us-gaap:SignificantAccountingPoliciesTextBlock>
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<gs:FinancialInstrumentsOwnedAtFairValueAndFinancialInstrumentsSoldButNotYetPurchasedAtFairValueTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note 4 - gs:FinancialInstrumentsOwnedAtFairValueAndFinancialInstrumentsSoldButNotYetPurchasedAtFairValueTextBlock--> <div style="margin-left: 0%"> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Note 4.  Financial Instruments Owned, at Fair Value and Financial Instruments Sold, But Not Yet Purchased, at Fair Value</font></b> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Financial instruments owned, at fair value and financial instruments sold, but not yet purchased, at fair value are accounted for at fair value either under the fair value option or in accordance with other U.S. GAAP. See Note 8 for further information about the fair value option. The table below presents the firm’s financial instruments owned, at fair value, including those pledged as collateral, and financial instruments sold, but not yet purchased, at fair value. Financial instruments owned, at fair value included $3.48 billion and $3.67 billion as of June 2011 and December 2010, respectively, of securities accounted for as <font style="white-space: nowrap">available-for-sale,</font> substantially all of which are held in the firm’s insurance subsidiaries. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="60%"> </td><!-- colindex=01 type=maindata --> <td width="2%"> </td><!-- colindex=02 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=02 type=lead --> <td width="5%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=04 type=lead --> <td width="5%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of June 2011</b> </td> <td>   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of December 2010</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Financial<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Financial<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Instruments<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Financial<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Sold, But<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Financial<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Sold, But<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Not Yet<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Not Yet<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Owned</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchased</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Owned</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchased</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commercial paper, certificates of deposit, time deposits and other money market instruments </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,186</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 11,262 </td> <td nowrap="nowrap" align="left" valign="bottom">  <sup style="font-size: 85%; vertical-align: top">4</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> U.S. government and federal agency obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>87,075</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>29,392</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 84,928 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 23,264 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <font style="white-space: nowrap">Non-U.S. government</font> obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>55,023</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>28,622</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 40,675 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 29,009 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Mortgage and other <font style="white-space: nowrap">asset-backed</font> loans and securities: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loans and securities backed by commercial real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,693</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,200 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loans and securities backed by residential real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,716</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>12</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 9,404 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loan portfolios <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,238</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,438 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Bank loans and bridge loans </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>18,927</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,823</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">3</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 18,039 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,487 </td> <td nowrap="nowrap" align="left" valign="bottom">  <sup style="font-size: 85%; vertical-align: top">3</sup> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Corporate debt securities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>25,582</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,267</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 24,719 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,219 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> State and municipal obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,328</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,792 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other debt obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,554</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,232 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities and convertible debentures </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>71,626</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>33,019</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 67,833 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 24,988 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,133</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 13,138 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 9 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Derivatives <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>73,524</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>47,492</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 73,293 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 54,730 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>370,605</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>149,639</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>356,953</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>140,717</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Consists of acquired portfolios of distressed loans, primarily backed by commercial and residential real estate. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Net of cash collateral received or posted under credit support agreements and reported on a <font style="white-space: nowrap">net-by-counterparty</font> basis when a legal right of setoff exists under an enforceable netting agreement. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Includes the fair value of unfunded commitments to extend credit. The fair value of partially funded commitments is primarily included in “Financial instruments owned, at fair value.” </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 4.   </td> <td align="left" style="text-align:justify"> Includes $4.06 billion as of December 2010 of money market instruments held by William Street Funding Corporation (Funding Corp.) to support the William Street credit extension program. See Note 18 for further information about the William Street credit extension program. </td> </tr> </table> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Gains and Losses from Market Making and Other Principal Transactions</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents, by major product type, the firm’s “Market making” and “Other principal transactions” revenues. These gains/(losses) are primarily related to the firm’s financial instruments owned, at fair value and financial instruments sold, but not yet purchased, at fair value, including both derivative and <font style="white-space: nowrap">non-derivative</font> financial instruments. These gains/(losses) exclude related interest income and interest expense. See Note 23 for further information about interest income and interest expense. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The gains/(losses) in the table are not representative of the manner in which the firm manages its business activities because many of the firm’s market making, client facilitation, and investing and lending strategies utilize financial instruments across various product types. Accordingly, gains or losses in one product type frequently offset gains or losses in other product types. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> For example, most of the firm’s longer-term derivatives are sensitive to changes in interest rates and may be economically hedged with interest rate swaps. Similarly, a significant portion of the firm’s cash instruments and derivatives has exposure to foreign currencies and may be economically hedged with foreign currency contracts. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="56%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=02 type=lead --> <td width="2%" align="right"> </td><!-- colindex=02 type=body --> <td width="2%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="5%"> </td><!-- colindex=03 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=03 type=lead --> <td width="2%" align="right"> </td><!-- colindex=03 type=body --> <td width="2%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="4%"> </td><!-- colindex=04 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=04 type=lead --> <td width="2%" align="right"> </td><!-- colindex=04 type=body --> <td width="2%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="5%"> </td><!-- colindex=05 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=05 type=lead --> <td width="2%" align="right"> </td><!-- colindex=05 type=body --> <td width="2%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="2%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Three Months<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom"> <b>Six Months<br /> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Interest rates </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,034</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (2,836 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,440</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (4,768 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Credit </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>929</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,216 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,980</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,449 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currencies </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(984</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,601 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(2,590</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,040 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,024</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 580 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,874</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,961 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(71</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 77 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>886</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 686 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>406</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 619 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>822</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,155 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,338</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,257</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,412</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>12,523</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div>
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<us-gaap:FairValueMeasurementInputsDisclosureTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note 5 - us-gaap:FairValueMeasurementInputsDisclosureTextBlock--> <div style="margin-left: 0%"> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Note 5.  Fair Value Measurements</font></b> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. Financial assets are marked to bid prices and financial liabilities are marked to offer prices. Fair value measurements do not include transaction costs. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The best evidence of fair value is a quoted price in an active market. If listed prices or quotations are not available, fair value is determined by reference to prices for similar instruments, quoted prices or recent transactions in less active markets, or internally developed models that primarily use, as inputs, <font style="white-space: nowrap">market-based</font> or independently sourced parameters, including but not limited to interest rates, volatilities, equity or debt prices, foreign exchange rates, commodities prices and credit curves. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> U.S. GAAP has a three-level fair value hierarchy for disclosure of fair value measurements. The fair value hierarchy prioritizes inputs to the valuation techniques used to measure fair value, giving the highest priority to level 1 inputs and the lowest priority to level 3 inputs. A financial instrument’s level in the fair value hierarchy is based on the lowest level of any input that is significant to its fair value measurement. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The fair value hierarchy is as follows: </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Level 1.  </b>Inputs are unadjusted quoted prices in active markets to which the firm had access at the measurement date for identical, unrestricted assets or liabilities. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Level 2.  </b>Inputs to valuation techniques are observable, either directly or indirectly. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Level 3.  </b>One or more inputs to valuation techniques are significant and unobservable. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> See Notes 6 and 7 for further information about fair value measurements of cash instruments and derivatives, respectively. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The fair value of certain level 2 and level 3 financial assets and financial liabilities may include valuation adjustments for counterparty and the firm’s credit quality, transfer restrictions, large <font style="white-space: nowrap">and/or</font> concentrated positions, illiquidity and bid/offer inputs. See Notes 6 and 7 for further information about valuation adjustments. </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Level 3 financial assets are summarized below. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="73%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=03 type=lead --> <td width="3%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="4%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="3%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="1%"> </td><!-- colindex=05 type=gutter --> <td width="1%"> </td><!-- colindex=05 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="15" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="13" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>March<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="15" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total level 3 financial assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>47,007</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 45,843 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 45,377 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>936,910</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 933,289 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 911,332 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total financial assets at fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>644,772</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 641,556 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 637,514 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total level 3 financial assets as a percentage of Total assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5.0%</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4.9% </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5.0% </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total level 3 financial assets as a percentage of Total financial assets at fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7.3%</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 7.1% </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 7.1% </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="15" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The increase in level 3 assets during the three months ended June 2011 primarily reflected an increase in private equity investments, principally due to transfers from level 2. The increase in level 3 assets during the six months ended June 2011 primarily reflected an increase in private equity investments, principally due to purchases and transfers from level 2, partially offset by a decrease in credit derivatives, primarily due to transfers to level 2 and settlements. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Financial Assets and Financial Liabilities by Level</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The tables below present, by level within the fair value hierarchy, financial instruments owned, at fair value and financial instruments sold, but not yet purchased, at fair value, and other financial assets and financial liabilities accounted for at fair value under the fair value option. See Notes 6 and 7 for further information on the assets and liabilities included in cash instruments and derivatives, respectively, and their valuation methodologies and inputs. See Note 8 for the valuation methodologies and inputs for other financial assets and financial liabilities accounted for at fair value under the fair value option. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="50%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="3%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="4%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="3%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="4%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="1%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="4%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="3%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="4%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="1%"> </td><!-- colindex=07 type=gutter --> <td width="1%"> </td><!-- colindex=07 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="21" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Financial Assets at Fair Value as of June 2011</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Netting and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 1</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 2</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Collateral</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Total cash instruments </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>131,798</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>130,418</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>34,865</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>297,081</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Total derivatives </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>157</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>166,689</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,522</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(104,844</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>) <sup style="font-size: 85%; vertical-align: top">3</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>73,524</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Financial instruments owned, at fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>131,955</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>297,107</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>46,387</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(104,844</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>370,605</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities segregated for regulatory and other purposes </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>15,770</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>26,573</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">2</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>42,343</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities purchased under agreements to resell </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>161,986</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>299</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>162,285</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities borrowed </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>61,865</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>61,865</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Receivables from customers and counterparties </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,353</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>321</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,674</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>147,725</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>554,884</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>47,007</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(104,844</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>644,772</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="23" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="50%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="3%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="4%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="3%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="4%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="1%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="4%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="3%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="4%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="1%"> </td><!-- colindex=07 type=gutter --> <td width="1%"> </td><!-- colindex=07 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="21" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Financial Liabilities at Fair Value as of June 2011 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Netting and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 1</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 2</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Collateral</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Total cash instruments </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>89,231</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>12,304</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>612</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>102,147</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Total derivatives </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>60</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>59,738</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,291</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(17,597</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>) <sup style="font-size: 85%; vertical-align: top">3</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>47,492</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Financial instruments sold, but not yet purchased, at fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>89,291</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>72,042</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,903</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(17,597</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>149,639</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Deposits </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,165</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,165</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities sold under agreements to repurchase </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>153,374</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,076</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>155,450</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities loaned </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,839</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,839</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other secured financings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>21,151</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,297</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>26,448</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">short-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>19,233</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,101</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>22,334</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">long-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>17,576</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,554</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>20,130</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other liabilities and accrued expenses </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>543</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,944</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,487</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>89,291</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>290,923</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>25,875</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">4</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(17,597</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>388,492</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="23" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Principally consists of U.S. Department of the Treasury (U.S. Treasury) securities and money market instruments, as well as insurance separate account assets measured at fair value. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Principally consists of securities borrowed and resale agreements. The underlying securities have been segregated to satisfy certain regulatory requirements. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Represents cash collateral and the impact of netting across levels of the fair value hierarchy. Netting among positions classified in the same level is included in that level. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 4.   </td> <td align="left" style="text-align:justify"> Level 3 liabilities were 6.7% of total financial liabilities at fair value. </td> </tr> </table> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="50%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="3%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="4%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="3%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="4%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="1%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="4%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="3%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="4%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="1%"> </td><!-- colindex=07 type=gutter --> <td width="1%"> </td><!-- colindex=07 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="21" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Financial Assets at Fair Value as of December 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Netting and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 1</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 2</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Collateral</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Total cash instruments </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 117,800 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 133,653 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 32,207 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>283,660</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Total derivatives </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 93 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 172,513 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 12,772 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (112,085 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) <sup style="font-size: 85%; vertical-align: top">3</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>73,293</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Financial instruments owned, at fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 117,893 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 306,166 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 44,979 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (112,085 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>356,953</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities segregated for regulatory and other purposes </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 19,794 </td> <td nowrap="nowrap" align="left" valign="bottom">  <sup style="font-size: 85%; vertical-align: top">1</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 16,388 </td> <td nowrap="nowrap" align="left" valign="bottom">  <sup style="font-size: 85%; vertical-align: top">2</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>36,182</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities purchased under agreements to resell </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 188,255 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 100 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>188,355</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities borrowed </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 48,822 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>48,822</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Receivables from customers and counterparties </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,904 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 298 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,202</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>137,687</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>566,535</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>45,377</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(112,085</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>637,514</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="23" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="50%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="3%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="4%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="3%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="4%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="1%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="4%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="3%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="4%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="1%"> </td><!-- colindex=07 type=gutter --> <td width="1%"> </td><!-- colindex=07 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="21" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Financial Liabilities at Fair Value as of December 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Netting and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 1</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 2</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Collateral</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Total cash instruments </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 75,668 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 9,873 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 446 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>85,987</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Total derivatives </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 45 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 66,963 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,210 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (17,488 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) <sup style="font-size: 85%; vertical-align: top">3</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>54,730</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Financial instruments sold, but not yet purchased, at fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 75,713 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 76,836 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,656 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (17,488 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>140,717</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Deposits </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,975 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,975</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities sold under agreements to repurchase </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 160,285 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,060 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>162,345</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities loaned </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,514 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,514</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other secured financings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 23,445 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 8,349 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>31,794</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">short-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 18,640 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,476 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>22,116</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">long-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 16,067 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,104 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>18,171</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other liabilities and accrued expenses </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 563 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,409 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,972</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>75,713</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>299,325</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>24,054</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">4</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(17,488</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>381,604</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="23" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Principally consists of U.S. Treasury securities and money market instruments, as well as insurance separate account assets measured at fair value. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Principally consists of securities borrowed and resale agreements. The underlying securities have been segregated to satisfy certain regulatory requirements. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Represents cash collateral and the impact of netting across levels of the fair value hierarchy. Netting among positions classified in the same level is included in that level. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 4.   </td> <td align="left" style="text-align:justify"> Level 3 liabilities were 6.3% of total financial liabilities at fair value. </td> </tr> </table> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Level 3 Unrealized Gains/(Losses)</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Cash Instruments.  </b>Level 3 cash instruments are frequently economically hedged with level 1 and level 2 cash instruments <font style="white-space: nowrap">and/or</font> level 1, level 2 and level 3 derivatives. Accordingly, gains or losses that are reported in level 3 can be partially offset by gains or losses attributable to level 1 or level 2 cash instruments <font style="white-space: nowrap">and/or</font> level 1, level 2 and level 3 derivatives. As a result, gains/(losses) included in the level 3 rollforward below do not necessarily represent the overall impact on the firm’s results of operations, liquidity or capital resources. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Derivatives.  </b>Gains and losses on level 3 derivatives should be considered in the context of the following: </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> A derivative with level 1 <font style="white-space: nowrap">and/or</font> level 2 inputs is classified in level 3 in its entirety if it has at least one significant level 3 input. </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> If there is one significant level 3 input, the entire gain or loss from adjusting only observable inputs (i.e., level 1 and level 2 inputs) is classified as level 3. </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> Gains or losses that have been reported in level 3 resulting from changes in level 1 or level 2 inputs are frequently offset by gains or losses attributable to level 1 or level 2 derivatives <font style="white-space: nowrap">and/or</font> level 1, level 2 and level 3 cash instruments. As a result, gains/(losses) included in the level 3 rollforward below do not necessarily represent the overall impact on the firm’s results of operations, liquidity or capital resources. </td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents the unrealized gains/(losses) on level 3 financial assets and financial liabilities at fair value still held at the period-end. See Notes 6 and 7 for further information about level 3 cash instruments and derivatives, respectively. See Note 8 for further information about other financial assets and financial liabilities at fair value under the fair value option. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="67%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=02 type=lead --> <td width="2%" align="right"> </td><!-- colindex=02 type=body --> <td width="2%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="3%"> </td><!-- colindex=03 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=03 type=lead --> <td width="2%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=04 type=lead --> <td width="2%" align="right"> </td><!-- colindex=04 type=body --> <td width="2%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="3%"> </td><!-- colindex=05 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=05 type=lead --> <td width="2%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="17" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Unrealized Gains/(Losses) </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Three Months<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom"> <b>Six Months<br /> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cash instruments — assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>746</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 191 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,913</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 855 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cash instruments — liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(95</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (109 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(67</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (60 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Net unrealized gains on level 3 cash instruments </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>651</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 82 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,846</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 795 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Derivatives — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>456</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,386 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>93</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,852 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Receivables from customers and counterparties </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (21 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>21</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (48 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other secured financings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 50 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(4</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 39 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">short-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(82</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 224 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>174</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 307 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">long-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(117</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 124 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(162</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 137 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other liabilities and accrued expenses </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(150</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (17 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(303</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 47 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>768</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,828</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,665</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,129</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Gains and losses in the table above include: </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Three Months Ended June 2011</b> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> A net unrealized gain on cash instruments of $651 million, primarily consisting of unrealized gains on private equity investments, and bank loans and bridge loans, where prices were generally corroborated through market transactions for similar assets during the period. </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> A net unrealized gain on derivatives of $456 million, primarily reflecting an unrealized gain on credit derivatives attributable to changes in interest rates (which are level 2 inputs). This gain was partially offset by an unrealized loss on commodity derivatives, primarily due to changes in the volatility inputs (which are level 2 inputs) used to value these derivatives. </td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Three Months Ended June 2010</b> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> A net unrealized gain on cash instruments of $82 million, primarily consisting of unrealized gains across most asset classes, partially offset by unrealized losses on bank loans and bridge loans. </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> A net unrealized gain on derivatives of $1.39 billion, primarily driven by wider credit spreads (which are level 2 inputs) on the underlying instruments, as well as decreases in certain equity prices (which are either level 1 or level 2 inputs). These unrealized gains were substantially offset by unrealized losses on currency, interest rate and credit derivatives, which are classified within level 2 and are used to economically hedge derivatives classified within level 3. </td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Six Months Ended June 2011</b> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> A net unrealized gain on cash instruments of $1.85 billion, primarily consisting of unrealized gains on bank loans and bridge loans, reflecting generally favorable credit markets, primarily during the first quarter of 2011, and private equity investments, where prices were generally corroborated through market transactions for similar assets during the period. </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> A net unrealized gain on derivatives of $93 million, reflecting an unrealized gain on credit derivatives, primarily attributable to changes in interest rates (which are level 2 inputs), partially offset by an unrealized loss on currency derivatives, primarily due to changes in foreign exchange rates (which are level 2 inputs). </td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Six Months Ended June 2010</b> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> A net unrealized gain on cash instruments of $795 million, primarily consisting of unrealized gains on loans and securities backed by commercial real estate, private equity investments and real estate fund investments, loans and securities backed by residential real estate, and other debt obligations, evidenced by sales of similar assets in each of these asset classes during the period. </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> A net unrealized gain on derivatives of $2.85 billion, primarily attributable to changes in foreign exchange rates and interest rates (which are level 2 inputs) underlying certain credit derivatives. These unrealized gains were substantially offset by unrealized losses on currency, interest rate and credit derivatives, which are classified within level 2 and are used to economically hedge derivatives classified within level 3. </td> </tr> </table> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Level 3 Rollforward</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> If a financial asset or financial liability was transferred to level 3 during a reporting period, its entire gain or loss for the period is included in level 3. Transfers between levels are recognized at the beginning of the reporting period in which they occur. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The tables below present a summary of changes in fair value for all financial assets and financial liabilities categorized as level 3 as of the end of the period. </div> <br /> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> See Notes 6 and 7 for further information about cash instruments and derivatives, respectively, included in level 3, including information about significant transfers in or out of level 3 financial assets. See Note 8 for other financial assets and financial liabilities at fair value under the fair value option. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="4%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=02 type=lead --> <td width="2%" align="right"> </td><!-- colindex=02 type=body --> <td width="2%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="3%"> </td><!-- colindex=03 type=gutter --> <td width="6%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="2%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="3%"> </td><!-- colindex=04 type=gutter --> <td width="6%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="2%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="3%"> </td><!-- colindex=05 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=05 type=lead --> <td width="2%" align="right"> </td><!-- colindex=05 type=body --> <td width="2%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="3%"> </td><!-- colindex=06 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=06 type=lead --> <td width="2%" align="right"> </td><!-- colindex=06 type=body --> <td width="2%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="3%"> </td><!-- colindex=07 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=07 type=lead --> <td width="2%" align="right"> </td><!-- colindex=07 type=body --> <td width="2%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="3%"> </td><!-- colindex=08 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=08 type=lead --> <td width="2%" align="right"> </td><!-- colindex=08 type=body --> <td width="2%" align="left"> </td><!-- colindex=08 type=hang1 --> <td width="3%"> </td><!-- colindex=09 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=09 type=lead --> <td width="2%" align="right"> </td><!-- colindex=09 type=body --> <td width="2%" align="left"> </td><!-- colindex=09 type=hang1 --> <td width="1%"> </td><!-- colindex=10 type=gutter --> <td width="1%"> </td><!-- colindex=10 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="33" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Financial Assets at Fair Value for the Three Months Ended June 2011</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/(losses)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of period</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(losses)</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchases</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Sales</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total cash instruments — assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>33,526</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>509</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>746</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,856</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(2,492</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(1,378</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,098</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>34,865</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total derivatives — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,803</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(160</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>) <sup style="font-size: 85%; vertical-align: top">2</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>456</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">2, 3</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>414</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(575</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>59</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(766</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,231</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities purchased under agreements to resell </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>158</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>181</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(40</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>299</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Receivables from customers and counterparties </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>322</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(6</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>321</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" style="border-top: 3px double #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> The aggregate amounts include approximately $277 million, $606 million and $372 million reported in “Market making,” “Other principal transactions” and “Interest income,” respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> The aggregate amounts include approximately $138 million and $158 million reported in “Market making” and “Other principal transactions,” respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Principally resulted from changes in level 2 inputs. </td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 7pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="24%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=02 type=lead --> <td width="2%" align="right"> </td><!-- colindex=02 type=body --> <td width="2%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="2%"> </td><!-- colindex=08 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=08 type=lead --> <td width="1%" align="right"> </td><!-- colindex=08 type=body --> <td width="1%" align="left"> </td><!-- colindex=08 type=hang1 --> <td width="2%"> </td><!-- colindex=09 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=09 type=lead --> <td width="1%" align="right"> </td><!-- colindex=09 type=body --> <td width="1%" align="left"> </td><!-- colindex=09 type=hang1 --> <td width="2%"> </td><!-- colindex=10 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=10 type=lead --> <td width="1%" align="right"> </td><!-- colindex=10 type=body --> <td width="1%" align="left"> </td><!-- colindex=10 type=hang1 --> <td width="1%"> </td><!-- colindex=11 type=gutter --> <td width="1%"> </td><!-- colindex=11 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="39" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="37" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Financial Liabilities at Fair Value for the Three Months Ended June 2011</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(gains)/losses<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(gains)/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of period</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>losses</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchases</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Sales</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Issuances</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="39" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Total cash instruments — liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>482</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>95</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(130</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>201</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(21</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(16</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>612</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Securities sold under agreements to repurchase, at fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,946</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>130</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,076</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Other secured financings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,107</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(5</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>261</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(2,091</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>16</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,297</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Unsecured <font style="white-space: nowrap">short-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,209</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(41</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>82</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(23</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>179</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(438</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>133</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,101</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Unsecured <font style="white-space: nowrap">long-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,404</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>117</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(34</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>22</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(2</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>41</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,554</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Other liabilities and accrued expenses </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,852</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>150</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(58</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,944</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="39" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="39" style="border-top: 3px double #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> There were no significant transfers in or out of level 3 financial liabilities during the three months ended June 2011. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="12%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="2%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="3%"> </td><!-- colindex=03 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="2%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="3%"> </td><!-- colindex=04 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="2%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="3%"> </td><!-- colindex=05 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="2%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="3%"> </td><!-- colindex=06 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="2%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="3%"> </td><!-- colindex=07 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="2%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="3%"> </td><!-- colindex=08 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=08 type=lead --> <td width="1%" align="right"> </td><!-- colindex=08 type=body --> <td width="2%" align="left"> </td><!-- colindex=08 type=hang1 --> <td width="3%"> </td><!-- colindex=09 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=09 type=lead --> <td width="1%" align="right"> </td><!-- colindex=09 type=body --> <td width="2%" align="left"> </td><!-- colindex=09 type=hang1 --> <td width="1%"> </td><!-- colindex=10 type=gutter --> <td width="1%"> </td><!-- colindex=10 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="33" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Financial Assets at Fair Value for the Six Months Ended June 2011 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/(losses)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of year</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(losses)</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchases</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Sales</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total cash instruments — assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$32,207</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>912</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,913</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,452</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(4,106</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(2,956</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(557</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>34,865</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total derivatives — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,562</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(133</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>) <sup style="font-size: 85%; vertical-align: top">2</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>93</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">2, 3</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>776</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(843</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(414</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(810</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,231</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities purchased under agreements to resell </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>100</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>245</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(48</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>299</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Receivables from customers and counterparties </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>298</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>21</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>14</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(12</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>321</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" style="border-top: 3px double #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> The aggregate amounts include approximately $688 million, $1.38 billion and $758 million reported in “Market making,” “Other principal transactions” and “Interest income,” respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> The aggregate amounts include approximately $(52) million and $12 million reported in “Market making” and “Other principal transactions,” respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Principally resulted from changes in level 2 inputs. </td> </tr> </table> <div style="margin-top: 12pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 7pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="24%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=02 type=lead --> <td width="2%" align="right"> </td><!-- colindex=02 type=body --> <td width="2%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="2%"> </td><!-- colindex=08 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=08 type=lead --> <td width="1%" align="right"> </td><!-- colindex=08 type=body --> <td width="1%" align="left"> </td><!-- colindex=08 type=hang1 --> <td width="2%"> </td><!-- colindex=09 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=09 type=lead --> <td width="1%" align="right"> </td><!-- colindex=09 type=body --> <td width="1%" align="left"> </td><!-- colindex=09 type=hang1 --> <td width="2%"> </td><!-- colindex=10 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=10 type=lead --> <td width="1%" align="right"> </td><!-- colindex=10 type=body --> <td width="1%" align="left"> </td><!-- colindex=10 type=hang1 --> <td width="1%"> </td><!-- colindex=11 type=gutter --> <td width="1%"> </td><!-- colindex=11 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="39" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="37" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Financial Liabilities at Fair Value for the Six Months Ended June 2011 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(gains)/losses<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(gains)/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of year</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>losses</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchases</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Sales</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Issuances</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="39" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Total cash instruments — liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>446</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(15</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>67</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(193</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>325</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(15</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(3</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>612</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Securities sold under agreements to repurchase, at fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,060</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>194</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(178</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,076</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Other secured financings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,349</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>274</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(3,356</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>17</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,297</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Unsecured <font style="white-space: nowrap">short-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,476</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>68</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(174</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(31</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>541</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(666</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(113</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,101</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Unsecured <font style="white-space: nowrap">long-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,104</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>162</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(50</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>291</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(73</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>110</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,554</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Other liabilities and accrued expenses </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,409</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>303</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,337</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(105</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,944</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="39" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="39" style="border-top: 3px double #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Significant transfers in or out of level 3 financial liabilities during the six months ended June 2011 included: </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •  </td> <td align="left" style="text-align:justify"> Unsecured <font style="white-space: nowrap">short-term</font> borrowings and Unsecured <font style="white-space: nowrap">long-term</font> borrowings: net transfer out of level 3 of $113 million and net transfer into level 3 of $110 million, respectively, principally due to a transfer of approximately $230 million from level 3 Unsecured <font style="white-space: nowrap">short-term</font> borrowings to level 3 Unsecured <font style="white-space: nowrap">long-term</font> borrowings related to an extension in the tenor of certain borrowings. </td> </tr> </table> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="40%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="5%" align="right"> </td><!-- colindex=02 type=body --> <td width="2%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="8%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="1%"> </td><!-- colindex=08 type=gutter --> <td width="1%"> </td><!-- colindex=08 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="25" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Financial Assets at Fair Value for the Three Months Ended June 2010</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/(losses)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>purchases,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers in<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>sales and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b><font style="white-space: nowrap">and/or</font> (out)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of period</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(losses)</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total cash instruments — assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> $32,528 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 334 </td> <td nowrap="nowrap" align="left" valign="bottom">  <sup style="font-size: 85%; vertical-align: top">1</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 191 </td> <td nowrap="nowrap" align="left" valign="bottom">  <sup style="font-size: 85%; vertical-align: top">1</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (667 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (435 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>31,951</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total derivatives — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,336 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (104 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) <sup style="font-size: 85%; vertical-align: top">2</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,386 </td> <td nowrap="nowrap" align="left" valign="bottom">  <sup style="font-size: 85%; vertical-align: top">2, 3</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (89 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 343 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,872</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities purchased under agreements to resell </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 268 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (268 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Receivables from customers and counterparties </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 234 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (21 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>218</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 3px double #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> The aggregate amounts include approximately $28 million, $145 million and $352 million reported in “Market making,” “Other principal transactions” and “Interest income,” respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> The aggregate amounts include approximately $999 million and $283 million reported in “Market making” and “Other principal transactions,” respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Principally resulted from changes in level 2 inputs. </td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="32%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="6%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="3%"> </td><!-- colindex=03 type=gutter --> <td width="6%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="3%"> </td><!-- colindex=04 type=gutter --> <td width="6%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="3%"> </td><!-- colindex=05 type=gutter --> <td width="6%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="3%"> </td><!-- colindex=06 type=gutter --> <td width="6%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="3%"> </td><!-- colindex=07 type=gutter --> <td width="6%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="1%"> </td><!-- colindex=08 type=gutter --> <td width="1%"> </td><!-- colindex=08 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="25" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Financial Liabilities at Fair Value for the Three Months Ended June 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(gains)/losses<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>purchases,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>sales,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>issuances<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(gains)/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of period</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>losses</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total cash instruments — liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 483 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (112 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 109 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 113 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 2 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>595</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities sold under agreements to repurchase, at fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,055 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <i>—</i> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 531 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (167 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,419</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other secured financings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 8,139 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 12 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (50 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 38 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (53 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,086</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">short-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,994 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 47 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (224 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (224 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 175 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,768</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">long-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,715 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (124 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (53 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 359 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,899</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other liabilities and accrued expenses </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,327 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 17 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 21 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 19 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,386</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 3px double #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> There were no significant transfers in or out of level 3 financial liabilities during the three months ended June 2010. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="32%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="6%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="3%"> </td><!-- colindex=03 type=gutter --> <td width="6%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="3%"> </td><!-- colindex=04 type=gutter --> <td width="6%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="3%"> </td><!-- colindex=05 type=gutter --> <td width="6%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="3%"> </td><!-- colindex=06 type=gutter --> <td width="6%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="3%"> </td><!-- colindex=07 type=gutter --> <td width="6%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="1%"> </td><!-- colindex=08 type=gutter --> <td width="1%"> </td><!-- colindex=08 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="25" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Financial Assets at Fair Value for the Six Months Ended June 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/(losses)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>purchases,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>sales and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of year</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(losses)</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total cash instruments — assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 34,879 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 735 </td> <td nowrap="nowrap" align="left" valign="bottom">  <sup style="font-size: 85%; vertical-align: top">1</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 855 </td> <td nowrap="nowrap" align="left" valign="bottom">  <sup style="font-size: 85%; vertical-align: top">1</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (2,062 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (2,456 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>31,951</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total derivatives — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,196 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (401 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) <sup style="font-size: 85%; vertical-align: top">2</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,852 </td> <td nowrap="nowrap" align="left" valign="bottom">  <sup style="font-size: 85%; vertical-align: top">2, 3</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 153 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 72 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,872</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Receivables from customers and counterparties </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 10 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (48 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 256 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>218</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 3px double #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> The aggregate amounts include approximately $416 million, $516 million and $658 million reported in “Market making,” “Other principal transactions” and “Interest income,” respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> The aggregate amounts include approximately $2.19 billion and $263 million reported in “Market making” and “Other principal transactions,” respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Principally resulted from changes in level 2 inputs. </td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="41%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=02 type=lead --> <td width="5%" align="right"> </td><!-- colindex=02 type=body --> <td width="2%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="8%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="1%"> </td><!-- colindex=08 type=gutter --> <td width="1%"> </td><!-- colindex=08 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="25" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Financial Liabilities at Fair Value for the Six Months Ended June 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(gains)/losses<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>purchases,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>sales,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>issuances<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(gains)/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of year</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>losses</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total cash instruments — liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> $  572 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (132 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 60 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 169 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (74 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>595</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities sold under agreements to repurchase, at fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 394 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <i>—</i> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,025 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <i>—</i> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,419</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other secured financings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,756 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 21 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (39 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,174 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 174 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,086</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">short-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,310 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 67 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (307 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (267 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 965 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,768</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">long-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,077 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 15 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (137 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (19 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (1,037 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,899</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other liabilities and accrued expenses </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,913 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (47 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 22 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 493 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,386</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 3px double #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Significant transfers in or out of level 3 financial liabilities during the six months ended June 2010, which were principally due to the consolidation of certain VIEs upon adoption of ASU <font style="white-space: nowrap">No. 2009-17</font> as of January 1, 2010, included: </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> Unsecured <font style="white-space: nowrap">long-term</font> borrowings: net transfer out of level 3 of $1.04 billion, principally due to the consolidation of certain VIEs, which caused the firm’s borrowings from these VIEs to become intercompany borrowings which were eliminated in consolidation. Substantially all of these borrowings were level 3. </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> Unsecured <font style="white-space: nowrap">short-term</font> borrowings: net transfer into level 3 of $965 million, principally due to the consolidation of certain VIEs. </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> Other liabilities and accrued expenses: net transfer into level 3 of $493 million, principally due to an increase in subordinated liabilities issued by certain consolidated VIEs. </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> Other secured financings: net transfer into level 3 of $174 million, principally due to the consolidation of certain VIEs. </td> </tr> </table> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> </div>
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<gs:CashInstrumentsTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note 6 - gs:CashInstrumentsTextBlock--> <div style="margin-left: 0%"> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Note 6.  Cash Instruments</font></b> </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Cash instruments include U.S. government and federal agency obligations, <font style="white-space: nowrap">non-U.S. government</font> obligations, bank loans and bridge loans, corporate debt securities, equities and convertible debentures, and other <font style="white-space: nowrap">non-derivative</font> financial instruments owned and financial instruments sold, but not yet purchased. See below for the types of cash instruments included in each level of the fair value hierarchy and the valuation techniques and significant inputs used to determine their fair values. See Note 5 for an overview of the firm’s fair value measurement policies and the fair value hierarchy. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Level 1 Cash Instruments</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Level 1 cash instruments include U.S. government obligations and most <font style="white-space: nowrap">non-U.S. government</font> obligations, actively traded listed equities and certain money market instruments. These instruments are valued using quoted prices for identical unrestricted instruments in active markets. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm defines active markets for equity instruments based on the average daily trading volume both in absolute terms and relative to the market capitalization for the instrument. The firm defines active markets for debt instruments based on both the average daily trading volume and the number of days with trading activity. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The fair value of a level 1 instrument is calculated as quantity held multiplied by quoted market price. U.S. GAAP prohibits valuation adjustments being applied to level 1 instruments even in situations where the firm holds a large position and a sale could impact the quoted price. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Level 2 Cash Instruments</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Level 2 cash instruments include commercial paper, certificates of deposit, time deposits, most government agency obligations, most corporate debt securities, commodities, certain <font style="white-space: nowrap">mortgage-backed</font> loans and securities, certain bank loans and bridge loans, less liquid publicly listed equities, certain state and municipal obligations and certain money market instruments and lending commitments. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Valuations of level 2 cash instruments can be verified to quoted prices, recent trading activity for identical or similar instruments, broker or dealer quotations or alternative pricing sources with reasonable levels of price transparency. Consideration is given to the nature of the quotations (e.g., indicative or firm) and the relationship of recent market activity to the prices provided from alternative pricing sources. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Valuation adjustments are typically made to level 2 cash instruments (i) if the cash instrument is subject to transfer restrictions <font style="white-space: nowrap">and/or</font> (ii) for other premiums and discounts that a market participant would require to arrive at fair value. Valuation adjustments are generally based on market evidence. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Level 3 Cash Instruments</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Level 3 cash instruments have one or more significant valuation inputs that are not observable. Absent evidence to the contrary, level 3 cash instruments are initially valued at transaction price, which is considered to be the best initial estimate of fair value. Subsequently, the firm uses other methodologies to determine fair value, which vary based on the type of instrument. Valuation inputs and assumptions are changed when corroborated by substantive observable evidence, including values realized on sales of level 3 financial assets. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents the valuation techniques and the nature of significant inputs generally used to determine the fair values of each class of level 3 cash instrument. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="34%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutterleft --> <td width="1%"> </td><!-- colindex=02 type=gutterright --> <td width="64%"> </td><!-- colindex=02 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom" style="border-left: 1px solid #000000; padding-left: 2pt; border-top: 1px solid #000000"> <b> Level 3 Cash Instrument</b> </td> <td style="border-right: 1px solid #000000; padding-right: 2pt; border-top: 1px solid #000000">   </td> <td style="border-top: 1px solid #000000">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-right: 1px solid #000000; padding-right: 2pt; border-top: 1px solid #000000"> <b>Valuation Techniques and Significant Inputs</b> </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="4" align="left" valign="bottom" style="font-size: 1pt; border-right: 1px solid #000000; padding-right: 2pt; border-left: 1px solid #000000; padding-left: 2pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="top" style="border-left: 1px solid #000000; padding-left: 2pt"> <div> Loans and securities backed by commercial real estate<br /><br /> </div> <div> •  Collateralized by a single commercial real estate property or a portfolio of properties<br /> </div> <div> <br /> </div> <div> •  May include tranches of varying levels of subordination </div> </td> <td style="border-right: 1px solid #000000; padding-right: 2pt">   </td> <td>   </td> <td align="left" valign="top" style="border-right: 1px solid #000000; padding-right: 2pt"> Valuation techniques vary by instrument, but are generally based on discounted cash flow techniques.<br /> <br /> Significant inputs for these valuations include:<br /> <br />  •  Transaction prices in both the underlying collateral and instruments with the same or <br />        similar underlying collateral<br /> <br />  •  Current levels and changes in market indices such as the CMBX (an index that tracks <br />        the performance of commercial mortgage bonds)<br /> <br />  •  Market yields implied by transactions of similar or related assets<br /> <br />  •  Current performance of the underlying collateral<br /> <br />  •  Capitalization rates and multiples </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="4" valign="top" style="border-right: 1px solid #000000; padding-right: 2pt; border-left: 1px solid #000000; padding-left: 2pt">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="4" style="border-right: 1px solid #000000; padding-right: 2pt; border-left: 1px solid #000000; padding-left: 2pt; border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="top" style="border-left: 1px solid #000000; padding-left: 2pt"> <div style="text-indent: -0pt; margin-left: 0pt;"> Loans and securities backed by residential real estate<br /><br /> </div> <div style="text-indent: -15pt; margin-left: 15pt;"> •  Collateralized by portfolios of residential real estate<br /> </div> <div style="text-indent: -0pt; margin-left: 0pt;"> <br /> </div> <div style="text-indent: -15pt; margin-left: 15pt;"> •  May include tranches of varying levels of subordination </div> </td> <td style="border-right: 1px solid #000000; padding-right: 2pt">   </td> <td>   </td> <td align="left" valign="top" style="border-right: 1px solid #000000; padding-right: 2pt"> <div style="text-indent: -0pt; margin-left: 0pt;"> Valuation techniques vary by instrument, but are generally based on relative value analyses, discounted cash flow techniques or a combination thereof.<br /><br /> </div> <div style="text-indent: -0pt; margin-left: 0pt;"> Significant inputs are determined based on relative value analyses, which incorporate comparisons to instruments with similar collateral and risk profiles, including relevant indices such as the ABX (an index that tracks the performance of subprime residential mortgage bonds). Significant inputs include:<br /><br /> </div> <div style="text-indent: -15pt; margin-left: 15pt;">  •  Home price projections, residential property liquidation timelines and related costs<br /> </div> <div style="text-indent: -0pt; margin-left: 0pt;"> <br /> </div> <div style="text-indent: -15pt; margin-left: 15pt;">  •  Underlying loan prepayment, default and cumulative loss expectations<br /> </div> <div style="text-indent: -0pt; margin-left: 0pt;"> <br /> </div> <div style="text-indent: -15pt; margin-left: 15pt;">  •  Transaction prices in both the underlying collateral and instruments with the same or similar underlying collateral<br /> </div> <div style="text-indent: -0pt; margin-left: 0pt;"> <br /> </div> <div style="text-indent: -15pt; margin-left: 15pt;">  •  Market yields implied by transactions of similar or related assets </div> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="4" valign="top" style="border-right: 1px solid #000000; padding-right: 2pt; border-left: 1px solid #000000; padding-left: 2pt">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="4" style="border-right: 1px solid #000000; padding-right: 2pt; border-left: 1px solid #000000; padding-left: 2pt; border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="top" style="border-left: 1px solid #000000; padding-left: 2pt"> <div> Loan portfolios<br /><br /> </div> <div> •  Acquired portfolios of distressed loans<br /> </div> <div> <br /> </div> <div> •  Primarily backed by commercial and residential real estate collateral </div> </td> <td style="border-right: 1px solid #000000; padding-right: 2pt">   </td> <td>   </td> <td align="left" valign="top" style="border-right: 1px solid #000000; padding-right: 2pt"> Valuations are based on discounted cash flow techniques.<br /> <br /> Significant inputs are determined based on relative value analyses, which incorporate comparisons to recent auction data for other similar loan portfolios. Significant inputs include:<br /> <br />  •  Amount and timing of expected future cash flows<br /> <br />  •  Market yields implied by transactions of similar or related assets </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="4" valign="top" style="border-right: 1px solid #000000; padding-right: 2pt; border-left: 1px solid #000000; padding-left: 2pt">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="4" style="border-right: 1px solid #000000; padding-right: 2pt; border-left: 1px solid #000000; padding-left: 2pt; border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="top" style="border-left: 1px solid #000000; padding-left: 2pt"> <div style="text-indent: 0pt; margin-left: 1pt"> Bank loans and bridge loans<br /> <br /> Corporate debt securities<br /> <br /> State and municipal obligations<br /> <br /> Other debt obligations </div> </td> <td style="border-right: 1px solid #000000; padding-right: 2pt">   </td> <td>   </td> <td align="left" valign="top" style="border-right: 1px solid #000000; padding-right: 2pt"> <div style="text-indent: -0pt; margin-left: 0pt;"> Valuation techniques vary by instrument, but are generally based on discounted cash flow techniques.<br /><br /> </div> <div style="text-indent: -0pt; margin-left: 0pt;"> Significant inputs are generally determined based on relative value analyses, which incorporate comparisons both to prices of credit default swaps that reference the same or similar underlying credit risk and to other debt instruments for the same issuer for which observable prices or broker quotations are available. Significant inputs include:<br /><br /> </div> <div style="text-indent: -15pt; margin-left: 15pt;">  •  Amount and timing of expected future cash flows<br /> </div> <div style="text-indent: -0pt; margin-left: 0pt;"> <br /> </div> <div style="text-indent: -15pt; margin-left: 15pt;">  •  Current levels and trends of market indices such as CDX, LCDX and MCDX (indices that track the performance of corporate credit, loans and municipal obligations, respectively)<br /> </div> <div style="text-indent: -0pt; margin-left: 0pt;"> <br /> </div> <div style="text-indent: -15pt; margin-left: 15pt;">  •  Market yields implied by transactions of similar or related assets<br /> </div> <div style="text-indent: -0pt; margin-left: 0pt;"> <br /> </div> <div style="text-indent: -15pt; margin-left: 15pt;">  •  Current performance and recovery assumptions and, where the firm uses credit default swaps to value the related cash instrument, the cost of borrowing the underlying reference obligation </div> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="4" valign="top" style="border-right: 1px solid #000000; padding-right: 2pt; border-left: 1px solid #000000; padding-left: 2pt">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="4" style="border-right: 1px solid #000000; padding-right: 2pt; border-left: 1px solid #000000; padding-left: 2pt; border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="top" style="border-left: 1px solid #000000; padding-left: 2pt"> <div> Equities and convertible debentures<br /><br /> </div> <div> •  Private equity investments </div> </td> <td style="border-right: 1px solid #000000; padding-right: 2pt">   </td> <td>   </td> <td align="left" valign="top" style="border-right: 1px solid #000000; padding-right: 2pt"> Recent third-party investments or pending transactions are considered to be the best evidence for any change in fair value. When these are not available, the following valuation methodologies are used, as appropriate and available:<br /> <br />  •  Transactions in similar instruments<br /> <br />  •  Discounted cash flow techniques<br /> <br />  •  Third-party appraisals<br /> <br />  •  Industry multiples and public comparables <br /> <br /> Evidence includes recent or pending reorganizations (e.g., merger proposals, tender offers, debt restructurings) and significant changes in financial metrics, such as:<br /> <br />  •  Current financial performance as compared to projected performance<br /> <br />  •  Capitalization rates and multiples<br /> <br />  •  Market yields implied by transactions of similar or related assets </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="4" valign="top" style="border-right: 1px solid #000000; padding-right: 2pt; border-left: 1px solid #000000; padding-left: 2pt">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="4" style="border-right: 1px solid #000000; padding-right: 2pt; border-left: 1px solid #000000; padding-left: 2pt; border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Fair Value of Cash Instruments by Level</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The tables below present, by level within the fair value hierarchy, cash instrument assets and liabilities, at fair value. Cash instrument assets and liabilities are included in “Financial instruments owned, at fair value” and “Financial instruments sold, but not yet purchased, at fair value,” respectively. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="56%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="7%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="7%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="7%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="17" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Cash Instrument Assets at Fair Value as of June 2011 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 1</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 2</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commercial paper, certificates of deposit, time deposits and other money market instruments </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,354</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,832</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,186</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> U.S. government and federal agency obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>34,736</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>52,339</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>87,075</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <font style="white-space: nowrap">Non-U.S. government</font> obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>49,036</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,987</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>55,023</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Mortgage and other <font style="white-space: nowrap">asset-backed</font> loans and securities <sup style="font-size: 85%; vertical-align: top">1</sup>: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loans and securities backed by commercial real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,298</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,395</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,693</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loans and securities backed by residential real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,981</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,735</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,716</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loan portfolios </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,238</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,238</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Bank loans and bridge loans </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,744</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,183</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>18,927</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Corporate debt securities <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>114</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>22,721</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,747</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>25,582</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> State and municipal obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,685</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>643</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,328</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other debt obligations <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,082</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,472</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,554</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities and convertible debentures </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>44,558</b> </td> <td nowrap="nowrap" align="left" valign="bottom">  <b><sup style="font-size: 85%; vertical-align: top">3</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>13,616</b> </td> <td nowrap="nowrap" align="left" valign="bottom">  <b><sup style="font-size: 85%; vertical-align: top">4</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>13,452</b> </td> <td nowrap="nowrap" align="left" valign="bottom">  <b><sup style="font-size: 85%; vertical-align: top">5</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>71,626</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,133</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,133</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>131,798</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>130,418</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>34,865</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>297,081</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="17" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Cash Instrument Liabilities at Fair Value as of June 2011 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 1</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 2</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> U.S. government and federal agency obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>29,194</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>198</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>29,392</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <font style="white-space: nowrap">Non-U.S. government</font> obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>27,763</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>859</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>28,622</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Mortgage and other <font style="white-space: nowrap">asset-backed</font> loans and securities: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loans and securities backed by residential real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>12</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Bank loans and bridge loans </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,240</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>583</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,823</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Corporate debt securities <sup style="font-size: 85%; vertical-align: top">6</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>78</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,168</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>21</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,267</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other debt obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities and convertible debentures <sup style="font-size: 85%; vertical-align: top">7</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>32,196</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>819</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>33,019</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>89,231</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>12,304</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>612</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>102,147</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Includes $210 million and $684 million of collateralized debt obligations (CDOs) backed by real estate in level 2 and level 3, respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Includes $786 million and $1.45 billion of CDOs and collateralized loan obligations (CLOs) backed by corporate obligations in level 2 and level 3, respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Consists of publicly listed equity securities. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 4.   </td> <td align="left" style="text-align:justify"> Principally consists of restricted and less liquid publicly listed securities. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 5.   </td> <td align="left" style="text-align:justify"> Includes $11.93 billion of private equity investments, $1.17 billion of real estate investments and $348 million of convertible debentures. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 6.   </td> <td align="left" style="text-align:justify"> Includes $14 million of CDOs and CLOs backed by corporate obligations in level 3. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 7.   </td> <td align="left" style="text-align:justify"> Substantially all consists of publicly listed equity securities. </td> </tr> </table> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="56%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="7%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="7%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="7%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="17" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Cash Instrument Assets at Fair Value as of December 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 1</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 2</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commercial paper, certificates of deposit, time deposits and other money market instruments </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,344 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,918 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,262</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> U.S. government and federal agency obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 36,184 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 48,744 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>84,928</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <font style="white-space: nowrap">Non-U.S. government</font> obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 35,504 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,171 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>40,675</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Mortgage and other <font style="white-space: nowrap">asset-backed</font> loans and securities <sup style="font-size: 85%; vertical-align: top">1</sup>: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loans and securities backed by commercial real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,381 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,819 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,200</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loans and securities backed by residential real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,031 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,373 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,404</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loan portfolios </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 153 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,285 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,438</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Bank loans and bridge loans </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 8,134 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 9,905 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>18,039</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Corporate debt securities <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 108 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 21,874 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,737 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>24,719</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> State and municipal obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,038 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 754 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,792</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other debt obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,958 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,274 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,232</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities and convertible debentures </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 41,660 </td> <td nowrap="nowrap" align="left" valign="bottom">  <sup style="font-size: 85%; vertical-align: top">3</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 15,113 </td> <td nowrap="nowrap" align="left" valign="bottom">  <sup style="font-size: 85%; vertical-align: top">4</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 11,060 </td> <td nowrap="nowrap" align="left" valign="bottom">  <sup style="font-size: 85%; vertical-align: top">5</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>67,833</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 13,138 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>13,138</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>117,800</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>133,653</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>32,207</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>283,660</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="17" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b><font style="white-space: nowrap">Cash Instrument Liabilities at Fair Value as of December 2010 </font> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 1</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 2</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> U.S. government and federal agency obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 23,191 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 73 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>23,264</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <font style="white-space: nowrap">Non-U.S. government</font> obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 28,168 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 841 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>29,009</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Mortgage and other <font style="white-space: nowrap">asset-backed</font> loans and securities: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loans and securities backed by commercial real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loans and securities backed by residential real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Bank loans and bridge loans </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,107 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 380 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,487</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Corporate debt securities <sup style="font-size: 85%; vertical-align: top">6</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 26 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,133 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 60 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,219</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities and convertible debentures <sup style="font-size: 85%; vertical-align: top">7</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 24,283 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 699 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>24,988</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 9 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>75,668</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,873</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>446</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>85,987</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Includes $212 million and $565 million of CDOs backed by real estate in level 2 and level 3, respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Includes $368 million and $1.07 billion of CDOs and CLOs backed by corporate obligations in level 2 and level 3, respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Consists of publicly listed equity securities. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 4.   </td> <td align="left" style="text-align:justify"> Substantially all consists of restricted and less liquid publicly listed securities. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 5.   </td> <td align="left" style="text-align:justify"> Includes $10.03 billion of private equity investments, $874 million of real estate investments and $156 million of convertible debentures. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 6.   </td> <td align="left" style="text-align:justify"> Includes $35 million of CDOs and CLOs backed by corporate obligations in level 3. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 7.   </td> <td align="left" style="text-align:justify"> Substantially all consists of publicly listed equity securities. </td> </tr> </table> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Level 3 Rollforward</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> If a cash instrument was transferred to level 3 during a reporting period, its entire gain or loss for the period is included in level 3. Transfers between levels are reported at the beginning of the reporting period in which they occur. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The tables below present changes in fair value for all cash instrument assets and liabilities categorized as level 3 as of the end of the period. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> See Note 5 for further information about unrealized gains and losses on level 3 cash instruments. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 7pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="19%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="4%" align="right"> </td><!-- colindex=02 type=lead --> <td width="2%" align="right"> </td><!-- colindex=02 type=body --> <td width="2%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="2%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="2%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="4%" align="right"> </td><!-- colindex=05 type=lead --> <td width="2%" align="right"> </td><!-- colindex=05 type=body --> <td width="2%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="4%" align="right"> </td><!-- colindex=06 type=lead --> <td width="2%" align="right"> </td><!-- colindex=06 type=body --> <td width="2%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="4%" align="right"> </td><!-- colindex=07 type=lead --> <td width="2%" align="right"> </td><!-- colindex=07 type=body --> <td width="2%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="2%"> </td><!-- colindex=08 type=gutter --> <td width="4%" align="right"> </td><!-- colindex=08 type=lead --> <td width="2%" align="right"> </td><!-- colindex=08 type=body --> <td width="2%" align="left"> </td><!-- colindex=08 type=hang1 --> <td width="2%"> </td><!-- colindex=09 type=gutter --> <td width="4%" align="right"> </td><!-- colindex=09 type=lead --> <td width="2%" align="right"> </td><!-- colindex=09 type=body --> <td width="2%" align="left"> </td><!-- colindex=09 type=hang1 --> <td width="1%"> </td><!-- colindex=10 type=gutter --> <td width="1%"> </td><!-- colindex=10 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="33" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Cash Instrument Assets at Fair Value for the Three Months Ended June 2011 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/(losses)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of period</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(losses)</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchases <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Sales</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Mortgage and other <font style="white-space: nowrap">asset-backed</font> loans and securities: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 15pt"> Loans and securities backed by commercial real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$2,521</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>41</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>31</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>302</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(436</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(225</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>161</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,395</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 15pt"> Loans and securities backed by residential real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,636</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>60</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>15</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>382</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(183</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(148</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(27</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,735</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 15pt"> Loan portfolios </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,312</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(15</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>62</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(44</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(44</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(36</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,238</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Bank loans and bridge loans </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,929</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>189</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>220</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,249</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(559</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(524</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(321</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,183</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Corporate debt securities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,138</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>93</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>14</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>404</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(627</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(127</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(148</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,747</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> State and municipal obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>742</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>26</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(119</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(2</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(9</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>643</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Other debt obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,483</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>51</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>20</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>158</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(316</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(90</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>166</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,472</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Equities and convertible debentures </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,765</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>89</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>380</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>332</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(208</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(218</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,312</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>13,452</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$33,526</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>509</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>746</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,856</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(2,492</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(1,378</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,098</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>34,865</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="35" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom" style="line-height: 12pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="33" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Cash Instrument Liabilities at Fair Value for the Three Months Ended June 2011 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(gains)/losses<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(gains)/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of period</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>losses</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>  Purchases</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Sales</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$482</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>95</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(130</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>201</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(21</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(16</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>612</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="35" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.  </td> <td align="left" style="text-align:justify"> Includes both originations and secondary market purchases. </td> </tr> </table> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Significant transfers in or out of level 3 financial assets during the three months ended June 2011 included: </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> Equities and convertible debentures: net transfer into level 3 of $1.31 billion, principally due to transfers into level 3 of certain private equity investments due to reduced transparency of market prices, partially offset by transfers to level 2 of certain private equity investments due to improved transparency of market prices as a result of market transactions in these financial instruments. </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> Bank loans and bridge loans: net transfer out of level 3 of $321 million, principally due to transfers to level 2 of certain loans due to improved transparency of market prices as a result of market transactions in these financial instruments, partially offset by transfers to level 3 of certain loans due to reduced transparency of market prices as a result of less market activity in these financial instruments. </td> </tr> </table> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 7pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="18%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=02 type=lead --> <td width="2%" align="right"> </td><!-- colindex=02 type=body --> <td width="2%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="2%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="2%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="4%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="2%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="4%" align="right"> </td><!-- colindex=06 type=lead --> <td width="2%" align="right"> </td><!-- colindex=06 type=body --> <td width="2%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="4%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="2%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="2%"> </td><!-- colindex=08 type=gutter --> <td width="4%" align="right"> </td><!-- colindex=08 type=lead --> <td width="1%" align="right"> </td><!-- colindex=08 type=body --> <td width="2%" align="left"> </td><!-- colindex=08 type=hang1 --> <td width="2%"> </td><!-- colindex=09 type=gutter --> <td width="4%" align="right"> </td><!-- colindex=09 type=lead --> <td width="1%" align="right"> </td><!-- colindex=09 type=body --> <td width="2%" align="left"> </td><!-- colindex=09 type=hang1 --> <td width="1%"> </td><!-- colindex=10 type=gutter --> <td width="1%"> </td><!-- colindex=10 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="33" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Cash Instrument Assets at Fair Value for the Six Months Ended June 2011 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/(losses)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of year</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(losses)</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchases <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Sales</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Mortgage and other <font style="white-space: nowrap">asset-backed</font> loans and securities: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 15pt"> Loans and securities backed by commercial real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$2,819</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>79</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>142</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>659</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(803</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(304</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(197</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,395</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 15pt"> Loans and securities backed by residential real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,373</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>122</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>90</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>829</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(394</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(369</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>84</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,735</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 15pt"> Loan portfolios </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,285</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>81</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>16</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(77</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(187</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>113</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,238</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Bank loans and bridge loans </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,905</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>344</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>721</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,269</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(802</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(1,330</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(924</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,183</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Corporate debt securities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,737</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>209</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>148</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,154</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(889</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(173</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(439</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,747</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> State and municipal obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>754</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>29</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(135</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(3</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(9</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>643</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Other debt obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,274</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>87</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>48</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>441</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(306</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(153</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>81</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,472</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Equities and convertible debentures </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,060</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>61</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>679</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,055</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(700</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(437</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>734</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>13,452</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$32,207</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>912</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,913</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,452</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(4,106</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(2,956</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(557</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>34,865</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="35" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="33" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Cash Instrument Liabilities at Fair Value for the Six Months Ended June 2011 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(gains)/losses<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(gains)/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of year</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>losses</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchases</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Sales</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$446</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$(15</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$67</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$(193</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$325</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$(15</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$(3</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$612</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="35" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.  </td> <td align="left" style="text-align:justify"> Includes both originations and secondary market purchases. </td> </tr> </table> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Significant transfers in or out of level 3 financial assets during the six months ended June 2011 included: </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> Bank loans and bridge loans: net transfer out of level 3 of $924 million, principally due to transfers to level 2 of certain loans due to improved transparency of market prices as a result of market transactions in these financial instruments, partially offset by transfers to level 3 of certain loans due to reduced transparency of market prices as a result of less market activity in these financial instruments. </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> Equities and convertible debentures: net transfer into level 3 of $734 million, principally due to transfers to level 3 of certain private equity investments due to reduced transparency of market prices, partially offset by transfers to level 2 of certain private equity investments due to improved transparency of market prices as a result of market transactions in these financial instruments. </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> Corporate debt securities: net transfer out of level 3 of $439 million, principally due to transfers to level 2 of certain corporate debt securities due to increased transparency of market prices as a result of market transactions in these financial instruments. </td> </tr> </table> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="45%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="2%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="3%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="3%"> </td><!-- colindex=04 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="3%"> </td><!-- colindex=05 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="3%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="3%"> </td><!-- colindex=07 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="1%"> </td><!-- colindex=08 type=gutter --> <td width="1%"> </td><!-- colindex=08 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="25" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b><font style="white-space: nowrap">Level 3 Cash Instrument Assets at Fair Value for the Three Months Ended June 2010 </font> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/(losses)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>purchases,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>sales and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of period</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(losses)</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Mortgage and other <font style="white-space: nowrap">asset-backed</font> loans and securities: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loans and securities backed by commercial real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,070 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 88 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 60 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (327 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (23 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,868</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loans and securities backed by residential real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,131 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 57 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 61 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 37 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (162 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,124</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loan portfolios </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,291 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (16 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (72 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 51 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,258</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Bank loans and bridge loans </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 9,323 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 134 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (205 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (162 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 483 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,573</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Corporate debt securities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,703 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 36 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 49 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (202 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,592</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> State and municipal obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 870 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (5 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 34 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (73 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (1 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>825</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other debt obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,487 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (1 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 78 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (116 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (72 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,376</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities and convertible debentures </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 10,653 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 21 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 130 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 248 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (717 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,335</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>32,528</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>334</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>191</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(667</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(435</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>31,951</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="27" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom" style="line-height: 6pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="25" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b><font style="white-space: nowrap">Level 3 Cash Instrument Liabilities at Fair Value for the Three Months Ended June 2010 </font> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(gains)/losses<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>purchases,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(gains)/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>sales and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of period</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>losses</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>483</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(112</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>109</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>113</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>595</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="27" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Significant transfers in or out of level 3 financial assets during the three months ended June 2010 included: </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> Bank loans and bridge loans: net transfer into level 3 of $483 million, principally reflecting transfers from level 2 of certain loans due to reduced transparency of market prices as a result of less market activity in these loans. </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> Equities and convertible debentures: net transfer out of level 3 of $717 million, principally due to transfers to level 2 of certain private equity investments reflecting improved transparency of market prices as a result of market transactions. </td> </tr> </table> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="47%"> </td><!-- colindex=01 type=maindata --> <td width="2%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="2%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="1%"> </td><!-- colindex=08 type=gutter --> <td width="1%"> </td><!-- colindex=08 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="25" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Cash Instrument Assets at Fair Value for the Six Months Ended June 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/(losses)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>purchases,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>sales and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of year</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/(losses)</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Mortgage and other <font style="white-space: nowrap">asset-backed</font> loans and securities: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loans and securities backed by commercial real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,620 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 172 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 202 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (1,002 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (124 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,868</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loans and securities backed by residential real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,880 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 66 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 143 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 52 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (17 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,124</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loan portfolios </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,364 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 28 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (6 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (194 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 66 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,258</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Bank loans and bridge loans </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 9,560 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 260 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 83 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (404 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 74 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,573</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Corporate debt securities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,235 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 72 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 141 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 793 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (649 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,592</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> State and municipal obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,114 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (3 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 26 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (299 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (13 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>825</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other debt obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,235 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (10 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 119 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (105 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (863 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,376</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities and convertible debentures </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 11,871 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 150 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 147 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (903 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (930 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,335</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>34,879</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>735</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>855</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(2,062</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(2,456</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>31,951</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="27" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom" style="line-height: 6pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="25" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Cash Instrument Liabilities at Fair Value for the Six Months Ended June 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(gains)/losses<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>purchases,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>sales and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of year</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(gains)/losses</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>572</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(132</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>60</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>169</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(74</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>595</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="27" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Significant transfers in or out of level 3 financial assets during the six months ended June 2010 included: </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> Equities and convertible debentures: net transfer out of level 3 of $930 million, principally due to transfers into level 2 of certain private equity investments reflecting improved transparency of market prices as a result of market transactions. </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> Other debt obligations: net transfer out of level 3 of $863 million, principally due to a reduction in financial instruments as a result of the consolidation of a VIE, which holds real estate assets. Such assets are included in “Other assets” in the condensed consolidated statements of financial condition. </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> Corporate debt securities: net transfer out of level 3 of $649 million, principally due to a reduction in financial instruments as a result of the consolidation of a VIE, which holds identifiable intangible assets, as a result of the adoption of ASU <font style="white-space: nowrap">No. 2009-17.</font> Such assets are included in “Other assets” in the condensed consolidated statements of financial condition. </td> </tr> </table> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Investments in Funds That Calculate Net Asset<br /> Value Per Share</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Cash instruments at fair value include investments in funds that are valued based on the net asset value per share (NAV) of the investment fund. The firm uses NAV as its measure of fair value for fund investments when (i) the fund investment does not have a readily determinable fair value and (ii) the NAV of the investment fund is calculated in a manner consistent with the measurement principles of investment company accounting, including measurement of the underlying investments at fair value. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm’s investments in funds that calculate NAV primarily consist of investments in firm-sponsored funds where the firm co-invests with <font style="white-space: nowrap">third-party</font> investors. The private equity, private debt and real estate funds are primarily closed-end funds in which the firm’s investments are not eligible for redemption. Distributions will be received from these funds as the underlying assets are liquidated and it is estimated that substantially all of the underlying assets of existing funds will be liquidated over the next 10 years. The firm’s investments in hedge funds are generally redeemable on a quarterly basis with 91 days’ notice, subject to a maximum redemption level of 25% of the firm’s initial investments at any quarter-end. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents the fair value of the firm’s investments in, and unfunded commitments to, funds that calculate NAV. </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="55%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of June 2011</b> </td> <td>   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of December 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Fair Value of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Unfunded<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Fair Value of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Unfunded<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Investments</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Commitments</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Investments</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Commitments</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Private equity funds <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,507</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,326</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,911 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,816 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Private debt funds <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,884</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,406</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,267 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,721 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Hedge funds <sup style="font-size: 85%; vertical-align: top">3</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,213</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,169 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Real estate and other funds <sup style="font-size: 85%; vertical-align: top">4</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,292</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,809</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,246 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,884 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>16,896</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,541</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>16,593</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,421</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> These funds primarily invest in a broad range of industries worldwide in a variety of situations, including leveraged buyouts, recapitalizations and growth investments. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> These funds generally invest in loans and other fixed income instruments and are focused on providing private <font style="white-space: nowrap">high-yield</font> capital for mid- to large-sized leveraged and management buyout transactions, recapitalizations, financings, refinancings, acquisitions and restructurings for private equity firms, private family companies and corporate issuers. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> These funds are primarily multi-disciplinary hedge funds that employ a fundamental <font style="white-space: nowrap">bottom-up</font> investment approach across various asset classes and strategies including long/short equity, credit, convertibles, risk arbitrage/special situations and capital structure arbitrage. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 4.   </td> <td align="left" style="text-align:justify"> These funds invest globally, primarily in real estate companies, loan portfolios, debt recapitalizations and direct property. </td> </tr> </table> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> </div>
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<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note 7 - us-gaap:DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock--> <div style="margin-left: 0%"> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Note 7.  Derivatives and Hedging Activities</font></b> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Derivative Activities</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Derivatives are instruments that derive their value from underlying asset prices, indices, reference rates and other inputs, or a combination of these factors. Derivatives may be privately negotiated contracts, which are usually referred to as <font style="white-space: nowrap">over-the-counter</font> (OTC) derivatives, or they may be listed and traded on an exchange <font style="white-space: nowrap">(exchange-traded).</font> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="white-space: nowrap">Market-Making.  </font></b>As a market maker, the firm enters into derivative transactions with clients and other market participants to provide liquidity and to facilitate the transfer and hedging of risk. In this capacity, the firm typically acts as principal and is consequently required to commit capital to provide execution. As a market maker, it is essential to maintain an inventory of financial instruments sufficient to meet expected client and market demands. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Risk Management.  </b>The firm also enters into derivatives to actively manage risk exposures that arise from <font style="white-space: nowrap">market-making</font> and investing and lending activities in derivative and cash instruments. The firm’s holdings and exposures are hedged, in many cases, on either a portfolio or <font style="white-space: nowrap">risk-specific</font> basis, as opposed to an <font style="white-space: nowrap">instrument-by-instrument</font> basis. The offsetting impact of this economic hedging is reflected in the same business segment as the related revenues. In addition, the firm may enter into derivatives designated as hedges under U.S. GAAP. These derivatives are used to manage foreign currency exposure on the net investment in certain <font style="white-space: nowrap">non-U.S. operations</font> and to manage interest rate exposure in certain fixed-rate unsecured <font style="white-space: nowrap">long-term</font> and <font style="white-space: nowrap">short-term</font> borrowings, and certificates of deposit. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm enters into various types of derivatives, including: </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> <b>Futures and Forwards.  </b>Contracts that commit counterparties to purchase or sell financial instruments, commodities or currencies in the future. </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> <b>Swaps.  </b>Contracts that require counterparties to exchange cash flows such as currency or interest payment streams. The amounts exchanged are based on the specific terms of the contract with reference to specified rates, financial instruments, commodities, currencies or indices. </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> <b>Options.  </b>Contracts in which the option purchaser has the right but not the obligation to purchase from or sell to the option writer financial instruments, commodities or currencies within a defined time period for a specified price. </td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Derivatives are accounted for at fair value, net of cash collateral received or posted under credit support agreements. Derivatives are reported on a <font style="white-space: nowrap">net-by-counterparty</font> basis (i.e., the net payable or receivable for derivative assets and liabilities for a given counterparty) when a legal right of setoff exists under an enforceable netting agreement. Derivative assets and liabilities are included in “Financial instruments owned, at fair value” and “Financial instruments sold, but not yet purchased, at fair value,” respectively. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Substantially all gains and losses on derivatives not designated as hedges under ASC 815 are included in “Market making” and “Other principal transactions.” </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents the fair value of <font style="white-space: nowrap">exchange-traded</font> and OTC derivatives on a <font style="white-space: nowrap">net-by-counterparty</font> basis. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="63%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=02 type=lead --> <td width="3%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="4%"> </td><!-- colindex=04 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=04 type=lead --> <td width="3%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of June 2011</b> </td> <td>   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of December 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Derivative<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Derivative<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Derivative<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Derivative<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Assets</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Liabilities</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Assets</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Liabilities</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <font style="white-space: nowrap">Exchange-traded</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,878</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,877</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,601 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,794 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <font style="white-space: nowrap">Over-the-counter</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>68,646</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>44,615</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 65,692 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 51,936 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>73,524</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>47,492</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>73,293</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>54,730</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents the fair value and the number of derivative contracts by major product type on a gross basis. Gross fair values in the table below exclude the effects of both netting under enforceable netting agreements and netting of cash collateral received or posted under credit support agreements, and therefore are not representative of the firm’s exposure. </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="44%"> </td><!-- colindex=01 type=maindata --> <td width="2%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="5%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="5%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="5%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=05 type=lead --> <td width="5%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=06 type=lead --> <td width="5%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=07 type=lead --> <td width="5%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="1%"> </td><!-- colindex=08 type=gutter --> <td width="1%"> </td><!-- colindex=08 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 6pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom"> <b>  </b> </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="10" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of June 2011</b> </td> <td>   </td> <td>   </td> <td colspan="13" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of December 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Derivative<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Derivative<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Number of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Derivative<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Derivative<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Number of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions, except number of contracts</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Assets</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Liabilities</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Contracts</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Assets</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Liabilities</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Contracts</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Derivatives not accounted for as hedges</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Interest rates </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>432,136</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>388,733</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>283,299</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 463,145 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 422,514 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 272,279 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Credit </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>120,043</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>100,329</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>357,818</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 127,153 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 104,407 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 367,779 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currencies </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>84,280</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>67,173</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>288,321</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 87,959 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 70,273 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 222,706 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>35,348</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>37,468</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>74,870</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 36,689 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 41,666 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 70,890 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>67,975</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>51,807</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>421,571</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 65,815 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 51,948 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 289,059 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Subtotal </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>739,782</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>645,510</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,425,879</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 780,761 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 690,808 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,222,713 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Derivatives accounted for as hedges</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Interest rates </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>19,169</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>18</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>956</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 23,396 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 33 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 997 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currencies </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>148</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>68</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 162 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 72 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Subtotal </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>19,173</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>166</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,024</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 23,402 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 195 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,069 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Gross fair value of derivatives</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>758,955</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>645,676</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,426,903</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>804,163</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>691,003</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,223,782</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="27" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Counterparty netting <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(582,524</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(582,524</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (620,553 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (620,553 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cash collateral netting <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(102,907</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(15,660</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (110,317 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (15,720 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Fair value included in financial instruments owned</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>73,524</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>73,293</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="27" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Fair value included in financial instruments sold, but not yet purchased</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>47,492</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>54,730</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="27" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Represents the netting of receivable balances with payable balances for the same counterparty under enforceable netting agreements. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Represents the netting of cash collateral received and posted on a counterparty basis under credit support agreements. </td> </tr> </table> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Valuation Techniques for Derivatives</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> See Note 5 for an overview of the firm’s fair value measurement policies and the fair value hierarchy. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Level 1 Derivatives</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <font style="white-space: nowrap">Exchange-traded</font> derivatives fall within level 1 if they are actively traded and are valued at their quoted market price. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Level 2 Derivatives</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Level 2 derivatives include <font style="white-space: nowrap">exchange-traded</font> derivatives that are not actively traded and OTC derivatives for which all significant valuation inputs are corroborated by market evidence. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Level 2 <font style="white-space: nowrap">exchange-traded</font> derivatives are valued using models that calibrate to <font style="white-space: nowrap">market-clearing</font> levels of OTC derivatives. Inputs to the valuations of level 2 OTC derivatives can be verified to <font style="white-space: nowrap">market-clearing</font> transactions, broker or dealer quotations or other alternative pricing sources with reasonable levels of price transparency. Consideration is given to the nature of the quotations (e.g., indicative or firm) and the relationship of recent market activity to the prices provided from alternative pricing sources. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Where models are used, the selection of a particular model to value an OTC derivative depends on the contractual terms of and specific risks inherent in the instrument, as well as the availability of pricing information in the market. Valuation models require a variety of inputs, including contractual terms, market prices, yield curves, credit curves, measures of volatility, prepayment rates, loss severity rates and correlations of such inputs. For OTC derivatives that trade in liquid markets, model selection does not involve significant management judgment because outputs of models can be calibrated to <font style="white-space: nowrap">market-clearing</font> levels. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Price transparency of OTC derivatives can generally be characterized by product type. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Interest Rate.  </b>In general, the prices and other inputs used to value interest rate derivatives are transparent, even for <font style="white-space: nowrap">long-dated</font> contracts. Interest rate swaps and options denominated in the currencies of leading industrialized nations are characterized by high trading volumes and tight bid/offer spreads. Interest rate derivatives that reference indices, such as an inflation index, or the shape of the yield curve <font style="white-space: nowrap">(e.g., 10-year</font> swap rate vs. <font style="white-space: nowrap">2-year</font> swap rate), are more complex and are therefore less transparent, but the prices and other inputs are generally observable. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Credit.  </b>Price transparency for credit default swaps, including both single names and baskets of credits, varies by market and underlying reference entity or obligation. Credit default swaps that reference indices, large corporates and major sovereigns generally exhibit the most price transparency. For credit default swaps with other underliers, price transparency varies based on credit rating, the cost of borrowing the underlying reference obligations, and the availability of the underlying reference obligations for delivery upon the default of the issuer. Credit default swaps that reference loans, <font style="white-space: nowrap">asset-backed</font> securities and emerging market debt instruments tend to be less transparent than those that reference corporate bonds. In addition, more complex credit derivatives, such as those sensitive to the correlation between two or more underlying reference obligations, generally have less price transparency. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Currency.  </b>Prices for currency derivatives based on the exchange rates of leading industrialized nations, including those with longer tenors, are generally transparent. The primary difference between the transparency of developed and emerging market currency derivatives is that emerging markets tend to be observable for contracts with shorter tenors. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Commodity.  </b>Commodity derivatives include transactions referenced to energy (e.g., oil and natural gas), metals (e.g., precious and base) and soft commodities (e.g., agricultural). Price transparency varies based on the underlying commodity, delivery location, tenor and product quality (e.g., diesel fuel compared to unleaded gasoline). In general, price transparency for commodity derivatives is greater for contracts with shorter tenors and contracts that are more closely aligned with major <font style="white-space: nowrap">and/or</font> benchmark commodity indices. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Equity.  </b>Price transparency for equity derivatives varies by market and underlier. Options on indices and the common stock of corporates included in major equity indices exhibit the most price transparency. <font style="white-space: nowrap">Exchange-traded</font> and OTC equity derivatives generally have observable market prices, except for contracts with long tenors or reference prices that differ significantly from current market prices. More complex equity derivatives, such as those sensitive to the correlation between two or more individual stocks, generally have less price transparency. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Liquidity is essential to observability of all product types. If transaction volumes decline, previously transparent prices and other inputs may become unobservable. Conversely, even highly structured products may at times have trading volumes large enough to provide observability of prices and other inputs. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Level 3 Derivatives</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Level 3 OTC derivatives are valued using models which utilize observable level 1 <font style="white-space: nowrap">and/or</font> level 2 inputs, as well as unobservable level 3 inputs. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> For the majority of the firm’s interest rate and currency derivatives classified within level 3, the significant unobservable inputs are correlations of certain currencies and interest rates (e.g., the correlation of Japanese yen foreign exchange rates to U.S. dollar interest rates). </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> For credit derivatives classified within level 3, significant level 3 inputs include <font style="white-space: nowrap">long-dated</font> credit and funding spreads, as well as certain correlation inputs required to value credit and mortgage derivatives (e.g., the likelihood of default of the underlying reference obligations relative to one another). </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> For level 3 equity derivatives, significant level 3 inputs generally include equity volatility inputs for options that are very <font style="white-space: nowrap">long-dated</font> <font style="white-space: nowrap">and/or</font> have strike prices that differ significantly from current market prices. In addition, the valuation of certain structured trades requires the use of level 3 inputs for the correlation of the price performance for two or more individual stocks. </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> For level 3 commodity derivatives, significant level 3 inputs include volatilities for options with strike prices that differ significantly from current market prices and prices for certain products for which the product quality is not aligned with benchmark indices. </td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Subsequent to the initial valuation of a level 3 OTC derivative, the firm updates the level 1 and level 2 inputs to reflect observable market changes and any resulting gains and losses are recorded in level 3. Level 3 inputs are changed when corroborated by evidence such as similar market transactions, <font style="white-space: nowrap">third-party</font> pricing services <font style="white-space: nowrap">and/or</font> broker or dealer quotations or other empirical market data. In circumstances where the firm cannot verify the model value by reference to market transactions, it is possible that a different valuation model could produce a materially different estimate of fair value. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Valuation Adjustments</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Valuation adjustments are integral to determining the fair value of derivatives and are used to adjust the mid-market valuations, produced by derivative pricing models, to the appropriate exit price valuation. These adjustments incorporate bid/offer spreads, the cost of liquidity on large or illiquid positions and credit valuation adjustments (CVA) which account for the credit risk inherent in derivative portfolios. Market-based inputs are generally used when calibrating valuation adjustments to <font style="white-space: nowrap">market-clearing</font> levels. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In addition, for derivatives that include significant unobservable inputs, the firm makes model or exit price adjustments to account for the valuation uncertainty present in the transaction. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Fair Value of Derivatives by Level</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The tables below present the fair value of derivatives on a gross basis by level and major product type. Gross fair values in the tables below exclude the effects of both netting under enforceable netting agreements and netting of cash received or posted under credit support agreements both in and across levels of the fair value hierarchy, and therefore are not representative of the firm’s exposure. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 7pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="39%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=03 type=lead --> <td width="3%" align="right"> </td><!-- colindex=03 type=body --> <td width="2%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=04 type=lead --> <td width="3%" align="right"> </td><!-- colindex=04 type=body --> <td width="2%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=06 type=lead --> <td width="3%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="1%"> </td><!-- colindex=07 type=gutter --> <td width="1%"> </td><!-- colindex=07 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="21" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Derivative Assets at Fair Value as of June 2011 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Cross-Level<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 1</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 2</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Netting</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Interest rates </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>90</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>451,134</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>81</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>451,305</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Credit </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>109,832</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,211</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>120,043</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currencies </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>82,194</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,090</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>84,284</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>33,592</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,756</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>35,348</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>67</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>66,235</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,673</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>67,975</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Gross fair value of derivative assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>157</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>742,987</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>15,811</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>758,955</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Counterparty netting <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(576,298</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(4,289</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(1,937</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>) <sup style="font-size: 85%; vertical-align: top">3</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(582,524</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Subtotal </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>157</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>166,689</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,522</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(1,937</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>176,431</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cash collateral netting <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(102,907</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Fair value included in financial instruments owned</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>73,524</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="23" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 7pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="39%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=03 type=lead --> <td width="3%" align="right"> </td><!-- colindex=03 type=body --> <td width="2%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=04 type=lead --> <td width="3%" align="right"> </td><!-- colindex=04 type=body --> <td width="2%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=06 type=lead --> <td width="3%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="1%"> </td><!-- colindex=07 type=gutter --> <td width="1%"> </td><!-- colindex=07 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="21" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Derivative Liabilities at Fair Value as of June 2011 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Cross-Level<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 1</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 2</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Netting</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Interest rates </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>41</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>388,437</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>273</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>388,751</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Credit </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>96,137</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,192</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>100,329</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currencies </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>66,354</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>967</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>67,321</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>35,896</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,572</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>37,468</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>19</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>49,212</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,576</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>51,807</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Gross fair value of derivative liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>60</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>636,036</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,580</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>645,676</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Counterparty netting <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(576,298</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(4,289</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(1,937</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>) <sup style="font-size: 85%; vertical-align: top">3</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(582,524</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Subtotal </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>60</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>59,738</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,291</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(1,937</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>63,152</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cash collateral netting <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(15,660</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Fair value included in financial instruments sold, but not yet purchased</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>47,492</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="23" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Represents the netting of receivable balances with payable balances for the same counterparty under enforceable netting agreements. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Represents the netting of cash collateral received and posted on a counterparty basis under credit support agreements. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Represents the netting of receivable balances with payable balances for the same counterparty across levels of the fair value hierarchy under enforceable netting agreements. </td> </tr> </table> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 7pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="39%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="2%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="3%"> </td><!-- colindex=03 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=03 type=lead --> <td width="3%" align="right"> </td><!-- colindex=03 type=body --> <td width="2%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="3%"> </td><!-- colindex=04 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=04 type=lead --> <td width="3%" align="right"> </td><!-- colindex=04 type=body --> <td width="2%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="3%"> </td><!-- colindex=05 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="2%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="3%"> </td><!-- colindex=06 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=06 type=lead --> <td width="3%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="1%"> </td><!-- colindex=07 type=gutter --> <td width="1%"> </td><!-- colindex=07 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="21" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Derivative Assets at Fair Value as of December 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Cross-Level<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 1</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 2</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Netting</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Interest rates </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 49 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 486,037 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 455 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>486,541</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Credit </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 115,519 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 11,634 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>127,153</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currencies </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 86,158 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,807 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>87,965</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 34,511 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,178 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>36,689</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 44 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 64,267 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,504 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>65,815</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Gross fair value of derivative assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 93 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 786,492 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 17,578 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>804,163</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Counterparty netting <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (613,979 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (4,806 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (1,768 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) <sup style="font-size: 85%; vertical-align: top">3</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(620,553</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Subtotal </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 93 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 172,513 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 12,772 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (1,768 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>183,610</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cash collateral netting <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(110,317</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Fair value included in financial instruments owned</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>73,293</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="23" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="21" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Derivative Liabilities at Fair Value as of December 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Cross-Level<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 1</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 2</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Netting</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Interest rates </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 18 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 422,267 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 262 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>422,547</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Credit </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 99,813 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,594 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>104,407</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currencies </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 69,726 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 709 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>70,435</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 39,709 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,957 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>41,666</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 27 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 49,427 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,494 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>51,948</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Gross fair value of derivative liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 45 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 680,942 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 10,016 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>691,003</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Counterparty netting <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (613,979 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (4,806 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (1,768 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) <sup style="font-size: 85%; vertical-align: top">3</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(620,553</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Subtotal </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 45 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 66,963 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,210 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (1,768 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>70,450</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cash collateral netting <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(15,720</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Fair value included in financial instruments sold, but not yet purchased</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>54,730</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="23" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Represents the netting of receivable balances with payable balances for the same counterparty under enforceable netting agreements. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Represents the netting of cash collateral received and posted on a counterparty basis under credit support agreements. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Represents the netting of receivable balances with payable balances for the same counterparty across levels of the fair value hierarchy under enforceable netting agreements. </td> </tr> </table> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Level 3 Rollforward</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> If a derivative was transferred to level 3 during a reporting period, its entire gain or loss for the period is included in level 3. Transfers between levels are reported at the beginning of the reporting period in which they occur. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The tables below present changes in fair value for all derivatives categorized as level 3 as of the end of the period. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> See Note 5 for further information about unrealized gains and losses on level 3 derivatives. </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="22%"> </td><!-- colindex=01 type=maindata --> <td width="2%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="2%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="2%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="2%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="2%"> </td><!-- colindex=08 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=08 type=lead --> <td width="2%" align="right"> </td><!-- colindex=08 type=body --> <td width="1%" align="left"> </td><!-- colindex=08 type=hang1 --> <td width="2%"> </td><!-- colindex=09 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=09 type=lead --> <td width="2%" align="right"> </td><!-- colindex=09 type=body --> <td width="1%" align="left"> </td><!-- colindex=09 type=hang1 --> <td width="1%"> </td><!-- colindex=10 type=gutter --> <td width="1%"> </td><!-- colindex=10 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="33" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Derivative Assets and Liabilities at Fair Value for the Three Months Ended June 2011</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Asset/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/(losses)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Asset/<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(liability)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(liability)<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of period</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(losses)</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchases</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Sales</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Interest rates — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(97</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(18</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(10</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>14</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(90</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(192</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Credit — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,591</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>95</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>568</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>99</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(262</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(145</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(927</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,019</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currencies — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,132</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(22</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(17</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(8</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>29</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,123</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>193</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(131</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(159</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>118</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(91</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>143</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>111</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>184</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(1,016</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(84</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>74</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>181</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(214</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>45</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>111</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(903</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total derivatives — net</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,803</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(160</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>456</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>414</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(575</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>59</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(766</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,231</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="35" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="22%"> </td><!-- colindex=01 type=maindata --> <td width="2%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="2%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="2%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="2%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="2%"> </td><!-- colindex=08 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=08 type=lead --> <td width="2%" align="right"> </td><!-- colindex=08 type=body --> <td width="1%" align="left"> </td><!-- colindex=08 type=hang1 --> <td width="2%"> </td><!-- colindex=09 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=09 type=lead --> <td width="2%" align="right"> </td><!-- colindex=09 type=body --> <td width="1%" align="left"> </td><!-- colindex=09 type=hang1 --> <td width="1%"> </td><!-- colindex=10 type=gutter --> <td width="1%"> </td><!-- colindex=10 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="33" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Derivative Assets and Liabilities at Fair Value for the Six Months Ended June 2011</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Asset/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/(losses)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Asset/<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(liability)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(liability)<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of period</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(losses)</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchases</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Sales</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Interest rates — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>194</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(36</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(33</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(2</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>20</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(344</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(192</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Credit — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,040</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>136</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>388</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>140</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(334</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(465</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(886</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,019</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currencies — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,098</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(31</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(180</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>35</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(12</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(51</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>264</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,123</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>220</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(223</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(33</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>277</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(122</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>78</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(13</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>184</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(990</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>21</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(49</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>315</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(373</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>169</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(903</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total derivatives — net</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,562</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(133</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>93</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>776</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(843</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(414</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(810</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,231</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="35" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Significant transfers in or out of level 3 during the three months ended June 2011 included: </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •  </td> <td align="left" style="text-align:justify"> Credit — net:  net transfer out of level 3 of $927 million, principally due to increased transparency of market prices for certain derivatives as a result of market transactions in these financial instruments, as well as unobservable inputs no longer being significant to the valuation of certain derivatives. </td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Significant transfers in or out of level 3 during the six months ended June 2011 included: </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •  </td> <td align="left" style="text-align:justify"> Credit — net:  net transfer out of level 3 of $886 million, principally due to increased transparency of market prices for certain derivatives as a result of market transactions in these financial instruments, as well as unobservable inputs no longer being significant to the valuation of certain derivatives. </td> </tr> </table> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="22%"> </td><!-- colindex=01 type=maindata --> <td width="4%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="2%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="2%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="4%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="4%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="4%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="2%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="4%"> </td><!-- colindex=07 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=07 type=lead --> <td width="2%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="1%"> </td><!-- colindex=08 type=gutter --> <td width="1%"> </td><!-- colindex=08 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="25" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Derivative Assets and Liabilities at Fair Value for the Three Months Ended June 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Asset/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/(losses)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Asset/<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(liability)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(liability)<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>purchases,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>sales and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of period</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(losses)</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Interest rates — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 94 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (6 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 43 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (51 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (195 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(115</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Credit — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,137 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (1 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 949 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 83 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 358 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,526</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currencies — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 468 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 75 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 287 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 270 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,100</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (244 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (92 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (4 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 92 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (23 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(271</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (1,119 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (5 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 323 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (500 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (67 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(1,368</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total derivatives — net</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,336</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(104</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,386</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(89</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>343</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,872</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="27" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="22%"> </td><!-- colindex=01 type=maindata --> <td width="4%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="2%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="2%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="4%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="4%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="4%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="2%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="4%"> </td><!-- colindex=07 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=07 type=lead --> <td width="2%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="1%"> </td><!-- colindex=08 type=gutter --> <td width="1%"> </td><!-- colindex=08 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="25" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Derivative Assets and Liabilities at Fair Value for the Six Months Ended June 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Asset/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/(losses)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Asset/<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(liability)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(liability)<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>purchases,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>sales and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of period</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(losses)</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Interest rates — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (71 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (14 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 7 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 21 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (58 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(115</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Credit — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,366 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (39 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,238 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (19 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (20 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,526</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currencies — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 215 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (37 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 64 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 331 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 527 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,100</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (90 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (259 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 105 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 259 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (286 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(271</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (1,224 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (52 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 438 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (439 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (91 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(1,368</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total derivatives — net</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,196</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(401</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,852</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>153</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>72</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,872</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="27" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> There were no significant transfers in or out of level 3 during the three months ended June 2010. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Significant transfers in or out of level 3 during the six months ended June 2010 included: </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •  </td> <td align="left" style="text-align:justify"> Currencies — net:  net transfer into level 3 of $527 million, principally due to reduced transparency of the correlation inputs used to value certain currency derivatives. </td> </tr> </table> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Impact of Credit Spreads on Derivatives</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> On an ongoing basis, the firm realizes gains or losses relating to changes in credit risk on derivatives through changes in credit mitigants or the sale or unwind of the contracts. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The net gain attributable to the impact of changes in credit exposure and credit spreads on derivatives was $156 million and $145 million for the three months ended June 2011 and June 2010, respectively, and $131 million and $189 million for the six months ended June 2011 and June 2010, respectively. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Bifurcated Embedded Derivatives</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents derivatives, primarily equity and interest rate products, that have been bifurcated from their related borrowings. These derivatives are recorded at fair value and included in “Unsecured <font style="white-space: nowrap">short-term</font> borrowings” and “Unsecured <font style="white-space: nowrap">long-term</font> borrowings.” See Note 8 for further information. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="70%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=02 type=lead --> <td width="2%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions, except number<br /> </i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>of contracts</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Fair value of assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>398</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 383 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Fair value of liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>322</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 267 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Net</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>76</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>116</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="11" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Number of contracts </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>341</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 338 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">OTC Derivatives</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The tables below present the fair values of OTC derivative assets and liabilities by tenor and by product type. Tenor is based on expected duration for <font style="white-space: nowrap">mortgage-related</font> credit derivatives and generally on remaining contractual maturity for other derivatives. </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="46%"> </td><!-- colindex=01 type=maindata --> <td width="7%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="7%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="7%"> </td><!-- colindex=04 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="7%"> </td><!-- colindex=05 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="17" align="center" valign="bottom"> <b>OTC Derivatives as of June 2011</b> </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <b>Assets<br /> </b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>0-12<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>1-5<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>5 Years or<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <b>Product Type</b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Months</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Years</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Greater</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Interest rates </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,590</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>28,596</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>62,772</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>98,958</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Credit </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,289</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>14,784</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>12,068</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>29,141</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currencies </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,400</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>12,381</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>14,266</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>36,047</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,708</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,439</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>500</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,647</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,312</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>13,023</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,899</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>25,234</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Netting across product types <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(2,496</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(6,120</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(4,715</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(13,331</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Subtotal </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>27,803</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>68,103</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>91,790</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>187,696</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cross maturity netting <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(16,143</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cash collateral netting <sup style="font-size: 85%; vertical-align: top">3</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(102,907</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>68,646</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="46%"> </td><!-- colindex=01 type=maindata --> <td width="7%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="7%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="7%"> </td><!-- colindex=04 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="7%"> </td><!-- colindex=05 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <b>Liabilities<br /> </b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>0-12<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>1-5<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>5 Years or<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <b>Product Type</b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Months</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Years</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Greater</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Interest rates </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,790</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>14,317</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>18,302</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>36,409</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Credit </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,220</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,056</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,152</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,428</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currencies </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,696</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,121</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,290</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>19,107</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,087</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,565</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,847</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>13,499</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,350</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,644</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,312</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,306</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Netting across product types <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(2,496</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(6,120</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(4,715</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(13,331</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Subtotal </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>19,647</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>29,583</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>27,188</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>76,418</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cross maturity netting <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(16,143</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cash collateral netting <sup style="font-size: 85%; vertical-align: top">3</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(15,660</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>44,615</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Represents the netting of receivable balances with payable balances for the same counterparty across product types within a tenor category under enforceable netting agreements. Receivable and payable balances with the same counterparty in the same product type and tenor category are netted within such product type and tenor category. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Represents the netting of receivable balances with payable balances for the same counterparty across tenor categories under enforceable netting agreements. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Represents the netting of cash collateral received and posted on a counterparty basis under credit support agreements. </td> </tr> </table> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="48%"> </td><!-- colindex=01 type=maindata --> <td width="7%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="7%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="7%"> </td><!-- colindex=04 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="7%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="17" align="center" valign="bottom"> <b>OTC Derivatives as of December 2010</b> </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <b>Assets<br /> </b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>0-12<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>1-5<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>5 Years or<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <b>Product Type</b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Months</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Years</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Greater</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Interest rates </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,137 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 34,384 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 60,750 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>102,271</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Credit </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,777 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 16,145 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 13,525 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>32,447</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currencies </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 9,968 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 10,696 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 14,868 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>35,532</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,664 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,996 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 248 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,908</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,795 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 10,942 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,037 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>22,774</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Netting across product types <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (2,937 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (5,513 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (5,077 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(13,527</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Subtotal </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 27,404 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 72,650 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 91,351 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>191,405</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cross maturity netting <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(15,396</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cash collateral netting <sup style="font-size: 85%; vertical-align: top">3</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(110,317</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>65,692</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="48%"> </td><!-- colindex=01 type=maindata --> <td width="7%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="7%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="7%"> </td><!-- colindex=04 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="7%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <b>Liabilities<br /> </b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>0-12<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>1-5<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>5 Years or<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <b>Product Type</b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Months</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Years</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Greater</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Interest rates </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,470 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 14,072 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 19,760 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>38,302</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Credit </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,024 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,862 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,816 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,702</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currencies </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 8,036 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,219 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,986 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>18,241</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,279 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,838 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,528 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>17,645</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,962 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,977 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,750 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>12,689</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Netting across product types <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (2,937 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (5,513 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (5,077 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(13,527</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Subtotal </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 21,834 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 31,455 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 29,763 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>83,052</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cross maturity netting <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(15,396</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cash collateral netting <sup style="font-size: 85%; vertical-align: top">3</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(15,720</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>51,936</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Represents the netting of receivable balances with payable balances for the same counterparty across product types within a tenor category under enforceable netting agreements. Receivable and payable balances with the same counterparty in the same product type and tenor category are netted within such product type and tenor category. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Represents the netting of receivable balances with payable balances for the same counterparty across tenor categories under enforceable netting agreements. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Represents the netting of cash collateral received and posted on a counterparty basis under credit support agreements. </td> </tr> </table> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Derivatives with <font style="white-space: nowrap">Credit-Related</font> Contingent<br /> Features</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Certain of the firm’s derivatives have been transacted under bilateral agreements with counterparties who may require the firm to post collateral or terminate the transactions based on changes in the firm’s credit ratings. The table below presents the aggregate fair value of net derivative liabilities under such agreements (excluding application of collateral posted to reduce these liabilities), the related aggregate fair value of the assets posted as collateral, and the additional collateral or termination payments that could have been called at the reporting date by counterparties in the event of a <font style="white-space: nowrap">one-notch</font> and <font style="white-space: nowrap">two-notch</font> downgrade in the firm’s credit ratings. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="64%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="9%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Net derivative liabilities under bilateral agreements </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>22,240</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 23,843 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Collateral posted </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>16,743</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 16,640 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Additional collateral or termination payments for a <font style="white-space: nowrap">one-notch</font> downgrade </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>662</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,353 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Additional collateral or termination payments for a <font style="white-space: nowrap">two-notch</font> downgrade </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,842</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,781 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="11" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Credit Derivatives</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm enters into a broad array of credit derivatives in locations around the world to facilitate client transactions and to manage the credit risk associated with <font style="white-space: nowrap">market-making</font> and investing and lending activities. Credit derivatives are actively managed based on the firm’s net risk position. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Credit derivatives are individually negotiated contracts and can have various settlement and payment conventions. Credit events include failure to pay, bankruptcy, acceleration of indebtedness, restructuring, repudiation and dissolution of the reference entity. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Credit Default Swaps.  </b>Single-name credit default swaps protect the buyer against the loss of principal on one or more bonds, loans or mortgages (reference obligations) in the event the issuer (reference entity) of the reference obligations suffers a credit event. The buyer of protection pays an initial or periodic premium to the seller and receives protection for the period of the contract. If there is no credit event, as defined in the contract, the seller of protection makes no payments to the buyer of protection. However, if a credit event occurs, the seller of protection is required to make a payment, which is calculated in accordance with the terms of the contract, to the buyer of protection. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Credit Indices, Baskets and Tranches.  </b>Credit derivatives may reference a basket of single-name credit default swaps or a <font style="white-space: nowrap">broad-based</font> index. If a credit event occurs in one of the underlying reference obligations, the protection seller pays the protection buyer. The payment is typically a <font style="white-space: nowrap">pro-rata</font> portion of the transaction’s total notional amount based on the underlying defaulted reference obligation. In certain transactions, the credit risk of a basket or index is separated into various portions (tranches) each having different levels of subordination. The most junior tranches cover initial defaults and once losses exceed the notional amount of these junior tranches, any excess loss is covered by the next most senior tranche in the capital structure. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Total Return Swaps.  </b>A total return swap transfers the risks relating to economic performance of a reference obligation from the protection buyer to the protection seller. Typically, the protection buyer receives from the protection seller a floating rate of interest and protection against any reduction in fair value of the reference obligation, and in return the protection seller receives the cash flows associated with the reference obligation, plus any increase in the fair value of the reference obligation. </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Credit Options.  </b>In a credit option, the option writer assumes the obligation to purchase or sell a reference obligation at a specified price or credit spread. The option purchaser buys the right but not the obligation to sell the reference obligation to, or purchase it from, the option writer. The payments on credit options depend either on a particular credit spread or the price of the reference obligation. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm economically hedges its exposure to written credit derivatives primarily by entering into offsetting purchased credit derivatives with identical underlyings. Substantially all of the firm’s purchased credit derivative transactions are with financial institutions and are subject to stringent collateral thresholds. In addition, upon the occurrence of a specified trigger event, the firm may take possession of the reference obligations underlying a particular written credit derivative, and consequently may, upon liquidation of the reference obligations, recover amounts on the underlying reference obligations in the event of default. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> As of June 2011, written and purchased credit derivatives had total gross notional amounts of $2.08 trillion and $2.22 trillion, respectively, for total net notional purchased protection of $140.51 billion. As of December 2010, written and purchased credit derivatives had total gross notional amounts of $2.05 trillion and $2.19 trillion, respectively, for total net notional purchased protection of $140.63 billion. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents certain information about credit derivatives. In the table below: </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> fair values exclude the effects of both netting under enforceable netting agreements and netting of cash received or posted under credit support agreements, and therefore are not representative of the firm’s exposure; </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> tenor is based on expected duration for <font style="white-space: nowrap">mortgage-related</font> credit derivatives and on remaining contractual maturity for other credit derivatives; and </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> the credit spread on the underlying, together with the tenor of the contract, are indicators of payment/performance risk. The firm is less likely to pay or otherwise be required to perform where the credit spread and the tenor are lower. </td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 7pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="18%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="3%" align="right"> </td><!-- colindex=02 type=body --> <td width="2%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="3%" align="right"> </td><!-- colindex=03 type=body --> <td width="2%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="3%" align="right"> </td><!-- colindex=04 type=body --> <td width="2%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=05 type=lead --> <td width="3%" align="right"> </td><!-- colindex=05 type=body --> <td width="2%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="5%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="1%"> </td><!-- colindex=07 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=07 type=lead --> <td width="3%" align="right"> </td><!-- colindex=07 type=body --> <td width="2%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="2%"> </td><!-- colindex=08 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=08 type=lead --> <td width="5%" align="right"> </td><!-- colindex=08 type=body --> <td width="2%" align="left"> </td><!-- colindex=08 type=hang1 --> <td width="2%"> </td><!-- colindex=09 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=09 type=lead --> <td width="5%" align="right"> </td><!-- colindex=09 type=body --> <td width="2%" align="left"> </td><!-- colindex=09 type=hang1 --> <td width="2%"> </td><!-- colindex=10 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=10 type=lead --> <td width="5%" align="right"> </td><!-- colindex=10 type=body --> <td width="1%" align="left"> </td><!-- colindex=10 type=hang1 --> <td width="1%"> </td><!-- colindex=11 type=gutter --> <td width="1%"> </td><!-- colindex=11 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="39" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 7pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="14" nowrap="nowrap" align="center" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Maximum Payout/Notional<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="13" nowrap="nowrap" align="center" valign="bottom">   </td> </tr> <tr style="font-size: 7pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="14" nowrap="nowrap" align="center" valign="bottom"> <b>Maximum Payout/Notional Amount<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Amount of Purchased<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="13" nowrap="nowrap" align="center" valign="bottom"> <b>Fair Value of<br /> </b> </td> </tr> <tr style="font-size: 7pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="14" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>of Written Credit Derivatives by Tenor</b> </td> <td>   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Credit Derivatives</b> </td> <td>   </td> <td>   </td> <td colspan="13" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Written Credit Derivatives</b> </td> </tr> <tr style="font-size: 7pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Offsetting<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Other<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 7pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>5 Years<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchased<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchased<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 7pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>0 – 12<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>1 – 5<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>or<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Credit<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Credit<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Asset/<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 7pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>$ in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Months</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Years</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Greater</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Derivatives <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Derivatives <sup style="font-size: 85%; vertical-align: top">2</sup></b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Asset</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Liability</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(Liability)</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="39" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td colspan="39" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b><u>As of June 2011</u></b> </div> </td> </tr> <tr valign="bottom"> <td colspan="39" valign="bottom"> <b>Credit spread on<br /> underlying<br /> (basis points)</b> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 0-250 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>280,294</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,114,921</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>261,840</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,657,055</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,544,169</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>250,334</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>29,771</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>12,915</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>16,856</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <font style="white-space: nowrap">251-500</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>14,348</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>148,516</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>50,168</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>213,032</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>177,754</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>34,221</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,097</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,248</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>849</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <font style="white-space: nowrap">501-1,000</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,066</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>85,855</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>26,656</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>123,577</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>103,322</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>18,577</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,868</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,122</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(7,254</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Greater than 1,000 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,559</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>62,851</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>15,069</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>88,479</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>75,379</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>18,895</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>369</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>35,267</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(34,898</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="39" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="39" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>316,267</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,412,143</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>353,733</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,082,143</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,900,624</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>322,027</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>40,105</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>64,552</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(24,447</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="39" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Offsetting purchased credit derivatives represent the notional amount of purchased credit derivatives to the extent they economically hedge written credit derivatives with identical underlyings. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> This purchased protection represents the notional amount of purchased credit derivatives in excess of the notional amount included in “Offsetting Purchased Credit Derivatives.” </td> </tr> </table> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 7pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="18%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="3%" align="right"> </td><!-- colindex=02 type=body --> <td width="2%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="3%" align="right"> </td><!-- colindex=03 type=body --> <td width="2%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="3%" align="right"> </td><!-- colindex=04 type=body --> <td width="2%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=05 type=lead --> <td width="3%" align="right"> </td><!-- colindex=05 type=body --> <td width="2%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="5%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="1%"> </td><!-- colindex=07 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=07 type=lead --> <td width="3%" align="right"> </td><!-- colindex=07 type=body --> <td width="2%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="2%"> </td><!-- colindex=08 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=08 type=lead --> <td width="5%" align="right"> </td><!-- colindex=08 type=body --> <td width="2%" align="left"> </td><!-- colindex=08 type=hang1 --> <td width="2%"> </td><!-- colindex=09 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=09 type=lead --> <td width="5%" align="right"> </td><!-- colindex=09 type=body --> <td width="2%" align="left"> </td><!-- colindex=09 type=hang1 --> <td width="2%"> </td><!-- colindex=10 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=10 type=lead --> <td width="5%" align="right"> </td><!-- colindex=10 type=body --> <td width="1%" align="left"> </td><!-- colindex=10 type=hang1 --> <td width="1%"> </td><!-- colindex=11 type=gutter --> <td width="1%"> </td><!-- colindex=11 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="39" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 7pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="14" nowrap="nowrap" align="center" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Maximum Payout/Notional<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="13" nowrap="nowrap" align="center" valign="bottom">   </td> </tr> <tr style="font-size: 7pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="14" nowrap="nowrap" align="center" valign="bottom"> <b>Maximum Payout/Notional Amount<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Amount of Purchased<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="13" nowrap="nowrap" align="center" valign="bottom"> <b>Fair Value of<br /> </b> </td> </tr> <tr style="font-size: 7pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="14" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>of Written Credit Derivatives by Tenor</b> </td> <td>   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Credit Derivatives</b> </td> <td>   </td> <td>   </td> <td colspan="13" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Written Credit Derivatives</b> </td> </tr> <tr style="font-size: 7pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Offsetting<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Other<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 7pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>5 Years<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchased<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchased<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 7pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>0 – 12<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>1 – 5<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>or<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Credit<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Credit<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Asset/<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 7pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>$ in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Months</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Years</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Greater</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Derivatives <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Derivatives <sup style="font-size: 85%; vertical-align: top">2</sup></b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Asset</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Liability</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(Liability)</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="39" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td colspan="39" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b><u>As of December 2010</u></b> </div> </td> </tr> <tr valign="bottom"> <td colspan="39" valign="bottom"> <b>Credit spread on<br /> underlying<br /> (basis points)</b> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 0-250 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 235,798 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,094,308 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 288,851 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,618,957 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,511,113 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 232,506 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 32,071 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 14,780 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 17,291 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <font style="white-space: nowrap">251-500</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 14,412 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 144,448 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 52,072 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 210,932 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 183,613 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 36,713 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,368 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,739 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (371 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <font style="white-space: nowrap">501-1,000</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,384 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 89,212 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 33,553 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 129,149 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 110,019 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 18,686 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,571 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 11,256 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (8,685 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Greater than 1,000 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 11,721 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 63,982 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 12,022 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 87,725 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 70,945 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 23,795 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 483 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 33,670 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (33,187 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="39" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="39" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>268,315</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,391,950</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>386,498</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,046,763</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,875,690</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>311,700</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>42,493</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>67,445</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(24,952</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="39" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Offsetting purchased credit derivatives represent the notional amount of purchased credit derivatives to the extent they economically hedge written credit derivatives with identical underlyings. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> This purchased protection represents the notional amount of purchased credit derivatives in excess of the notional amount included in “Offsetting Purchased Credit Derivatives.” </td> </tr> </table> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Hedge Accounting</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm applies hedge accounting for (i) certain interest rate swaps used to manage the interest rate exposure of certain fixed-rate unsecured <font style="white-space: nowrap">long-term</font> and <font style="white-space: nowrap">short-term</font> borrowings and certain fixed-rate certificates of deposit and (ii) certain foreign currency forward contracts and foreign <font style="white-space: nowrap">currency-denominated</font> debt used to manage foreign currency exposures on the firm’s net investment in certain <font style="white-space: nowrap">non-U.S. operations.</font> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> To qualify for hedge accounting, the derivative hedge must be highly effective at reducing the risk from the exposure being hedged. Additionally, the firm must formally document the hedging relationship at inception and test the hedging relationship at least on a quarterly basis to ensure the derivative hedge continues to be highly effective over the life of the hedging relationship. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Interest Rate Hedges</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm designates certain interest rate swaps as fair value hedges. These interest rate swaps hedge changes in fair value attributable to the relevant benchmark interest rate (e.g., London Interbank Offered Rate (LIBOR)), effectively converting a substantial portion of fixed-rate obligations into floating-rate obligations. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm applies the <font style="white-space: nowrap">“long-haul</font> method” in assessing the effectiveness of its fair value hedging relationships in achieving offsetting changes in the fair values of the hedging instrument and the risk being hedged (i.e., interest rate risk). </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> During the three months ended March 2010, the firm changed its method of prospectively and retrospectively assessing the effectiveness of all of its fair value hedging relationships from a <font style="white-space: nowrap">dollar-offset</font> method, which is a <font style="white-space: nowrap">non-statistical</font> method, to regression analysis, which is a statistical method. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> An interest rate swap is considered highly effective in offsetting changes in fair value attributable to changes in the hedged risk when the regression analysis results in a coefficient of determination of 80% or greater and a slope between 80% and 125%. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The <font style="white-space: nowrap">dollar-offset</font> method compared the change in the fair value of the hedging instrument to the change in the fair value of the hedged item, excluding the effect of the passage of time. The prospective <font style="white-space: nowrap">dollar-offset</font> assessment used scenario analyses to test hedge effectiveness through simulations of numerous parallel and slope shifts of the relevant yield curve. Parallel shifts changed the interest rate of all maturities by identical amounts. Slope shifts changed the curvature of the yield curve. For both the prospective assessment, in response to each of the simulated yield curve shifts, and the retrospective assessment, a hedging relationship was considered effective if the fair value of the hedging instrument and the hedged item changed inversely within a range of 80% to 125%. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> For qualifying fair value hedges, gains or losses on derivatives are included in “Interest expense.” The change in fair value of the hedged item attributable to the risk being hedged is reported as an adjustment to its carrying value and is subsequently amortized into interest expense over its remaining life. Gains or losses resulting from hedge ineffectiveness are included in “Interest expense.” See Note 23 for further information about interest income and interest expense. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> For the three months ended June 2011 and June 2010, the gain recognized on interest rate derivatives accounted for as hedges was $836 million and $4.95 billion, respectively, and the related loss recognized on the hedged borrowings and bank deposits was $1.25 billion and $5.37 billion, respectively. For the six months ended June 2011 and June 2010, the gain/(loss) recognized on interest rate derivatives accounted for as hedges was $(1.82) billion and $5.64 billion, respectively, and the related gain/(loss) recognized on the hedged borrowings and bank deposits was $913 million and $(6.47) billion, respectively. The hedge ineffectiveness recognized on these derivatives for the three months ended June 2011 and June 2010 was a loss of $414 million and a loss of $418 million, respectively. The hedge ineffectiveness recognized on these derivatives for the six months ended June 2011 and June 2010 was a loss of $909 million and a loss of $831 million, respectively. These losses consisted primarily of the amortization of prepaid credit spreads. The gain/(loss) excluded from the assessment of hedge effectiveness was not material for the three and six months ended June 2011 and June 2010. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Net Investment Hedges</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm seeks to reduce the impact of fluctuations in foreign exchange rates on its net investment in certain <font style="white-space: nowrap">non-U.S. operations</font> through the use of foreign currency forward contracts and foreign <font style="white-space: nowrap">currency-denominated</font> debt. For foreign currency forward contracts designated as hedges, the effectiveness of the hedge is assessed based on the overall changes in the fair value of the forward contracts (i.e., based on changes in forward rates). For foreign <font style="white-space: nowrap">currency-denominated</font> debt designated as a hedge, the effectiveness of the hedge is assessed based on changes in spot rates. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> For qualifying net investment hedges, the gains or losses on the hedging instruments, to the extent effective, are included in the condensed consolidated statements of comprehensive income. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents the gains/(losses) from net investment hedging. The gains/(losses) below are included in “Currency translation adjustment, net of tax.” </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="35%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="5%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="4%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="11%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="4%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="12%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="4%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="2%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Three Months<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom"> <b>Six Months<br /> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currency hedges </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(178</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 196 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(403</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 317 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Foreign <font style="white-space: nowrap">currency-</font> denominated debt </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(94</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (190 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(12</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (178 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The gain/(loss) related to ineffectiveness and the gain/(loss) reclassified to earnings from accumulated other comprehensive income was not material for the three and six months ended June 2011 and June 2010. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> As of June 2011 and December 2010, the firm had designated $2.98 billion and $3.88 billion, respectively, of foreign <font style="white-space: nowrap">currency-denominated</font> debt, included in “Unsecured <font style="white-space: nowrap">long-term</font> borrowings” and “Unsecured <font style="white-space: nowrap">short-term</font> borrowings,” as hedges of net investments in <font style="white-space: nowrap">non-U.S. subsidiaries.</font> </div> </div>
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<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note 8 - us-gaap:FairValueOptionTextBlock--> <div style="margin-left: 0%"> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Note 8.  Fair Value Option</font></b> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Other Financial Assets and Financial Liabilities at Fair Value</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In addition to all cash and derivative instruments included in “Financial instruments owned, at fair value” and “Financial instruments sold, but not yet purchased, at fair value,” the firm has elected to account for certain of its other financial assets and financial liabilities at fair value under the fair value option. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The primary reasons for electing the fair value option are to: </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> reflect economic events in earnings on a timely basis; </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> mitigate volatility in earnings from using different measurement attributes (e.g., transfers of financial instruments owned accounted for as financings are recorded at fair value whereas the related secured financing would be recorded on an accrual basis absent electing the fair value option); and </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> address simplification and <font style="white-space: nowrap">cost-benefit</font> considerations (e.g., accounting for hybrid financial instruments at fair value in their entirety versus bifurcation of embedded derivatives and hedge accounting for debt hosts). </td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Hybrid financial instruments are instruments that contain bifurcatable embedded derivatives and do not require settlement by physical delivery of <font style="white-space: nowrap">non-financial</font> assets (e.g., physical commodities). If the firm elects to bifurcate the embedded derivative from the associated debt, the derivative is accounted for at fair value and the host contract is accounted for at amortized cost, adjusted for the effective portion of any fair value hedges. If the firm does not elect to bifurcate, the entire hybrid financial instrument is accounted for at fair value under the fair value option. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Other financial assets and financial liabilities accounted for at fair value under the fair value option include: </div> <div style="margin-top: 4pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> resale and repurchase agreements; </td> </tr> <tr style="line-height: 4pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> securities borrowed and loaned within Fixed Income, Currency and Commodities Client Execution; </td> </tr> <tr style="line-height: 4pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> certain other secured financings, primarily transfers of assets accounted for as financings rather than sales, and certain other nonrecourse financings, including debt raised through the firm’s William Street credit extension program outstanding as of December 2010; </td> </tr> <tr style="line-height: 4pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> certain unsecured <font style="white-space: nowrap">short-term</font> borrowings, consisting of all promissory notes and commercial paper and certain hybrid financial instruments; </td> </tr> <tr style="line-height: 4pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> certain unsecured <font style="white-space: nowrap">long-term</font> borrowings, including prepaid commodity transactions and certain hybrid financial instruments; </td> </tr> <tr style="line-height: 4pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> certain receivables from customers and counterparties, including certain margin loans, transfers of assets accounted for as secured loans rather than purchases and prepaid variable share forwards; </td> </tr> <tr style="line-height: 4pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> certain insurance and reinsurance contract assets and liabilities and certain guarantees; </td> </tr> <tr style="line-height: 4pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> certain deposits issued by the firm’s bank subsidiaries, as well as securities held by Goldman Sachs Bank USA (GS Bank USA); </td> </tr> <tr style="line-height: 4pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> certain subordinated liabilities issued by consolidated VIEs; and </td> </tr> <tr style="line-height: 4pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> in general, investments acquired after November 24, 2006, when the fair value option became available, where the firm has significant influence over the investee and would otherwise apply the equity method of accounting. </td> </tr> </table> <div style="margin-top: 4pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> These financial assets and financial liabilities at fair value are generally valued based on discounted cash flow techniques, which incorporate inputs with reasonable levels of price transparency, and are generally classified as level 2 because the inputs are observable. Valuation adjustments may be made for counterparty and the firm’s credit quality. </div> <div style="margin-top: 4pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Significant inputs for each category of other financial assets and financial liabilities at fair value are as follows: </div> <div style="margin-top: 4pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Resale and Repurchase Agreements and Securities Borrowed and Loaned.  </b>The significant inputs to the valuation of resale and repurchase agreements and securities borrowed and loaned are the amount and timing of expected future cash flows, interest rates and collateral funding spreads. See Note 9 for further information. </div> <div style="margin-top: 4pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Other Secured Financings.  </b>The significant inputs to the valuation of other secured financings at fair value are the amount and timing of expected future cash flows, interest rates, the fair value of the collateral delivered by the firm (which is determined using the amount and timing of expected future cash flows, market yields and recovery assumptions), the frequency of additional collateral calls and the credit spreads of the firm. See Note 9 for further information. </div> <div style="margin-top: 4pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Unsecured <font style="white-space: nowrap">Short-term</font> and <font style="white-space: nowrap">Long-term</font> Borrowings.  </b>The significant inputs to the valuation of unsecured <font style="white-space: nowrap">short-term</font> and <font style="white-space: nowrap">long-term</font> borrowings at fair value are the amount and timing of expected future cash flows, interest rates, the credit spreads of the firm, as well as commodity prices in the case of prepaid commodity transactions and, for certain hybrid financial instruments, equity prices, inflation rates and index levels. See Notes 15 and 16 for further information. </div> <div style="margin-top: 4pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Receivables from Customers and Counterparties.  </b>The significant inputs to the valuation of certain receivables from customers and counterparties are commodity prices, interest rates and the amount and timing of expected future cash flows. </div> <div style="margin-top: 4pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Insurance and Reinsurance Contracts.  </b>Insurance and reinsurance contracts at fair value are included in “Receivables from customers and counterparties” and “Other liabilities and accrued expenses.” The insurance and reinsurance contracts for which the firm has elected the fair value option are contracts that can be settled only in cash and that qualify for the fair value option because they are recognized financial instruments. These contracts are valued using market transactions and other market evidence where possible, including <font style="white-space: nowrap">market-based</font> inputs to models, calibration to <font style="white-space: nowrap">market-clearing</font> transactions or other alternative pricing sources with reasonable levels of price transparency. Significant level 2 inputs typically include interest rates and inflation risk. Significant level 3 inputs typically include mortality or funding benefit assumptions. When unobservable inputs to a valuation model are significant to the fair value measurement of an instrument, the instrument is classified in level 3. </div> <div style="margin-top: 4pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Deposits.  </b>The significant inputs to the valuation of deposits are interest rates. </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Gains and Losses on Other Financial Assets and<br /> Financial Liabilities at Fair Value</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The “Fair Value Option” columns in the table below present the gains and losses recognized as a result of the firm electing to apply the fair value option to certain financial assets and financial liabilities. These gains and losses are included in “Market making” and “Other principal transactions.” </div> <div style="margin-top: 4pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The amounts in the table exclude contractual interest, which is included in “Interest income” and “Interest expense,” for all instruments other than hybrid financial instruments. See Note 23 for further information about interest income and interest expense. The table also excludes gains and losses related to financial instruments owned, at fair value and financial instruments sold, but not yet purchased, at fair value. </div> <div style="margin-top: 4pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Included in the “Other” columns in the table below are: </div> <div style="margin-top: 4pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> Gains and losses on the embedded derivative component of hybrid financial instruments included in unsecured <font style="white-space: nowrap">short-term</font> borrowings and unsecured <font style="white-space: nowrap">long-term</font> borrowings. These gains and losses would have been recognized under other U.S. GAAP even if the firm had not elected to account for the entire hybrid instrument at fair value. </td> </tr> <tr style="line-height: 4pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> Gains and losses on secured financings related to transfers of assets accounted for as financings rather than sales. These gains and losses are offset by gains and losses on the related instruments included in “Financial instruments owned, at fair value” and “Receivables from customers and counterparties.” </td> </tr> <tr style="line-height: 4pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> Gains and losses on receivables from customers and counterparties related to transfers of assets accounted for as receivables rather than purchases. These gains and losses are offset by gains and losses on the related financial instruments included in “Other secured financings.” </td> </tr> <tr style="line-height: 4pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> Gains and losses on subordinated liabilities issued by consolidated VIEs, which are included in “Other liabilities and accrued expenses.” These gains and losses are offset by gains and losses on the financial assets held by the consolidated VIEs. </td> </tr> </table> <div style="margin-top: 4pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="53%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="2%"> </td><!-- colindex=08 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=08 type=lead --> <td width="1%" align="right"> </td><!-- colindex=08 type=body --> <td width="1%" align="left"> </td><!-- colindex=08 type=hang1 --> <td width="2%"> </td><!-- colindex=09 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=09 type=lead --> <td width="1%" align="right"> </td><!-- colindex=09 type=body --> <td width="1%" align="left"> </td><!-- colindex=09 type=hang1 --> <td width="1%"> </td><!-- colindex=10 type=gutter --> <td width="1%"> </td><!-- colindex=10 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="33" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Gains/(Losses) on Financial Assets and Financial Liabilities at Fair Value</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="14" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Three Months Ended June</b> </td> <td>   </td> <td>   </td> <td colspan="17" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Six Months Ended June</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="6" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="6" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>2010</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Fair<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Fair<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Fair<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Fair<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Value<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Value<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Value<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Value<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Option</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Other</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Option</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Other</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Option</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Other</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Option</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Other</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Receivables from customers and counterparties <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(6</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>200</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (55 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(5</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>519</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (93 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other secured financings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>29</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(510</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 58 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>33</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(925</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 54 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (5 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">short-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>24</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>327</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 61 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 964 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>31</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>103</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 74 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 759 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">long-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>68</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>432</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 286 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (2,166 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>71</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(839</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 370 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (1,591 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other liabilities and accrued expenses <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(64</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(20</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (142 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 44 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(253</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>67</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (73 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 151 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other <sup style="font-size: 85%; vertical-align: top">3</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 20 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>45</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 17 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>61</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>429</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>228</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(1,158</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(78</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(1,075</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>349</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(686</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="35" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Primarily consists of gains/(losses) on certain transfers accounted for as receivables rather than purchases and certain reinsurance contracts. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Primarily consists of gains/(losses) on certain insurance and reinsurance contracts. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Primarily consists of gains/(losses) on resale and repurchase agreements, securities borrowed and loaned and deposits. </td> </tr> </table> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Excluding the gains and losses on the instruments accounted for under the fair value option described above, “Market making” and “Other principal transactions” primarily represents gains and losses on “Financial instruments owned, at fair value” and “Financial instruments sold, but not yet purchased, at fair value.” </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Loans and Lending Commitments</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents the difference between the aggregate fair value and the aggregate contractual principal amount for loans and <font style="white-space: nowrap">long-term</font> receivables for which the fair value option was elected. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="64%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="9%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Aggregate contractual principal amount of performing loans and <font style="white-space: nowrap">long-term</font> receivables in excess of the related fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,923</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,090 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Aggregate contractual principal amount of loans on nonaccrual status <font style="white-space: nowrap">and/or</font> more than 90 days past due in excess of the related fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>24,433</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 26,653 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total<sup style="font-size: 85%; vertical-align: top"> 1</sup></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>27,356</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>29,743</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="11" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Aggregate fair value of loans on nonaccrual status <font style="white-space: nowrap">and/or</font> more than 90 days past due </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,392</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,994 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="11" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.  </td> <td align="left" style="text-align:justify"> The aggregate contractual principal exceeds the related fair value primarily because the firm regularly purchases loans, such as distressed loans, at values significantly below contractual principal amounts. </td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> As of June 2011 and December 2010, the fair value of unfunded lending commitments for which the fair value option was elected was a liability of $1.70 billion and $1.26 billion, respectively, and the related total contractual amount of these lending commitments was $63.27 billion and $51.20 billion, respectively. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica"><font style="white-space: nowrap">Long-term</font> Debt Instruments</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The aggregate contractual principal amount of <font style="white-space: nowrap">long-term</font> debt instruments (principal and <font style="white-space: nowrap">non-principal</font> protected) for which the fair value option was elected exceeded the related fair value by $832 million and $701 million as of June 2011 and December 2010, respectively. Of these amounts, $538 million and $349 million as of June 2011 and December 2010, respectively, related to unsecured <font style="white-space: nowrap">long-term</font> borrowings and the remainder related to <font style="white-space: nowrap">long-term</font> other secured financings. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Impact of Credit Spreads on Loans and Lending Commitments</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The net gains/(losses) attributable to changes in instrument-specific credit spreads on loans and lending commitments for which the fair value option was elected were $53 million and $(118) million for the three months ended June 2011 and June 2010, respectively, and $809 million and $952 million for the six months ended June 2011 and June 2010, respectively. Changes in the fair value of floating-rate loans and lending commitments are attributable to changes in instrument-specific credit spreads. For fixed-rate loans and lending commitments the firm allocates changes in fair value between interest rate-related changes and credit spread-related changes based on changes in interest rates. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Impact of Credit Spreads on Borrowings</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents the net gains attributable to the impact of changes in the firm’s own credit spreads on borrowings for which the fair value option was elected. The firm calculates the fair value of borrowings by discounting future cash flows at a rate which incorporates the firm’s credit spreads. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="42%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="5%"> </td><!-- colindex=03 type=gutter --> <td width="8%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="5%"> </td><!-- colindex=04 type=gutter --> <td width="8%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="5%"> </td><!-- colindex=05 type=gutter --> <td width="8%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="2%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Three Months<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom"> <b>Six Months<br /> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Net gains including hedges </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>85</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 390 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>126</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 497 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Net gains excluding hedges </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>75</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 405 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>119</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 514 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> </div>
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<gs:CollateralizedAgreementsAndFinancingsTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note 9 - gs:CollateralizedAgreementsAndFinancingsTextBlock--> <div style="margin-left: 0%"> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Note 9.  Collateralized Agreements and Financings</font></b> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Collateralized agreements are securities purchased under agreements to resell (resale agreements or reverse repurchase agreements) and securities borrowed. Collateralized financings are securities sold under agreements to repurchase (repurchase agreements), securities loaned and other secured financings. The firm enters into these transactions in order to, among other things, facilitate client activities, invest excess cash, acquire securities to cover short positions and finance certain firm activities. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Collateralized agreements and financings are presented on a <font style="white-space: nowrap">net-by-counterparty</font> basis when a legal right of setoff exists. Interest on collateralized agreements and collateralized financings is recognized over the life of the transaction and included in “Interest income” and “Interest expense,” respectively. See Note 23 for further information about interest income and interest expense. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents the carrying value of resale and repurchase agreements and securities borrowed and loaned transactions. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="62%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="11%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities purchased under agreements to resell <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>162,285</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 188,355 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities borrowed <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>175,472</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 166,306 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities sold under agreements to repurchase <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>155,450</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 162,345 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities loaned <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>14,474</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 11,212 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="11" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Resale and repurchase agreements are carried at fair value under the fair value option. See Note 8 for further information about the valuation techniques and significant inputs used to determine fair value. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> As of June 2011 and December 2010, $61.87 billion and $48.82 billion of securities borrowed and $4.84 billion and $1.51 billion of securities loaned were at fair value, respectively. </td> </tr> </table> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Resale and Repurchase Agreements</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> A resale agreement is a transaction in which the firm purchases financial instruments from a seller, typically in exchange for cash, and simultaneously enters into an agreement to resell the same or substantially the same financial instruments to the seller at a stated price plus accrued interest at a future date. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> A repurchase agreement is a transaction in which the firm sells financial instruments to a buyer, typically in exchange for cash, and simultaneously enters into an agreement to repurchase the same or substantially the same financial instruments from the buyer at a stated price plus accrued interest at a future date. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The financial instruments purchased or sold in resale and repurchase agreements typically include U.S. government and federal agency, and <font style="white-space: nowrap">investment-grade</font> sovereign obligations. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm receives financial instruments purchased under resale agreements, makes delivery of financial instruments sold under repurchase agreements, monitors the market value of these financial instruments on a daily basis, and delivers or obtains additional collateral due to changes in the market value of the financial instruments, as appropriate. For resale agreements, the firm typically requires delivery of collateral with a fair value approximately equal to the carrying value of the relevant assets in the condensed consolidated statements of financial condition. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Even though repurchase and resale agreements involve the legal transfer of ownership of financial instruments, they are accounted for as financing arrangements because they require the financial instruments to be repurchased or resold at the maturity of the agreement. However, “repos to maturity” are accounted for as sales. A repo to maturity is a transaction in which the firm transfers a security that has very little, if any, default risk under an agreement to repurchase the security where the maturity date of the repurchase agreement matches the maturity date of the underlying security. Therefore, the firm effectively no longer has a repurchase obligation and has relinquished control over the underlying security and, accordingly, accounts for the transaction as a sale. The firm had no such transactions outstanding as of June 2011 or December 2010. </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Securities Borrowed and Loaned Transactions</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In a securities borrowed transaction, the firm borrows securities from a counterparty in exchange for cash. When the firm returns the securities, the counterparty returns the cash. Interest is generally paid periodically over the life of the transaction. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In a securities loaned transaction, the firm lends securities to a counterparty typically in exchange for cash or securities, or a letter of credit. When the counterparty returns the securities, the firm returns the cash or securities posted as collateral. Interest is generally paid periodically over the life of the transaction. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm receives securities borrowed, makes delivery of securities loaned, monitors the market value of these securities on a daily basis, and delivers or obtains additional collateral due to changes in the market value of the securities, as appropriate. For securities borrowed transactions, the firm typically requires delivery of collateral with a fair value approximately equal to the carrying value of the securities borrowed transaction. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Securities borrowed and loaned within Fixed Income, Currency and Commodities Client Execution, are recorded at fair value under the fair value option. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Securities borrowed and loaned within Securities Services are recorded based on the amount of cash collateral advanced or received plus accrued interest. As these arrangements generally can be terminated on demand, they exhibit little, if any, sensitivity to changes in interest rates. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> As of June 2011 and December 2010, the firm had $24.02 billion and $12.86 billion, respectively, of securities received under resale agreements and securities borrowed transactions that were segregated to satisfy certain regulatory requirements. These securities are included in “Cash and securities segregated for regulatory and other purposes.” </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Other Secured Financings</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In addition to repurchase agreements and securities lending transactions, the firm funds certain assets through the use of other secured financings and pledges financial instruments and other assets as collateral in these transactions. These other secured financings consist of: </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> liabilities of consolidated VIEs; </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> transfers of assets accounted for as financings rather than sales (primarily collateralized central bank financings, pledged commodities, bank loans and mortgage whole loans); </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> other structured financing arrangements; and </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> debt raised through the firm’s William Street credit extension program outstanding as of December 2010. </td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Other secured financings include arrangements that are nonrecourse. As of June 2011 and December 2010, nonrecourse other secured financings were $4.54 billion and $8.42 billion, respectively. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm has elected to apply the fair value option to the following other secured financings because the use of fair value eliminates <font style="white-space: nowrap">non-economic</font> volatility in earnings that would arise from using different measurement attributes: </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> transfers of assets accounted for as financings rather than sales; </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> certain other nonrecourse financings; and </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> debt raised through the firm’s William Street credit extension program outstanding as of December 2010. </td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> See Note 8 for further information about other secured financings that are accounted for at fair value. Other secured financings that are not recorded at fair value are recorded based on the amount of cash received plus accrued interest, which generally approximates fair value. </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents information about other secured financings. In the table below: </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> <font style="white-space: nowrap">short-term</font> secured financings include financings maturing within one year of the financial statement date and financings that are redeemable within one year of the financial statement date at the option of the holder; </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> <font style="white-space: nowrap">long-term</font> secured financings that are repayable prior to maturity at the option of the firm are reflected at their contractual maturity dates; and </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> <font style="white-space: nowrap">long-term</font> secured financings that are redeemable prior to maturity at the option of the holders are reflected at the dates such options become exercisable. </td> </tr> </table> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="57%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="1%"> </td><!-- colindex=08 type=gutter --> <td width="1%"> </td><!-- colindex=08 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="10" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of June 2011</b> </td> <td>   </td> <td>   </td> <td colspan="13" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of December 2010</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>U.S.<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Non-U.S.<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>U.S.<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Non-U.S.<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>$ in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Dollar</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Dollar</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Dollar</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Dollar</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other secured financings <font style="white-space: nowrap">(short-term):</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> At fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>16,216</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,061</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>20,277</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 16,404 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,684 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 20,088 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> At amortized cost </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>135</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,097</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,232</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 99 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,342 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,441 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 24pt"> <i>Interest rates</i> <i><sup style="font-size: 85%; vertical-align: top">1</sup></i> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b><i>3.29%</i></b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b><i>0.26%</i></b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <i>2.96%</i> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <i>0.71%</i> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other secured financings <font style="white-space: nowrap">(long-term):</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> At fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,309</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,862</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,171</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 9,594 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,112 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 11,706 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> At amortized cost </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,376</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>464</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,840</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,565 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 577 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,142 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 24pt"> <i>Interest rates</i> <i><sup style="font-size: 85%; vertical-align: top">1</sup></i> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b><i>1.95%</i></b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b><i>2.23%</i></b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <i>2.14%</i> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <i>1.94%</i> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> <b><sup style="font-size: 85%; vertical-align: top">2</sup></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>21,036</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>13,484</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>34,520</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>27,662</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,715</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>38,377</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="27" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Amount of other secured financings collateralized by: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 32pt"> Financial instruments <sup style="font-size: 85%; vertical-align: top">3</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>20,614</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,872</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>32,486</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 27,014 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 8,760 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 35,774 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 32pt"> Other assets <sup style="font-size: 85%; vertical-align: top">4</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>422</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,612</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,034</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 648 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,955 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,603 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> The weighted average interest rates exclude secured financings at fair value and include the effect of hedging activities. See Note 7 for further information about hedging activities. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Includes $9.90 billion and $8.32 billion related to transfers of financial assets accounted for as financings rather than sales as of June 2011 and December 2010, respectively. Such financings were collateralized by financial assets included in “Financial instruments owned, at fair value” of $10.15 billion and $8.53 billion as of June 2011 and December 2010, respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Includes $19.70 billion and $25.63 billion of other secured financings collateralized by financial instruments owned, at fair value and $12.78 billion and $10.14 billion of other secured financings collateralized by financial instruments received as collateral and repledged as of June 2011 and December 2010, respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 4.   </td> <td align="left" style="text-align:justify"> Primarily real estate and cash. </td> </tr> </table> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents other secured financings by maturity. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="79%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="1%"> </td><!-- colindex=03 type=gutter --> <td width="2%"> </td><!-- colindex=03 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="7" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>As of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June 2011</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="7" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other secured financings <font style="white-space: nowrap">(short-term)</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>26,509</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other secured financings <font style="white-space: nowrap">(long-term):</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2012 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,470</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2013 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,596</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2014 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>921</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2015 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>578</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2016 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>257</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2017-thereafter </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,189</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="7" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="7" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total other secured financings <font style="white-space: nowrap">(long-term)</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,011</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="7" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="7" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total other secured financings</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>34,520</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="7" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The aggregate contractual principal amount of other secured financings <font style="white-space: nowrap">(long-term)</font> for which the fair value option was elected exceeded the related fair value by $294 million and $352 million as of June 2011 and December 2010, respectively. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Collateral Received and Pledged</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm receives financial instruments (e.g., U.S. government and federal agency, other sovereign and corporate obligations, as well as equities and convertible debentures) as collateral, primarily in connection with resale agreements, securities borrowed, derivative transactions and customer margin loans. </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In many cases, the firm is permitted to deliver or repledge these financial instruments when entering into repurchase agreements, securities lending agreements and other secured financings, collateralizing derivative transactions and meeting firm or customer settlement requirements. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents financial instruments at fair value received as collateral that were available to be delivered or repledged and were delivered or repledged by the firm. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="62%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="11%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Collateral available to be delivered or repledged </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>639,691</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 618,423 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Collateral that was delivered or repledged </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>476,343</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 447,882 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm also pledges certain financial instruments owned, at fair value in connection with repurchase agreements, securities lending agreements and other secured financings, and other assets (primarily real estate and cash) in connection with other secured financings to counterparties who may or may not have the right to deliver or repledge them. The table below presents information about assets pledged by the firm. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="62%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="11%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Financial instruments owned, at fair value pledged to counterparties that: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 24pt"> Had the right to deliver or repledge </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>57,687</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 51,010 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 24pt"> Did not have the right to deliver or repledge </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>112,430</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 112,750 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other assets pledged to counterparties that: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 24pt"> Did not have the right to deliver or repledge </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,791</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,482 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div>
</gs:CollateralizedAgreementsAndFinancingsTextBlock>
<!-- End Block Tagged Note --> <!-- Begin Block Tagged Note -->
<gs:SecuritizationActivitiesTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note 10 - gs:SecuritizationActivitiesTextBlock--> <div style="margin-left: 0%"> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Note 10.  Securitization Activities</font></b> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm securitizes residential and commercial mortgages, corporate bonds, loans and other types of financial assets by selling these assets to securitization vehicles (e.g., trusts, corporate entities, and limited liability companies) and acts as underwriter of the beneficial interests that are sold to investors. The firm’s residential mortgage securitizations are substantially all in connection with government agency securitizations. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Beneficial interests issued by securitization entities are debt or equity securities that give the investors rights to receive all or portions of specified cash inflows to a securitization vehicle and include senior and subordinated shares of principal, interest <font style="white-space: nowrap">and/or</font> other cash inflows. The proceeds from the sale of beneficial interests are used to pay the transferor for the financial assets sold to the securitization vehicle or to purchase securities which serve as collateral. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm accounts for a securitization as a sale when it has relinquished control over the transferred assets. Prior to securitization, the firm accounts for assets pending transfer at fair value and therefore does not typically recognize gains or losses upon the transfer of assets. Net revenues from underwriting activities are recognized in connection with the sales of the underlying beneficial interests to investors. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> For transfers of assets that are not accounted for as sales, the assets remain in “Financial instruments owned, at fair value” and the transfer is accounted for as a collateralized financing, with the related interest expense recognized over the life of the transaction. See Notes 9 and 23 for further information about collateralized financings and interest expense, respectively. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm generally receives cash in exchange for the transferred assets but may also have continuing involvement with transferred assets, including ownership of beneficial interests in securitized financial assets, primarily in the form of senior or subordinated securities, and servicing rights that the firm retains at the time of securitization. The firm may also purchase senior or subordinated securities issued by securitization vehicles (which are typically VIEs) in connection with secondary <font style="white-space: nowrap">market-making</font> activities. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The primary risks included in beneficial interests and other interests from the firm’s continuing involvement with securitization vehicles are the performance of the underlying collateral, the position of the firm’s investment in the capital structure of the securitization vehicle and the market yield for the security. These interests are accounted for at fair value and are included in “Financial instruments owned, at fair value” and are generally classified in level 2 of the fair value hierarchy. See Notes 5 through 8 for further information about fair value measurements. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents the amount of financial assets securitized and the cash flows received on retained interests in securitization entities in which the firm had continuing involvement. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="35%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="9%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="5%"> </td><!-- colindex=03 type=gutter --> <td width="9%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="5%"> </td><!-- colindex=04 type=gutter --> <td width="9%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="5%"> </td><!-- colindex=05 type=gutter --> <td width="9%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="2%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Three Months<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom"> <b>Six Months<br /> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Residential mortgages </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>14,602</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 13,461 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>22,305</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 23,420 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commercial mortgages </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>325</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other financial assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>49</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>81</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 14 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>14,651</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>13,461</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>22,711</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>23,434</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Cash flows on retained interests</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>148</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>218</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>367</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>417</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents the firm’s continuing involvement in nonconsolidated securitization entities to which the firm sold assets, as well as the total outstanding principal amount of transferred assets in which the firm has continuing involvement. In this table: </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> the outstanding principal amount is presented for the purpose of providing information about the size of the securitization entities in which the firm has continuing involvement and is not representative of the firm’s risk of loss; </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> for retained or purchased interests, the firm’s risk of loss is limited to the fair value of these interests; and </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> purchased interests represent senior and subordinated interests, purchased in connection with secondary <font style="white-space: nowrap">market-making</font> activities, in securitization entities in which the firm also holds retained interests. </td> </tr> </table> <div style="margin-top: 12pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="33%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="1%"> </td><!-- colindex=08 type=gutter --> <td width="1%"> </td><!-- colindex=08 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="10" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of June 2011</b> </td> <td>   </td> <td>   </td> <td colspan="13" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of December 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Outstanding<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Fair Value of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Fair Value of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Outstanding<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Fair Value of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Fair Value of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Principal<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Retained<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchased<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Principal<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Retained<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchased<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Amount</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Interests</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Interests</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Amount</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Interests</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Interests</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> U.S. government <font style="white-space: nowrap">agency-issued</font> collateralized mortgage obligations<sup style="font-size: 85%; vertical-align: top"> 1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>64,929</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,739</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 60,352 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,929 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other residential <font style="white-space: nowrap">mortgage-backed </font><sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,166</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>129</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 13,318 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 125 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commercial <font style="white-space: nowrap">mortgage-backed </font><sup style="font-size: 85%; vertical-align: top">3</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,642</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>753</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>272</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,040 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 849 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 82 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> CDOs, CLOs and other <sup style="font-size: 85%; vertical-align: top">4</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>12,131</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>61</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>201</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 12,872 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 62 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 229 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total<sup style="font-size: 85%; vertical-align: top"> 5</sup></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>92,868</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,682</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>478</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>91,582</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,965</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>316</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="27" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Outstanding principal amount and fair value of retained interests primarily relate to securitizations during 2011 and 2010 as of June 2011, and securitizations during 2010 and 2009 as of December 2010. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Outstanding principal amount and fair value of retained interests as of both June 2011 and December 2010 primarily relate to prime and <font style="white-space: nowrap">Alt-A</font> securitizations during 2007 and 2006. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Outstanding principal amount as of both June 2011 and December 2010 primarily relate to securitizations during 2010, 2007 and 2006. Fair value of retained interests as of both June 2011 and December 2010 primarily relate to securitizations during 2010. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 4.   </td> <td align="left" style="text-align:justify"> Outstanding principal amount and fair value of retained interests as of both June 2011 and December 2010 primarily relate to CDO and CLO securitizations during 2007 and 2006. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 5.   </td> <td align="left" style="text-align:justify"> Outstanding principal amount and fair value of retained interests include $6.86 billion and $16 million, respectively, as of June 2011, and $7.64 billion and $16 million, respectively, as of December 2010, related to securitization entities in which the firm’s only continuing involvement is retained servicing which is not a variable interest. </td> </tr> </table> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In addition to the interests in the table above, the firm had other continuing involvement in the form of derivative transactions and guarantees with certain nonconsolidated VIEs. The carrying value of these derivatives and guarantees was a net liability of $85 million and $98 million as of June 2011 and December 2010, respectively. The notional amounts of these derivatives and guarantees are included in maximum exposure to loss in the nonconsolidated VIE tables in Note 11. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents the weighted average key economic assumptions used in measuring the fair value of retained interests and the sensitivity of this fair value to immediate adverse changes of 10% and 20% in those assumptions. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="51%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="11%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="11%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="4%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of June 2011</b> </td> <td>   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of December 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Type of Retained Interests</b> </td> <td>   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Type of Retained Interests </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>$ in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Mortgage-Backed</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Other <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Mortgage-Backed</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Other <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Fair value of retained interests </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,621</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>61</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,903 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 62 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Weighted average life (years) </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6.3</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3.8</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 7.4 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4.2 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Constant prepayment rate <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9.1%</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>N.M.</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 11.6% </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> N.M. </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Impact of 10% adverse change <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(36</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>N.M.</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (62 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> N.M. </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Impact of 20% adverse change <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(69</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>N.M.</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (128 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> N.M. </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Discount rate <sup style="font-size: 85%; vertical-align: top">3</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4.6%</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>N.M.</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5.3% </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> N.M. </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Impact of 10% adverse change </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(114</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>N.M.</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (175 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> N.M. </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Impact of 20% adverse change </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(223</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>N.M.</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (341 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> N.M. </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Due to the nature and current fair value of certain of these retained interests, the weighted average assumptions for constant prepayment and discount rates and the related sensitivity to adverse changes are not meaningful as of June 2011 and December 2010. The firm’s maximum exposure to adverse changes in the value of these interests is the carrying value of $61 million and $62 million as of June 2011 and December 2010, respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Constant prepayment rate is included only for positions for which constant prepayment rate is a key assumption in the determination of fair value. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> The majority of <font style="white-space: nowrap">mortgage-backed</font> retained interests are U.S. government <font style="white-space: nowrap">agency-issued</font> collateralized mortgage obligations, for which there is no anticipated credit loss. For the remainder of retained interests, the expected credit loss assumptions are reflected in the discount rate. </td> </tr> </table> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The preceding table does not give effect to the offsetting benefit of other financial instruments that are held to mitigate risks inherent in these retained interests. Changes in fair value based on an adverse variation in assumptions generally cannot be extrapolated because the relationship of the change in assumptions to the change in fair value is not usually linear. In addition, the impact of a change in a particular assumption in the preceding table is calculated independently of changes in any other assumption. In practice, simultaneous changes in assumptions might magnify or counteract the sensitivities disclosed above. </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> </div>
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<gs:VariableInterestEntitiesTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note 11 - gs:VariableInterestEntitiesTextBlock--> <div style="margin-left: 0%"> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Note 11.  Variable Interest Entities</font></b> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> VIEs generally finance the purchase of assets by issuing debt and equity securities that are either collateralized by or indexed to the assets held by the VIE. The debt and equity securities issued by a VIE may include tranches of varying levels of subordination. The firm’s involvement with VIEs includes securitization of financial assets, as described in Note 10, and investments in and loans to other types of VIEs, as described below. See Note 10 for additional information about securitization activities, including the definition of beneficial interests. See Note 3 for the firm’s consolidation policies, including the definition of a VIE. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm is principally involved with VIEs through the following business activities: </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="white-space: nowrap">Mortgage-Backed</font> VIEs and Corporate CDO and CLO VIEs.  </b>The firm sells residential and commercial mortgage loans and securities to <font style="white-space: nowrap">mortgage-backed</font> VIEs and corporate bonds and loans to corporate CDO and CLO VIEs and may retain beneficial interests in the assets sold to these VIEs. The firm purchases and sells beneficial interests issued by <font style="white-space: nowrap">mortgage-backed</font> and corporate CDO and CLO VIEs in connection with <font style="white-space: nowrap">market-making</font> activities. In addition, the firm may enter into derivatives with certain of these VIEs, primarily interest rate swaps, which are typically not variable interests. The firm generally enters into derivatives with other counterparties to mitigate its risk from derivatives with these VIEs. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Certain <font style="white-space: nowrap">mortgage-backed</font> and corporate CDO and CLO VIEs, usually referred to as synthetic CDOs or <font style="white-space: nowrap">credit-linked</font> note VIEs, synthetically create the exposure for the beneficial interests they issue by entering into credit derivatives, rather than purchasing the underlying assets. These credit derivatives may reference a single asset, an index, or a portfolio/basket of assets or indices. See Note 7 for further information on credit derivatives. These VIEs use the funds from the sale of beneficial interests and the premiums received from credit derivative counterparties to purchase securities which serve to collateralize the beneficial interest holders <font style="white-space: nowrap">and/or</font> the credit derivative counterparty. These VIEs may enter into other derivatives, primarily interest rate swaps, which are typically not variable interests. The firm may be a counterparty to derivatives with these VIEs and generally enters into derivatives with other counterparties to mitigate its risk. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Real Estate, <font style="white-space: nowrap">Credit-Related</font> and Other Investing VIEs.  </b>The firm purchases equity and debt securities issued by and makes loans to VIEs that hold real estate, performing and nonperforming debt, distressed loans and equity securities. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Other <font style="white-space: nowrap">Asset-Backed</font> VIEs.  </b>The firm structures VIEs that issue notes to clients and purchases and sells beneficial interests issued by other <font style="white-space: nowrap">asset-backed</font> VIEs in connection with <font style="white-space: nowrap">market-making</font> activities. In addition, the firm may enter into derivatives with certain other <font style="white-space: nowrap">asset-backed</font> VIEs, primarily total return swaps on the collateral assets held by these VIEs under which the firm pays the VIE the return due to the note holders and receives the return on the collateral assets owned by the VIE. The firm generally can be removed as the total return swap counterparty. The firm generally enters into derivatives with other counterparties to mitigate its risk from derivatives with these VIEs. The firm typically does not sell assets to the other <font style="white-space: nowrap">asset-backed</font> VIEs it structures. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Power-Related VIEs.  </b>The firm purchases debt and equity securities issued by and may provide guarantees to VIEs that hold power-related assets. The firm typically does not sell assets to or enter into derivatives with these VIEs. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Investment Funds.  </b>The firm purchases equity securities issued by and may provide guarantees to certain of the investment funds it manages. The firm typically does not sell assets to or enter into derivatives with these VIEs. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Principal-Protected Note VIEs.  </b>The firm structures VIEs that issue principal-protected notes to clients. These VIEs own portfolios of assets, principally with exposure to hedge funds. Substantially all of the principal protection on the notes issued by these VIEs is provided by the asset portfolio rebalancing that is required under the terms of the notes. The firm enters into total return swaps with these VIEs under which the firm pays the VIE the return due to the principal-protected note holders and receives the return on the assets owned by the VIE. The firm may enter into derivatives with other counterparties to mitigate the risk it has from the derivatives it enters into with these VIEs. The firm also obtains funding through these VIEs. These VIEs were consolidated by the firm upon adoption of changes to U.S. GAAP on January 1, 2010. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Municipal Bond Securitizations.  </b>The firm sells municipal securities to VIEs that issue <font style="white-space: nowrap">short-term</font> qualifying <font style="white-space: nowrap">tax-exempt</font> securities. The firm consolidates these VIEs because it owns the residual interests, which allows the firm to make decisions that significantly impact the economic performance of these VIEs. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">VIE Consolidation Analysis</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> A variable interest in a VIE is an investment (e.g., debt or equity securities) or other interest (e.g., derivatives or loans and lending commitments) in a VIE that will absorb portions of the VIE’s expected losses or receive portions of the VIE’s expected residual returns. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm’s variable interests in VIEs include senior and subordinated debt in residential and commercial <font style="white-space: nowrap">mortgage-backed</font> and other <font style="white-space: nowrap">asset-backed</font> securitization entities, CDOs and CLOs; loans and lending commitments; limited and general partnership interests; preferred and common equity; derivatives that may include foreign currency, equity <font style="white-space: nowrap">and/or</font> credit risk; guarantees; and certain of the fees the firm receives from investment funds. Certain interest rate, foreign currency and credit derivatives the firm enters into with VIEs are not variable interests because they create rather than absorb risk. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The enterprise with a controlling financial interest in a VIE is known as the primary beneficiary and consolidates the VIE. The firm determines whether it is the primary beneficiary of a VIE by performing an analysis that principally considers: </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> which variable interest holder has the power to direct the activities of the VIE that most significantly impact the VIE’s economic performance; </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> which variable interest holder has the obligation to absorb losses or the right to receive benefits from the VIE that could potentially be significant to the VIE; </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> the VIE’s purpose and design, including the risks the VIE was designed to create and pass through to its variable interest holders; </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> the VIE’s capital structure; </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> the terms between the VIE and its variable interest holders and other parties involved with the VIE; and </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> related party relationships. </td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm reassesses its initial evaluation of whether an entity is a VIE when certain reconsideration events occur. The firm reassesses its determination of whether it is the primary beneficiary of a VIE on an ongoing basis based on current facts and circumstances. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Nonconsolidated VIEs</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm’s exposure to the obligations of VIEs is generally limited to its interests in these entities. In certain instances, the firm provides guarantees, including derivative guarantees, to VIEs or holders of variable interests in VIEs. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The tables below present information about nonconsolidated VIEs in which the firm holds variable interests. Nonconsolidated VIEs are aggregated based on principal business activity. The nature of the firm’s variable interests can take different forms, as described in the rows under maximum exposure to loss. In the tables below: </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> The maximum exposure to loss excludes the benefit of offsetting financial instruments that are held to mitigate the risks associated with these variable interests. </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> For retained and purchased interests and loans and investments, the maximum exposure to loss is the carrying value of these interests. </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> For commitments and guarantees, and derivatives, the maximum exposure to loss is the notional amount, which does not represent anticipated losses and also has not been reduced by unrealized losses already recorded. As a result, the maximum exposure to loss exceeds liabilities recorded for commitments and guarantees, and derivatives provided to VIEs. </td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The carrying values of the firm’s variable interests in nonconsolidated VIEs are included in the condensed consolidated statement of financial condition as follows: </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •  </td> <td align="left" style="text-align:justify"> Substantially all assets held by the firm related to <font style="white-space: nowrap">mortgage-backed,</font> corporate CDO and CLO and other <font style="white-space: nowrap">asset-backed</font> VIEs and investment funds are included in “Financial instruments owned, at fair value.” Substantially all liabilities held by the firm related to <font style="white-space: nowrap">mortgage-backed,</font> corporate CDO and CLO and other <font style="white-space: nowrap">asset-backed</font> VIEs are included in “Financial instruments sold, but not yet purchased, at fair value.” </td> </tr> </table> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> Assets and liabilities held by the firm related to real estate, <font style="white-space: nowrap">credit-related</font> and other investing VIEs are primarily included in “Financial instruments owned, at fair value” and “Payables to customers and counterparties” and “Other liabilities and accrued expenses,” respectively. </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> Assets and liabilities held by the firm related to power-related VIEs are primarily included in “Other assets” and “Other liabilities and accrued expenses,” respectively. </td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="36%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="11%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="2%"> </td><!-- colindex=08 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=08 type=lead --> <td width="1%" align="right"> </td><!-- colindex=08 type=body --> <td width="1%" align="left"> </td><!-- colindex=08 type=hang1 --> <td width="1%"> </td><!-- colindex=09 type=gutter --> <td width="1%"> </td><!-- colindex=09 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="31" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="29" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Nonconsolidated VIEs</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="29" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of June 2011</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Corporate<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Real estate, credit-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Other<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Mortgage-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>CDOs and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>related and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>asset-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Power-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Investment<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>backed</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>CLOs</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>other investing</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>backed</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>related</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>funds</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="31" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Assets in VIE</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>94,287</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">2</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>25,377</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,813</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,267</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>529</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,557</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>135,830</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Carrying Value of the Firm’s Variable Interests</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,835</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,383</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,421</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>220</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>271</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,134</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>87</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>25</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>118</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Maximum Exposure to Loss in Nonconsolidated VIEs</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Retained interests </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,605</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>43</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>18</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,666</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Purchased interests </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>905</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>701</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>190</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,796</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Commitments and guarantees <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>324</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>50</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>375</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Derivatives <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,673</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,207</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,152</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>12,032</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loans and investments </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>110</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,421</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>271</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,806</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="31" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="31" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,293</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">2</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,952</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,745</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,360</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>321</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>21,675</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="31" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="36%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="11%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="2%"> </td><!-- colindex=08 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=08 type=lead --> <td width="1%" align="right"> </td><!-- colindex=08 type=body --> <td width="1%" align="left"> </td><!-- colindex=08 type=hang1 --> <td width="1%"> </td><!-- colindex=09 type=gutter --> <td width="1%"> </td><!-- colindex=09 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="31" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="29" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Nonconsolidated VIEs</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="29" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of December 2010</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Corporate<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Real estate, credit-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Other<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Mortgage-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>CDOs and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>related and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>asset-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Power-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Investment<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>backed</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>CLOs</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>other investing</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>backed</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>related</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>funds</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="31" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Assets in VIE</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 88,755 </td> <td nowrap="nowrap" align="left" valign="bottom">  <sup style="font-size: 85%; vertical-align: top">2</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 21,644 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 12,568 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,513 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 552 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,330 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>131,362</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Carrying Value of the Firm’s Variable Interests</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 8,076 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 909 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,063 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 266 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 239 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,558</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 114 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 19 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 14 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>148</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Maximum Exposure to Loss in Nonconsolidated VIEs</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Retained interests </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,887 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 50 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 12 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,949</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Purchased interests </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 839 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 353 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 247 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,439</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Commitments and guarantees <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 125 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 69 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>195</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Derivatives <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,128 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,593 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,105 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,826</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loans and investments </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 104 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,063 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 239 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,411</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="31" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="31" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,958</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">2</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,997</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,188</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,364</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>308</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>21,820</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="31" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> The aggregate amounts include $4.10 billion and $4.52 billion as of June 2011 and December 2010, respectively, related to guarantees and derivative transactions with VIEs to which the firm transferred assets. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Assets in VIE and maximum exposure to loss include $5.55 billion and $2.78 billion, respectively, as of June 2011, and $6.14 billion and $3.25 billion, respectively, as of December 2010, related to CDOs backed by mortgage obligations. </td> </tr> </table> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Consolidated VIEs</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The tables below present the carrying amount and classification of assets and liabilities in consolidated VIEs, excluding the benefit of offsetting financial instruments that are held to mitigate the risks associated with the firm’s variable interests. Consolidated VIEs are aggregated based on principal business activity and their assets and liabilities are presented net of intercompany eliminations. The majority of the assets in principal-protected notes VIEs are intercompany and are eliminated in consolidation. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Substantially all the assets in consolidated VIEs can only be used to settle obligations of the VIE. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The tables below exclude VIEs in which the firm holds a majority voting interest if (i) the VIE meets the definition of a business and (ii) the VIE’s assets can be used for purposes other than the settlement of its obligations. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The liabilities of real estate, <font style="white-space: nowrap">credit-related</font> and other investing VIEs and CDOs, <font style="white-space: nowrap">mortgage-backed</font> and other <font style="white-space: nowrap">asset-backed</font> VIEs do not have recourse to the general credit of the firm. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="50%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="9%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="1%"> </td><!-- colindex=07 type=gutter --> <td width="1%"> </td><!-- colindex=07 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="21" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Consolidated VIEs</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="21" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of June 2011</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>CDOs,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Real estate,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>mortgage-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>credit-related<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Municipal<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>backed and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Principal-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>and other<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>bond<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>other asset-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>protected<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>investing</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>securitizations</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>backed</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>notes</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Assets</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cash and cash equivalents </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>446</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>48</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>13</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>507</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cash and securities segregated for regulatory and other purposes </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>169</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>169</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Receivables from brokers, dealers and clearing organizations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Receivables from customers and counterparties </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>17</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>17</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Financial instruments owned, at fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,277</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>191</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>580</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>699</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,747</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,546</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>468</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,014</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,441</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>191</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,113</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>712</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,457</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="23" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Liabilities</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other secured financings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,037</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>200</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>473</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,234</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,944</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Payables to customers and counterparties </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>24</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>36</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>60</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Financial instruments sold, but not yet purchased, at fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>58</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>58</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">short-term</font> borrowings, including the current portion of unsecured <font style="white-space: nowrap">long-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,132</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,136</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">long-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>173</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>173</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other liabilities and accrued expenses </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,691</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>32</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>305</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,028</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,905</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>200</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>587</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,707</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,399</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="23" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="50%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="9%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="1%"> </td><!-- colindex=07 type=gutter --> <td width="1%"> </td><!-- colindex=07 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="21" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Consolidated VIEs</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="21" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of December 2010</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>CDOs,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Real estate,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>mortgage-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>credit-related<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Municipal<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>backed and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Principal-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>and other<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>bond<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>other asset-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>protected<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>investing</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>securitizations</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>backed</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>notes</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Assets</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cash and cash equivalents </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 248 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 39 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 52 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>339</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cash and securities segregated for regulatory and other purposes </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 205 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>205</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Receivables from brokers, dealers and clearing organizations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Receivables from customers and counterparties </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 27 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>28</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Financial instruments owned, at fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,531 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 547 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 550 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 648 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,276</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,369 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 499 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,868</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,358</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>547</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,115</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>700</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,720</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="23" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Liabilities</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other secured financings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,434 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 630 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 417 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,224 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,705</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Payables to customers and counterparties </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 12 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>12</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Financial instruments sold, but not yet purchased, at fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 55 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>55</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">short-term</font> borrowings, including the current portion of unsecured <font style="white-space: nowrap">long-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 302 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,359 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,661</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">long-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other liabilities and accrued expenses </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,004 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 32 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,036</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,746</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>630</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>516</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,583</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,475</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="23" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> </div>
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<gs:OtherAssetsTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note 12 - gs:OtherAssetsTextBlock--> <div style="margin-left: 0%"> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Note 12.  Other Assets</font></b> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Other assets are generally less liquid, <font style="white-space: nowrap">non-financial</font> assets. The table below presents other assets by type. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="64%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="9%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Property, leasehold improvements and equipment <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,743</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 11,106 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Goodwill and identifiable intangible assets<sup style="font-size: 85%; vertical-align: top"> 2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,187</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,522 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Income tax-related assets <sup style="font-size: 85%; vertical-align: top">3</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,917</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,239 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <font style="white-space: nowrap">Equity-method</font> investments <sup style="font-size: 85%; vertical-align: top">4</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,140</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,445 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Miscellaneous receivables and other<sup style="font-size: 85%; vertical-align: top"> 5</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,485</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,747 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>27,472</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>28,059</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="11" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Net of accumulated depreciation and amortization of $8.06 billion and $7.87 billion as of June 2011 and December 2010, respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> See Note 13 for further information about goodwill and identifiable intangible assets. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> See Note 24 for further information about income taxes. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 4.   </td> <td align="left" style="text-align:justify"> Excludes investments of $3.82 billion and $3.77 billion accounted for at fair value under the fair value option as of June 2011 and December 2010, respectively, which are included in “Financial instruments owned, at fair value.” See Note 8 for further information. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 5.   </td> <td align="left" style="text-align:justify"> Includes $2.93 billion of assets held for sale as of June 2011, primarily consisting of servicing advances. </td> </tr> </table> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Property, Leasehold Improvements and Equipment</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Property, leasehold improvements and equipment included $6.61 billion and $6.44 billion as of June 2011 and December 2010, respectively, related to property, leasehold improvements and equipment that the firm uses in connection with its operations. The remainder is held by investment entities, including VIEs, consolidated by the firm. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Substantially all property and equipment are depreciated on a straight-line basis over the useful life of the asset. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Leasehold improvements are amortized on a straight-line basis over the useful life of the improvement or the term of the lease, whichever is shorter. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Certain costs of software developed or obtained for internal use are capitalized and amortized on a straight-line basis over the useful life of the software. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Property, leasehold improvements and equipment are tested for impairment whenever events or changes in circumstances suggest that an asset’s or asset group’s carrying value may not be fully recoverable. The firm’s policy for impairment testing of property, leasehold improvements and equipment is the same as is used for identifiable intangible assets with finite lives. See Note 13 for further information. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Assets Held for Sale</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In the first quarter of 2011, the firm classified certain assets as held for sale, primarily related to Litton Loan Servicing LP (Litton), the firm’s residential mortgage servicing subsidiary, and recognized impairment losses of approximately $220 million, principally in the firm’s Institutional Client Services segment. These impairment losses, which were included in “Depreciation and amortization,” represent the excess of (i) the carrying value of the assets held for sale over (ii) their estimated fair value less estimated cost to sell. The firm has since entered into agreements to sell these assets. The transactions are expected to close in 2011. The sale of Litton is subject to regulatory approvals and other closing conditions. In connection with the pending sale of Litton, the firm agreed to provide certain representations and warranties, specific indemnities related to Litton’s servicing and foreclosure practices prior to closing, and a secured advance facility to the purchaser. The firm expects to receive total consideration that approximates the firm’s adjusted carrying value for Litton. </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> </div>
</gs:OtherAssetsTextBlock>
<!-- End Block Tagged Note --> <!-- Begin Block Tagged Note -->
<gs:GoodwillAndIdentifiableIntangibleAssetsTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note 13 - gs:GoodwillAndIdentifiableIntangibleAssetsTextBlock--> <div style="margin-left: 0%"> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Note 13.  Goodwill and Identifiable Intangible Assets</font></b> </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The tables below present, by operating segment, the carrying values of goodwill and identifiable intangible assets, which are included in “Other assets.” </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="68%"> </td><!-- colindex=01 type=maindata --> <td width="2%"> </td><!-- colindex=02 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=02 type=lead --> <td width="5%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Goodwill</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Investment Banking: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Underwriting </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>125</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 125 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Institutional Client Services: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Fixed Income, Currency and Commodities Client Execution <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 159 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Equities Client Execution </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,361</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,361 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Securities Services </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>117</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 117 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Investing & Lending </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>154</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 172 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Investment Management </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>561</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 561 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,323</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,495</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="11" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="68%"> </td><!-- colindex=01 type=maindata --> <td width="2%"> </td><!-- colindex=02 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=02 type=lead --> <td width="5%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom"> <b>Identifiable<br /> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Intangible Assets</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Institutional Client Services: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Fixed Income, Currency and Commodities Client Execution </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>525</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 608 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Equities Client Execution </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>687</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 718 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Investing & Lending </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>538</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 579 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Investment Management </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>114</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 122 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,864</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,027</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="11" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.  </td> <td align="left" style="text-align:justify"> The decrease from December 2010 to June 2011 is related to the classification of Litton as held for sale. See Note 12 for further information. </td> </tr> </table> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Goodwill</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Goodwill is the cost of acquired companies in excess of the fair value of identifiable net assets at acquisition date. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Goodwill is tested annually for impairment or more frequently if events occur or circumstances change that indicate an impairment may exist. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The goodwill impairment test consists of two steps. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> The first step compares the fair value of each reporting unit with its estimated net book value (including goodwill and identified intangible assets). If the reporting unit’s fair value exceeds its estimated net book value, goodwill is not impaired. </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> If the estimated fair value of a reporting unit is less than its estimated net book value, the second step of the goodwill impairment test is performed to measure the amount of impairment loss, if any. An impairment loss is equal to the excess of the carrying amount of goodwill over its fair value. </td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Goodwill was tested for impairment during the fourth quarter of 2010 and no impairment was identified. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> To estimate the fair value of each reporting unit, both relative value and residual income valuation techniques are used because the firm believes market participants would use these techniques to value the firm’s reporting units. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Relative value techniques apply average observable <font style="white-space: nowrap">price-to-earnings</font> multiples of comparable competitors to certain reporting units’ net earnings. For other reporting units, fair value is estimated using <font style="white-space: nowrap">price-to-book</font> multiples based on residual income techniques, which compare excess reporting unit returns on equity to the firm’s cost of equity capital over a <font style="white-space: nowrap">long-term</font> stable growth period. The net book value of each reporting unit reflects the estimated amount of shareholders’ equity required to support the activities of the reporting unit. </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Identifiable Intangible Assets</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents the gross carrying amount, accumulated amortization and net carrying amount of identifiable intangible assets and their weighted average remaining lives. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="38%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="23%"> </td><!-- colindex=02 type=maindata --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="2%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="7%"> </td><!-- colindex=04 type=gutter --> <td width="13%"> </td><!-- colindex=04 type=maindata --> <td width="3%"> </td><!-- colindex=05 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="15" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="11" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>Weighted Average<br /> </b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>$ in millions</i> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>Remaining Lives </b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="15" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Customer lists</b> </div> </td> <td>   </td> <td align="left" valign="bottom"> Gross carrying amount </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,104</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,104 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> Accumulated amortization </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(561</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (529 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="15" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="15" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td align="left" valign="bottom"> Net carrying amount </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>543</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom"> <b>10</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 575 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="line-height: 12pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Commodities-related intangibles</b> <b><sup style="font-size: 85%; vertical-align: top">1</sup></b> </div> </td> <td>   </td> <td align="left" valign="bottom"> Gross carrying amount </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>633</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 667 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> Accumulated amortization </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(100</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (52 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="15" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="15" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td align="left" valign="bottom"> Net carrying amount </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>533</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom"> <b>20</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 615 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="line-height: 12pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Broadcast royalties</b> <b><sup style="font-size: 85%; vertical-align: top">2</sup></b> </div> </td> <td>   </td> <td align="left" valign="bottom"> Gross carrying amount </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>560</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 560 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> Accumulated amortization </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(92</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (61 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="15" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="15" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td align="left" valign="bottom"> Net carrying amount </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>468</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom"> <b>8</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 499 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="line-height: 12pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Insurance-related intangibles</b> <b><sup style="font-size: 85%; vertical-align: top">3</sup></b> </div> </td> <td>   </td> <td align="left" valign="bottom"> Gross carrying amount </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>292</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 292 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> Accumulated amortization </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(146</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (146 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="15" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="15" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td align="left" valign="bottom"> Net carrying amount </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>146</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom"> <b>7</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 146 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="line-height: 12pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Other</b> <b><sup style="font-size: 85%; vertical-align: top">4</sup></b> </div> </td> <td>   </td> <td align="left" valign="bottom"> Gross carrying amount </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>941</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 953 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> Accumulated amortization </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(767</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (761 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="15" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="15" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td align="left" valign="bottom"> Net carrying amount </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>174</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom"> <b>13</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 192 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="line-height: 12pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td align="left" valign="bottom"> <b>Gross carrying amount</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,530</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,576</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>Accumulated amortization</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(1,666</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(1,549</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="15" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="15" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td align="left" valign="bottom"> <b>Net carrying amount</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,864</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom"> <b>12</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,027</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="15" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Primarily includes commodity-related customer contracts and relationships, permits and access rights. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Represents television broadcast royalties held by a consolidated VIE. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Represents value of business acquired related to the firm’s insurance businesses. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 4.   </td> <td align="left" style="text-align:justify"> Primarily includes the firm’s NYSE designated market maker rights and <font style="white-space: nowrap">exchange-traded</font> fund lead market maker rights. </td> </tr> </table> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Substantially all of the firm’s identifiable intangible assets are considered to have finite lives and are amortized over their estimated lives or, in the case of insurance contracts, in proportion to estimated gross profits or premium revenues. Amortization expense for identifiable intangible assets is included in “Depreciation and amortization.” </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The tables below present amortization expense for identifiable intangible assets for the three and six months ended June 2011 and June 2010, and the estimated future amortization expense through 2016 for identifiable intangible assets as of June 2011. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="53%"> </td><!-- colindex=01 type=maindata --> <td width="6%"> </td><!-- colindex=02 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="6%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="8%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="2%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="17" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Three Months<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="7" nowrap="nowrap" align="center" valign="bottom"> <b>Six Months<br /> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> <td>   </td> <td>   </td> <td colspan="7" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="17" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Amortization expense </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>66</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 82 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>123</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 126 </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="17" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="79%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="1%"> </td><!-- colindex=03 type=gutter --> <td width="2%"> </td><!-- colindex=03 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="7" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>As of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June 2011</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="7" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Estimated future amortization expense</b>: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Remainder of 2011 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>134</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2012 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>249</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2013 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>232</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2014 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>202</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2015 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>170</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2016 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>167</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="7" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="7" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Identifiable intangible assets are tested for recoverability whenever events or changes in circumstances indicate that an asset’s or asset group’s carrying value may not be recoverable. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> If a recoverability test is necessary, the carrying value of an asset or asset group is compared to the total of the undiscounted cash flows expected to be received over the remaining useful life and from the disposition of the asset or asset group. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> If the total of the undiscounted cash flows exceeds the carrying value, the asset or asset group is not impaired. </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> If the total of the undiscounted cash flows is less than the carrying value, the asset or asset group is not fully recoverable and an impairment loss is recognized as the difference between the carrying amount of the asset or asset group and its estimated fair value. </td> </tr> </table> </div>
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<us-gaap:DepositLiabilitiesDisclosuresTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note 14 - us-gaap:DepositLiabilitiesDisclosuresTextBlock--> <div style="margin-left: 0%"> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Note 14.  Deposits</font></b> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The tables below present deposits held in U.S. and <font style="white-space: nowrap">non-U.S. offices</font> and the maturities of time deposits. Substantially all U.S. deposits were held at GS Bank USA and were interest-bearing and substantially all <font style="white-space: nowrap">non-U.S. deposits</font> were held at Goldman Sachs Bank (Europe) PLC (GS Bank Europe) and were interest-bearing. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="64%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="9%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> U.S. offices </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>31,851</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 32,353 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <font style="white-space: nowrap">Non-U.S. offices</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,153</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,216 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>39,004</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>38,569</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="11" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="50%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="11%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="4%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="4%"> </td><!-- colindex=05 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="2%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="17" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of June 2011 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>U.S.</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Non-U.S.</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Remainder of 2011 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>989</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>815</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,804</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2012 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,015</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>652</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,667</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2013 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,982</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,982</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2014 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>499</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>499</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2015 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>801</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>801</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2016 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>83</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>83</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2017 − thereafter </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,372</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,372</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,741</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,467</b> </td> <td nowrap="nowrap" align="left" valign="bottom">  <b><sup style="font-size: 85%; vertical-align: top">2</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,208</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Includes $106 million greater than $100,000, of which $17 million matures within three months, $21 million matures within three to six months, $6 million matures within six to twelve months, and $62 million matures after twelve months. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Substantially all were greater than $100,000. </td> </tr> </table> <div style="margin-top: 12pt; font-size: 1pt">  </div> </div>
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<us-gaap:ShortTermDebtTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note 15 - us-gaap:ShortTermDebtTextBlock--> <div style="margin-left: 0%"> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica"><font style="white-space: nowrap">Note 15.  Short-Term</font> Borrowings</font></b> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <font style="white-space: nowrap">Short-term</font> borrowings were comprised of the following: </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="64%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="9%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other secured financings <font style="white-space: nowrap">(short-term)</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>26,509</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 24,529 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">short-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>56,554</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 47,842 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>83,063</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>72,371</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="11" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> See Note 9 for further information about other secured financings. </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Unsecured <font style="white-space: nowrap">short-term</font> borrowings include the portion of unsecured <font style="white-space: nowrap">long-term</font> borrowings maturing within one year of the financial statement date and unsecured <font style="white-space: nowrap">long-term</font> borrowings that are redeemable within one year of the financial statement date at the option of the holder. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm accounts for promissory notes, commercial paper and certain hybrid financial instruments at fair value under the fair value option. See Note 8 for further information about unsecured <font style="white-space: nowrap">short-term</font> borrowings that are accounted for at fair value. <font style="white-space: nowrap">Short-term</font> borrowings that are not recorded at fair value are recorded based on the amount of cash received plus accrued interest, and such amounts approximate fair value due to the <font style="white-space: nowrap">short-term</font> nature of the obligations. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents unsecured <font style="white-space: nowrap">short-term</font> borrowings. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="64%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="9%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Current portion of unsecured <font style="white-space: nowrap">long-term</font> borrowings <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>33,236</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 25,396 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Hybrid financial instruments </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>14,456</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 13,223 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Promissory notes </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,252</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,265 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commercial paper </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>925</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,306 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other <font style="white-space: nowrap">short-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,685</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,652 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>56,554</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>47,842</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="11" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="line-height: 9pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Weighted average interest rate <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1.74</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>%</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1.77 </td> <td nowrap="nowrap" align="left" valign="bottom"> % </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Includes $17.14 billion and $10.43 billion as of June 2011 and December 2010, respectively, guaranteed by the Federal Deposit Insurance Corporation (FDIC) under the Temporary Liquidity Guarantee Program (TLGP). </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> The weighted average interest rates for these borrowings include the effect of hedging activities and exclude financial instruments accounted for at fair value under the fair value option. See Note 7 for further information about hedging activities. </td> </tr> </table> <div style="margin-top: 12pt; font-size: 1pt">  </div> </div>
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<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note 16 - us-gaap:LongTermDebtTextBlock--> <div style="margin-left: 0%"> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica"><font style="white-space: nowrap">Note 16.  Long-Term</font> Borrowings</font></b> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <font style="white-space: nowrap">Long-term</font> borrowings were comprised of the following: </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="81%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="1%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other secured financings <font style="white-space: nowrap">(long-term)</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,011</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 13,848 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">long-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>175,210</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 174,399 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>183,221</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>188,247</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="11" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> See Note 9 for further information about other secured financings. The table below presents unsecured <font style="white-space: nowrap">long-term</font> borrowings extending through 2060 and consisting principally of senior borrowings. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="27%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="5%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="4%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="5%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="4%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="5%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="4%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="5%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="4%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="5%"> </td><!-- colindex=07 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=07 type=lead --> <td width="4%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="1%"> </td><!-- colindex=08 type=gutter --> <td width="1%"> </td><!-- colindex=08 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="10" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of June 2011</b> </td> <td>   </td> <td>   </td> <td colspan="13" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of December 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>U.S.<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Non-U.S.<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>U.S.<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Non-U.S.<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Dollar</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Dollar</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Dollar</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Dollar</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Fixed-rate obligations <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>77,837</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>40,387</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>118,224</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 82,814 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 35,885 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 118,699 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Floating-rate obligations <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>26,927</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>30,059</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>56,986</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 27,316 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 28,384 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 55,700 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> <b><sup style="font-size: 85%; vertical-align: top">3</sup></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>104,764</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>70,446</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>175,210</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>110,130</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>64,269</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>174,399</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="27" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Interest rates on <font style="white-space: nowrap">U.S. dollar-denominated</font> debt ranged from 0.10% to 10.04% (with a weighted average rate of 5.61%) and 0.20% to 10.04% (with a weighted average rate of 5.52%) as of June 2011 and December 2010, respectively. Interest rates on <font style="white-space: nowrap">non-U.S. dollar-denominated</font> debt ranged from 0.85% to 14.85% (with a weighted average rate of 4.75%) and 0.85% to 14.85% (with a weighted average rate of 4.65%) as of June 2011 and December 2010, respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Floating interest rates generally are based on LIBOR or the federal funds target rate. <font style="white-space: nowrap">Equity-linked</font> and indexed instruments are included in floating-rate obligations. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Includes $0 and $8.58 billion as of June 2011 and December 2010, respectively, guaranteed by the FDIC under the TLGP. </td> </tr> </table> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents unsecured <font style="white-space: nowrap">long-term</font> borrowings by maturity date. In the table below: </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> unsecured <font style="white-space: nowrap">long-term</font> borrowings maturing within one year of the financial statement date and unsecured <font style="white-space: nowrap">long-term</font> borrowings that are redeemable within one year of the financial statement date at the option of the holder are included as unsecured <font style="white-space: nowrap">short-term</font> borrowings; </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> unsecured <font style="white-space: nowrap">long-term</font> borrowings that are repayable prior to maturity at the option of the firm are reflected at their contractual maturity dates; and </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> unsecured <font style="white-space: nowrap">long-term</font> borrowings that are redeemable prior to maturity at the option of the holders are reflected at the dates such options become exercisable. </td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="79%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="1%"> </td><!-- colindex=03 type=gutter --> <td width="2%"> </td><!-- colindex=03 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="7" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>As of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June 2011</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="7" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2012 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,460</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2013 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>23,195</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2014 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>20,474</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2015 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>17,685</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2016 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>27,514</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2017 − thereafter </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>74,882</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="7" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="7" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> <b><sup style="font-size: 85%; vertical-align: top">1</sup></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>175,210</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="7" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.  </td> <td align="left" style="text-align:justify"> Amount includes an increase of $6.23 billion to the carrying amount of certain unsecured <font style="white-space: nowrap">long-term</font> borrowings related to hedge accounting. The amounts related to the carrying value of unsecured <font style="white-space: nowrap">long-term</font> borrowings associated with the effect of hedge accounting by year of maturity are as follows: $206 million in 2012, $563 million in 2013, $696 million in 2014, $374 million in 2015, $698 million in 2016 and $3.69 billion in 2017 and thereafter. </td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The aggregate contractual principal amount of unsecured <font style="white-space: nowrap">long-term</font> borrowings (principal and <font style="white-space: nowrap">non-principal</font> protected) for which the fair value option was elected exceeded the related fair value by $538 million and $349 million as of June 2011 and December 2010, respectively. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm designates certain derivatives as fair value hedges to effectively convert a substantial portion of its fixed-rate unsecured <font style="white-space: nowrap">long-term</font> borrowings which are not accounted for at fair value into floating-rate obligations. Accordingly, excluding the cumulative impact of changes in the firm’s credit spreads, the carrying value of unsecured <font style="white-space: nowrap">long-term</font> borrowings approximated fair value as of June 2011 and December 2010. For unsecured <font style="white-space: nowrap">long-term</font> borrowings for which the firm did not elect the fair value option, the cumulative impact due to changes in the firm’s own credit spreads would be a reduction in the carrying value of total unsecured <font style="white-space: nowrap">long-term</font> borrowings of less than 1% as of both June 2011 and December 2010. See Note 7 for further information about hedging activities. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents unsecured <font style="white-space: nowrap">long-term</font> borrowings, after giving effect to hedging activities that converted a substantial portion of fixed-rate obligations to floating-rate obligations. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="62%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="11%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Fixed-rate obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> At fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>516</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 22 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> At amortized cost <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>12,685</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,877 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Floating-rate obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> At fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>19,615</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 18,148 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> At amortized cost <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>142,394</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 150,352 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>175,210</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>174,399</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="11" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.  </td> <td align="left" style="text-align:justify"> The weighted average interest rates on the aggregate amounts were 2.31% (6.25% related to fixed-rate obligations and 1.99% related to floating-rate obligations) and 1.90% (5.69% related to fixed-rate obligations and 1.74% related to floating-rate obligations) as of June 2011 and December 2010, respectively. These rates exclude financial instruments accounted for at fair value under the fair value option. </td> </tr> </table> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Subordinated Borrowings</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Unsecured <font style="white-space: nowrap">long-term</font> borrowings include subordinated debt and junior subordinated debt. Junior subordinated debt is junior in right of payment to other subordinated borrowings, which are junior to senior borrowings. As of June 2011 and December 2010, subordinated debt had maturities ranging from 2014 to 2038 and 2012 to 2038, respectively. The table below presents subordinated borrowings. </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="46%"> </td><!-- colindex=01 type=maindata --> <td width="2%"> </td><!-- colindex=02 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=02 type=lead --> <td width="5%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="10%"> </td><!-- colindex=05 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=05 type=lead --> <td width="5%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="1%"> </td><!-- colindex=08 type=gutter --> <td width="1%"> </td><!-- colindex=08 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="10" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of June 2011</b> </td> <td>   </td> <td>   </td> <td colspan="13" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of December 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Par<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Carrying<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Par<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Carrying<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Amount</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Amount</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Rate <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Amount</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Amount</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Rate <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Subordinated debt </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$14,490</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>16,874</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4.08</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>%</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> $14,345 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 16,977 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1.19 </td> <td nowrap="nowrap" align="left" valign="bottom"> % </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Junior subordinated debt </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,085</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,613</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2.44</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>%</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,082 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,716 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2.50 </td> <td nowrap="nowrap" align="left" valign="bottom"> % </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total subordinated borrowings</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$19,575</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>22,487</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3.65</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>%</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$19,427</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>22,693</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1.54</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>%</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="27" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.  </td> <td align="left" style="text-align:justify"> Weighted average interest rate after giving effect to fair value hedges used to convert these fixed-rate obligations into floating-rate obligations. See Note 7 for further information about hedging activities. See below for information about interest rates on junior subordinated debt. </td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Junior Subordinated Debt</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Junior Subordinated Debt Issued to APEX Trusts.  </b>In 2007, Group Inc. issued a total of $2.25 billion of remarketable junior subordinated debt to Goldman Sachs Capital II and Goldman Sachs Capital III (APEX Trusts), Delaware statutory trusts. The APEX Trusts issued $2.25 billion of guaranteed perpetual Normal Automatic Preferred Enhanced Capital Securities (APEX) to third parties and a de minimis amount of common securities to Group Inc. Group Inc. also entered into contracts with the APEX Trusts to sell $2.25 billion of Group Inc. perpetual <font style="white-space: nowrap">non-cumulative</font> preferred stock (the stock purchase contracts). </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The APEX Trusts are wholly-owned finance subsidiaries of the firm for regulatory and legal purposes but are not consolidated for accounting purposes. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm accounted for the stock purchase contracts as equity instruments and, accordingly, recorded the cost of the stock purchase contracts as a reduction to additional <font style="white-space: nowrap">paid-in</font> capital. See Note 19 for information on the preferred stock that Group Inc. will issue in connection with the stock purchase contracts. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm pays interest <font style="white-space: nowrap">semi-annually</font> on $1.75 billion of junior subordinated debt issued to Goldman Sachs Capital II at a fixed annual rate of 5.59% and the debt matures on June 1, 2043. The firm pays interest quarterly on $500 million of junior subordinated debt issued to Goldman Sachs Capital III at a rate per annum equal to <font style="white-space: nowrap">three-month</font> LIBOR plus 0.57% and the debt matures on September 1, 2043. In addition, the firm makes contract payments at a rate of 0.20% per annum on the stock purchase contracts held by the APEX Trusts. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm has the right to defer payments on the junior subordinated debt and the stock purchase contracts, subject to limitations, and therefore cause payment on the APEX to be deferred. During any such extension period, the firm will not be permitted to, among other things, pay dividends on or make certain repurchases of its common or preferred stock. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In connection with the APEX issuance, the firm covenanted in favor of certain of its debtholders, who were initially and are currently the holders of Group Inc.’s 6.345% Junior Subordinated Debentures due February 15, 2034, that, subject to certain exceptions, the firm would not redeem or purchase (i) Group Inc.’s junior subordinated debt issued to the APEX Trusts prior to the applicable stock purchase date or (ii) APEX or shares of Group Inc.’s perpetual <font style="white-space: nowrap">Non-Cumulative</font> Preferred Stock, Series E (Series E Preferred Stock) or perpetual <font style="white-space: nowrap">Non-Cumulative</font> Preferred Stock, Series F (Series F Preferred Stock) prior to the date that is ten years after the applicable stock purchase date, unless the applicable redemption or purchase price does not exceed a maximum amount determined by reference to the aggregate amount of net cash proceeds that the firm has received from the sale of qualifying equity securities during the <font style="white-space: nowrap">180-day</font> period preceding the redemption or purchase. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Junior Subordinated Debt Issued in Connection with Trust Preferred Securities.  </b>Group Inc. issued $2.84 billion of junior subordinated debentures in 2004 to Goldman Sachs Capital I (Trust), a Delaware statutory trust. The Trust issued $2.75 billion of guaranteed preferred beneficial interests to third parties and $85 million of common beneficial interests to Group Inc. and used the proceeds from the issuances to purchase the junior subordinated debentures from Group Inc. The Trust is a wholly-owned finance subsidiary of the firm for regulatory and legal purposes but is not consolidated for accounting purposes. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm pays interest <font style="white-space: nowrap">semi-annually</font> on the debentures at an annual rate of 6.345% and the debentures mature on February 15, 2034. The coupon rate and the payment dates applicable to the beneficial interests are the same as the interest rate and payment dates for the debentures. The firm has the right, from time to time, to defer payment of interest on the debentures, and therefore cause payment on the Trust’s preferred beneficial interests to be deferred, in each case up to ten consecutive <font style="white-space: nowrap">semi-annual</font> periods. During any such extension period, the firm will not be permitted to, among other things, pay dividends on or make certain repurchases of its common stock. The Trust is not permitted to pay any distributions on the common beneficial interests held by Group Inc. unless all dividends payable on the preferred beneficial interests have been paid in full. </div> </div>
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<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note 17 - gs:OtherLiabilitiesAndAccruedExpensesTextBlock--> <div style="margin-left: 0%"> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Note 17.  Other Liabilities and Accrued Expenses</font></b> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents other liabilities and accrued expenses by type. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="64%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="9%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Compensation and benefits </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,354</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 9,089 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Insurance-related liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>15,754</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 11,381 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Noncontrolling interests <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,192</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 872 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Income tax-related liabilities <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>478</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,042 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Employee interests in consolidated funds </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>297</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 451 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Subordinated liabilities issued by consolidated VIEs </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,376</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,526 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Accrued expenses and other </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,458</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,650 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>29,909</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>30,011</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="11" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Includes $556 million and $593 million related to consolidated investment funds as of June 2011 and December 2010, respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> See Note 24 for further information about income taxes. </td> </tr> </table> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents insurance-related liabilities by type. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="64%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="9%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Separate account liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,867</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,024 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Liabilities for future benefits and unpaid claims </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,863</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,308 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Contract holder account balances </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>799</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 801 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Reserves for guaranteed minimum death and income benefits </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>225</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 248 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>15,754</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,381</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="11" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.  </td> <td align="left" style="text-align:justify"> Includes increased liabilities related to the acquisition of Paternoster U.K. Limited, a U.K. life insurance company, in the first quarter of 2011. In connection with this acquisition, the firm acquired $4.75 billion of assets (primarily financial instruments owned, at fair value, principally consisting of corporate debt securities) and assumed $4.35 billion of liabilities. </td> </tr> </table> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Separate account liabilities are supported by separate account assets, representing segregated contract holder funds under variable annuity and life insurance contracts. Separate account assets are included in “Cash and securities segregated for regulatory and other purposes.” </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Liabilities for future benefits and unpaid claims include liabilities arising from reinsurance provided by the firm to other insurers. The firm had a receivable of $1.35 billion and $1.26 billion as of June 2011 and December 2010, respectively, related to such reinsurance contracts, which is reported in “Receivables from customers and counterparties.” In addition, the firm has ceded risks to reinsurers related to certain of its liabilities for future benefits and unpaid claims and had a receivable of $722 million and $839 million as of June 2011 and December 2010, respectively, related to such reinsurance contracts, which is reported in “Receivables from customers and counterparties.” Contracts to cede risks to reinsurers do not relieve the firm of its obligations to contract holders. Liabilities for future benefits and unpaid claims include $6.64 billion and $2.05 billion carried at fair value under the fair value option as of June 2011 and December 2010, respectively. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Reserves for guaranteed minimum death and income benefits represent a liability for the expected value of guaranteed benefits in excess of projected annuity account balances. These reserves are based on total payments expected to be made less total fees expected to be assessed over the life of the contract. </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> </div>
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<gs:CommitmentsContingenciesAndGuaranteesTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note 18 - gs:CommitmentsContingenciesAndGuaranteesTextBlock--> <div style="margin-left: 0%"> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Note 18.  Commitments, Contingencies and Guarantees</font></b> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Commitments</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents the firm’s commitments. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="29%"> </td><!-- colindex=01 type=maindata --> <td width="4%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="4%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="4%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="4%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="4%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="5%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="4%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="4%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=07 type=lead --> <td width="4%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="1%"> </td><!-- colindex=08 type=gutter --> <td width="1%"> </td><!-- colindex=08 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="14" nowrap="nowrap" align="center" valign="bottom"> <b>Commitment Amount by Period<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="14" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>of Expiration as of June 2011</b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Total Commitments as of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Remainder<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2012-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2014-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2016-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of 2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2013</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2015</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Thereafter</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commitments to extend credit <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commercial lending: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> <font style="white-space: nowrap">Investment-grade</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$ 1,652</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,026</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,788</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,563</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$ 17,029</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ 12,330 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> <font style="white-space: nowrap">Non-investment-grade</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,711</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,369</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,972</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,943</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>15,995</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 11,919 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> William Street credit extension program </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,293</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>13,907</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,026</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,704</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>30,930</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 27,383 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Warehouse financing </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>63</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>269</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>332</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 265 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total commitments to extend credit </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,719</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>26,571</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>16,786</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>15,210</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>64,286</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 51,897 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Contingent and forward starting resale and securities borrowing agreements <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>71,177</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>71,177</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 46,886 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Forward starting repurchase and securities lending agreements <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>19,180</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>19,180</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 12,509 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Underwriting commitments </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>188</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>188</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 835 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Letters of credit <sup style="font-size: 85%; vertical-align: top">3</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,010</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>515</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>142</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,668</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,210 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Investment commitments </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,339</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,698</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>326</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>923</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,286</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 11,093 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>375</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>124</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>60</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>25</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>584</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 389 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total commitments</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$99,988</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>33,908</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>17,314</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>16,159</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$167,369</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$125,819</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="27" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Commitments to extend credit are presented net of amounts syndicated to third parties. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> These agreements generally settle within three business days. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Consists of commitments under letters of credit issued by various banks which the firm provides to counterparties in lieu of securities or cash to satisfy various collateral and margin deposit requirements. </td> </tr> </table> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Commitments to Extend Credit</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm’s commitments to extend credit are agreements to lend with fixed termination dates and depend on the satisfaction of all contractual conditions to borrowing. The total commitment amount does not necessarily reflect actual future cash flows because the firm may syndicate all or substantial portions of these commitments and commitments can expire unused or be reduced or cancelled at the counterparty’s request. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm generally accounts for commitments to extend credit at fair value. Losses, if any, are generally recorded, net of any fees in “Other principal transactions.” </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Commercial Lending.  </b>The firm’s commercial lending commitments are generally extended in connection with contingent acquisition financing and other types of corporate lending as well as commercial real estate financing. Commitments that are extended for contingent acquisition financing are often intended to be <font style="white-space: nowrap">short-term</font> in nature, as borrowers often seek to replace them with other funding sources. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>William Street Credit Extension Program.  <br /> </b>Substantially all of the commitments provided under the William Street credit extension program are to <font style="white-space: nowrap">investment-grade</font> corporate borrowers. Commitments under the program are principally extended by William Street Commitment Corporation (Commitment Corp.), a consolidated wholly-owned subsidiary of GS Bank USA, GS Bank USA, and other subsidiaries of GS Bank USA. Historically, commitments extended by Commitment Corp. were supported, in part, by funding raised by Funding Corp., another consolidated wholly-owned subsidiary of GS Bank USA. As of April 26, 2011, the funding raised by Funding Corp. had been repaid in its entirety. The commitments extended by Commitment Corp. that had been supported by this funding are now supported by funding from GS Bank USA. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The assets and liabilities of Commitment Corp.  are legally separated from other assets and liabilities of the firm. The assets of Commitment Corp. will not be available to its shareholders until the claims of its creditors have been paid. In addition, no affiliate of Commitment Corp., except in limited cases as expressly agreed in writing, is responsible for any obligation of Commitment Corp. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Sumitomo Mitsui Financial Group, Inc. (SMFG) provides the firm with credit loss protection that is generally limited to 95% of the first loss the firm realizes on approved loan commitments, up to a maximum of approximately $950 million, with respect to most of the William Street commitments. In addition, subject to the satisfaction of certain conditions, upon the firm’s request, SMFG will provide protection for 70% of additional losses on such commitments, up to a maximum of $1.13 billion, of which $300 million and $375 million of protection had been provided as of June 2011 and December 2010, respectively. The firm also uses other financial instruments to mitigate credit risks related to certain William Street commitments not covered by SMFG. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Warehouse Financing.  </b>The firm provides financing to clients who warehouse financial assets. These arrangements are secured by the warehoused assets, primarily consisting of residential and commercial mortgages. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Contingent and Forward Starting Resale and Securities Borrowing Agreements/Forward Starting Repurchase and Securities Lending Agreements</b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm enters into resale and securities borrowing agreements and repurchase and securities lending agreements that settle at a future date. The firm also enters into commitments to provide contingent financing to its clients through resale agreements. The firm’s funding of these commitments depends on the satisfaction of all contractual conditions to the resale agreement and these commitments can expire unused. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Investment Commitments</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm’s investment commitments consist of commitments to invest in private equity, real estate and other assets directly and through funds that the firm raises and manages. These commitments include $1.86 billion and $1.97 billion as of June 2011 and December 2010, respectively, related to real estate private investments and $8.43 billion and $9.12 billion as of June 2011 and December 2010, respectively, related to corporate and other private investments. Of these amounts, $9.48 billion and $10.10 billion as of June 2011 and December 2010, respectively, relate to commitments to invest in funds managed by the firm, which will be funded at market value on the date of investment. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Leases</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm has contractual obligations under <font style="white-space: nowrap">long-term</font> noncancelable lease agreements, principally for office space, expiring on various dates through 2069. Certain agreements are subject to periodic escalation provisions for increases in real estate taxes and other charges. The table below presents future minimum rental payments, net of minimum sublease rentals. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="79%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="1%"> </td><!-- colindex=03 type=gutter --> <td width="2%"> </td><!-- colindex=03 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="7" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>As of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June 2011</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="7" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Remainder of 2011 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>251</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2012 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>493</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2013 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>428</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2014 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>399</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2015 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>366</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2016 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>333</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2017-thereafter </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,437</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="7" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="7" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,707</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="7" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Operating leases include office space held in excess of current requirements. Rent expense relating to space held for growth is included in “Occupancy.” The firm records a liability, based on the fair value of the remaining lease rentals reduced by any potential or existing sublease rentals, for leases where the firm has ceased using the space and management has concluded that the firm will not derive any future economic benefits. Costs to terminate a lease before the end of its term are recognized and measured at fair value on termination. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Contingencies</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Legal Proceedings.  </b>See Note 27 for information on legal proceedings, including certain <font style="white-space: nowrap">mortgage-related</font> matters. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Certain <font style="white-space: nowrap">Mortgage-Related</font> Contingencies.  </b>There are multiple areas of focus by regulators, governmental agencies and others within the mortgage market that may impact originators, issuers, servicers and investors. There remains significant uncertainty surrounding the nature and extent of any potential exposure for participants in this market. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •  </td> <td align="left" style="text-align:justify"> <b>Representations and Warranties.  </b>The firm was not a significant originator of residential mortgage loans. The firm did purchase loans originated by others and generally received loan-level representations of the type described below from the originators. During the period 2005 through 2008, the firm sold approximately $10 billion of loans to government-sponsored enterprises and approximately $11 billion of loans to other third parties. In addition, the firm transferred loans to trusts and other mortgage securitization vehicles. As of June 2011, the outstanding balance of the loans transferred to trusts and other mortgage securitization vehicles during the period 2005 through 2008 was approximately $45 billion. This amount reflects paydowns and cumulative losses of approximately $80 billion ($16 billion of which are cumulative losses). A small number of these Goldman Sachs-issued securitizations with an outstanding principal balance of $683 million and total paydowns and cumulative losses of $1.38 billion ($440 million of which are cumulative losses) were structured with credit protection obtained from monoline insurers. In connection with both sales of loans and securitizations, the firm provided loan level representations of the type described below <font style="white-space: nowrap">and/or</font> assigned the loan level representations from the party from whom the firm purchased the loans. </td> </tr> </table> <div style="margin-top: 9pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 2%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <br /> The loan level representations made in connection with the sale or securitization of mortgage loans varied among transactions but were generally detailed representations applicable to each loan in the portfolio and addressed matters relating to the property, the borrower and the note. These representations generally included, but were not limited to, the following: (i) certain attributes of the borrower’s financial status; <font style="white-space: nowrap">(ii) loan-to-value</font> ratios, owner occupancy status and certain other characteristics of the property; (iii) the lien position; (iv) the fact that the loan was originated in compliance with law; and (v) completeness of the loan documentation. </div> <div style="margin-top: 9pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 2%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> To date, repurchase claims and actual repurchases of residential mortgage loans based upon alleged breaches of representations have not been significant and have mainly involved government-sponsored enterprises. During both the three and six months ended June 2011, the firm incurred an immaterial loss on the repurchase of less than $10 million of loans. As of June 2011, outstanding repurchase claims were not material. </div> <div style="margin-top: 9pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 2%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Ultimately, the firm’s exposure to claims for repurchase of residential mortgage loans based on alleged breaches of representations will depend on a number of factors including the following: (i) the extent to which these claims are actually made; (ii) the extent to which there are underlying breaches of representations that give rise to valid claims for repurchase; (iii) in the case of loans originated by others, the extent to which the firm could be held liable and, if it is, the firm’s ability to pursue and collect on any claims against the parties who made representations to the firm; (iv) macro-economic factors, including developments in the residential real estate market; and (v) legal and regulatory developments. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 2%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Based upon the large number of defaults in residential mortgages, including those sold or securitized by the firm, there is a potential for increasing claims for repurchases. However, the firm is not in a position to make a meaningful estimate of that exposure at this time. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •  </td> <td align="left" style="text-align:justify"> <b>Foreclosure and Other Mortgage Loan Servicing Practices and Procedures.</b> The firm has received a number of requests for information from regulators and other agencies, including state attorneys general and banking regulators, as part of an <font style="white-space: nowrap">industry-wide</font> focus on the practices of lenders and servicers in connection with foreclosure proceedings and other aspects of mortgage loan servicing practices and procedures. The requests seek information about the foreclosure and servicing protocols and activities of Litton, the firm’s residential mortgage servicing subsidiary, and any deviations therefrom. The firm is cooperating with the requests and is reviewing Litton’s practices in this area. These inquiries may result in the imposition of fines or other regulatory action. Litton temporarily suspended evictions and foreclosure and real estate owned sales in a number of states, including those with judicial foreclosure procedures in the third quarter of 2010. Litton resumed these activities beginning in the fourth quarter of 2010. As of June 2011, the firm is not aware of foreclosures where the underlying foreclosure decision was not warranted. As of June 2011, the value of the firm’s mortgage servicing rights was not material and any impact on their value would not be material to the firm. In connection with the pending sale of Litton, the firm agreed to provide certain representations and warranties, and specific indemnities related to Litton’s servicing and foreclosure practices prior to the close of the sale. </td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Guaranteed Minimum Death and Income Benefits.  </b>In connection with its insurance business, the firm is contingently liable to provide guaranteed minimum death and income benefits to certain contract holders and has established a reserve related to $6.19 billion and $6.11 billion of contract holder account balances as of June 2011 and December 2010, respectively, for such benefits. The weighted average attained age of these contract holders was 69 years for both June 2011 and December 2010. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The net amount at risk, representing guaranteed minimum death and income benefits in excess of contract holder account balances, was $1.29 billion and $1.60 billion as of June 2011 and December 2010, respectively. See Note 17 for further information about insurance liabilities. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Guarantees</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm enters into various derivatives that meet the definition of a guarantee under U.S. GAAP, including written equity and commodity put options, written currency contracts and interest rate caps, floors and swaptions. Disclosures about derivatives are not required if they may be cash settled and the firm has no basis to conclude it is probable that the counterparties held the underlying instruments at inception of the contract. The firm has concluded that these conditions have been met for certain large, internationally active commercial and investment bank counterparties and certain other counterparties. Accordingly, the firm has not included such contracts in the table below. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm, in its capacity as an agency lender, indemnifies most of its securities lending customers against losses incurred in the event that borrowers do not return securities and the collateral held is insufficient to cover the market value of the securities borrowed. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In the ordinary course of business, the firm provides other financial guarantees of the obligations of third parties (e.g., standby letters of credit and other guarantees to enable clients to complete transactions and fund-related guarantees). These guarantees represent obligations to make payments to beneficiaries if the guaranteed party fails to fulfill its obligation under a contractual arrangement with that beneficiary. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents certain information about derivatives that meet the definition of a guarantee and certain other guarantees. The maximum payout in the table below is based on the notional amount of the contract and therefore does not represent anticipated losses. See Note 7 for further information about credit derivatives that meet the definition of a guarantee which are not included below. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Because derivatives are accounted for at fair value, carrying value is considered the best indication of payment/performance risk for individual contracts. However, the carrying values below exclude the effect of a legal right of setoff that may exist under an enforceable netting agreement and the effect of netting of cash collateral posted under credit support agreements. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="39%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="6%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="5%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="4%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="4%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="4%"> </td><!-- colindex=06 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=06 type=lead --> <td width="5%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="4%"> </td><!-- colindex=07 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="1%"> </td><!-- colindex=08 type=gutter --> <td width="1%"> </td><!-- colindex=08 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="25" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of June 2011 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Carrying <br /> </b> </td> <td>   </td> <td>   </td> <td colspan="21" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Maximum Payout/Notional Amount by Period of Expiration</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Value of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Remainder<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2012-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2014-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2016-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net Liability</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of 2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2013</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2015</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Thereafter</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Derivatives <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,941</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$282,572</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>397,688</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>72,796</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$75,698</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>828,754</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities lending indemnifications <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>32,604</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>32,604</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other financial guarantees<sup style="font-size: 85%; vertical-align: top"> 3</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>30</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>249</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,251</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>490</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,188</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,178</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> These derivatives are risk managed together with derivatives that do not meet the definition of a guarantee, and therefore these amounts do not reflect the firm’s overall risk related to its derivative activities. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Collateral held by the lenders in connection with securities lending indemnifications was $33.58 billion as of June 2011. Because the contractual nature of these arrangements requires the firm to obtain collateral with a market value that exceeds the value of the securities lent to the borrower, there is minimal performance risk associated with these guarantees. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Other financial guarantees excludes certain commitments to issue standby letters of credit that are included in “Commitments to extend credit.” See table in “Commitments” above for a summary of the firm’s commitments. </td> </tr> </table> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> As of December 2010, the carrying value of the net liability related to derivative guarantees and other financial guarantees was $8.26 billion and $28 million, respectively. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Guarantees of Securities Issued by Trusts.  </b>The firm has established trusts, including Goldman Sachs Capital I, II and III, and other entities for the limited purpose of issuing securities to third parties, lending the proceeds to the firm and entering into contractual arrangements with the firm and third parties related to this purpose. The firm does not consolidate these entities. See Note 16 for further information about the transactions involving Goldman Sachs Capital I, II and III. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm effectively provides for the full and unconditional guarantee of the securities issued by these entities. Timely payment by the firm of amounts due to these entities under the borrowing, preferred stock and related contractual arrangements will be sufficient to cover payments due on the securities issued by these entities. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Management believes that it is unlikely that any circumstances will occur, such as nonperformance on the part of paying agents or other service providers, that would make it necessary for the firm to make payments related to these entities other than those required under the terms of the borrowing, preferred stock and related contractual arrangements and in connection with certain expenses incurred by these entities. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Indemnities and Guarantees of Service Providers.  </b>In the ordinary course of business, the firm indemnifies and guarantees certain service providers, such as clearing and custody agents, trustees and administrators, against specified potential losses in connection with their acting as an agent of, or providing services to, the firm or its affiliates. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm also indemnifies some clients against potential losses incurred in the event specified <font style="white-space: nowrap">third-party</font> service providers, including <font style="white-space: nowrap">sub-custodians</font> and <font style="white-space: nowrap">third-party</font> brokers, improperly execute transactions. In addition, the firm is a member of payment, clearing and settlement networks as well as securities exchanges around the world that may require the firm to meet the obligations of such networks and exchanges in the event of member defaults. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In connection with its prime brokerage and clearing businesses, the firm agrees to clear and settle on behalf of its clients the transactions entered into by them with other brokerage firms. The firm’s obligations in respect of such transactions are secured by the assets in the client’s account as well as any proceeds received from the transactions cleared and settled by the firm on behalf of the client. In connection with joint venture investments, the firm may issue loan guarantees under which it may be liable in the event of fraud, misappropriation, environmental liabilities and certain other matters involving the borrower. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm is unable to develop an estimate of the maximum payout under these guarantees and indemnifications. However, management believes that it is unlikely the firm will have to make any material payments under these arrangements, and no material liabilities related to these guarantees and indemnifications have been recognized in the condensed consolidated statements of financial condition as of June 2011 and December 2010. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Other Representations, Warranties and Indemnifications.  </b>The firm provides representations and warranties to counterparties in connection with a variety of commercial transactions and occasionally indemnifies them against potential losses caused by the breach of those representations and warranties. The firm may also provide indemnifications protecting against changes in or adverse application of certain U.S. tax laws in connection with ordinary-course transactions such as securities issuances, borrowings or derivatives. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In addition, the firm may provide indemnifications to some counterparties to protect them in the event additional taxes are owed or payments are withheld, due either to a change in or an adverse application of certain <font style="white-space: nowrap">non-U.S. tax</font> laws. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> These indemnifications generally are standard contractual terms and are entered into in the ordinary course of business. Generally, there are no stated or notional amounts included in these indemnifications, and the contingencies triggering the obligation to indemnify are not expected to occur. The firm is unable to develop an estimate of the maximum payout under these guarantees and indemnifications. However, management believes that it is unlikely the firm will have to make any material payments under these arrangements, and no material liabilities related to these arrangements have been recognized in the condensed consolidated statements of financial condition as of June 2011 and December 2010. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Guarantees of Subsidiaries.  </b>Group Inc. fully and unconditionally guarantees the securities issued by GS Finance Corp., a wholly-owned finance subsidiary of the firm. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Group Inc. has guaranteed the payment obligations of Goldman, Sachs & Co. (GS&Co.), GS Bank USA, GS Bank Europe and Goldman Sachs Execution & Clearing, L.P. (GSEC), subject to certain exceptions. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In November 2008, the firm contributed subsidiaries into GS Bank USA, and Group Inc. agreed to guarantee certain losses, including <font style="white-space: nowrap">credit-related</font> losses, relating to assets held by the contributed entities. In connection with this guarantee, Group Inc. also agreed to pledge to GS Bank USA certain collateral, including interests in subsidiaries and other illiquid assets. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In addition, Group Inc. guarantees many of the obligations of its other consolidated subsidiaries on a <font style="white-space: nowrap">transaction-by-transaction</font> basis, as negotiated with counterparties. Group Inc. is unable to develop an estimate of the maximum payout under its subsidiary guarantees; however, because these guaranteed obligations are also obligations of consolidated subsidiaries included in the table above, Group Inc.’s liabilities as guarantor are not separately disclosed. </div> </div>
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<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note 19 - gs:ShareholdersEquityTextBlock--> <div style="margin-left: 0%"> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Note 19.  Shareholders’ Equity</font></b> </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Common Equity</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> On July 18, 2011, Group Inc. declared a dividend of $0.35 per common share to be paid on September 29, 2011 to common shareholders of record on September 1, 2011. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm’s share repurchase program is intended to help maintain the appropriate level of common equity and to substantially offset increases in share count over time resulting from employee <font style="white-space: nowrap">share-based</font> compensation. The repurchase program is effected primarily through regular <font style="white-space: nowrap">open-market</font> purchases, the amounts and timing of which are determined primarily by the firm’s current and projected capital positions (i.e., comparisons of the firm’s desired level and composition of capital to its actual level and composition of capital) and the issuance of shares resulting from employee <font style="white-space: nowrap">share-based</font> compensation, but which may also be influenced by general market conditions and the prevailing price and trading volumes of the firm’s common stock. Any repurchase of the firm’s common stock requires approval by the Board of Governors of the Federal Reserve System (Federal Reserve Board). </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> During the three and six months ended June 2011, the firm repurchased 10.8 million and 19.8 million shares of its common stock at an average cost per share of $139.20 and $150.14, for a total cost of $1.50 billion and $2.97 billion, respectively, under the share repurchase program. In addition, pursuant to the terms of certain <font style="white-space: nowrap">share-based</font> compensation plans, employees may remit shares to the firm or the firm may cancel RSUs to satisfy minimum statutory employee tax withholding requirements. Under these plans, during the six months ended June 2011, employees remitted 75,378 shares with a total value of $12 million and the firm cancelled 11.0 million of RSUs with a total value of $1.78 billion. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Preferred Equity</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents perpetual preferred stock issued and outstanding. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="1%"> </td><!-- colindex=01 type=maindata --> <td width="4%"> </td><!-- colindex=02 type=gutter --> <td width="3%"> </td><!-- colindex=02 type=maindata --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=03 type=lead --> <td width="4%" align="right"> </td><!-- colindex=03 type=body --> <td width="4%"> </td><!-- colindex=04 type=gutter --> <td width="4%" align="right"> </td><!-- colindex=04 type=lead --> <td width="5%" align="right"> </td><!-- colindex=04 type=body --> <td width="4%"> </td><!-- colindex=05 type=gutter --> <td width="21%"> </td><!-- colindex=05 type=maindata --> <td width="4%"> </td><!-- colindex=06 type=gutter --> <td width="12%"> </td><!-- colindex=06 type=maindata --> <td width="4%"> </td><!-- colindex=07 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="1%"> </td><!-- colindex=08 type=gutter --> <td width="1%"> </td><!-- colindex=08 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Redemption <br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>Shares<br /> </b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Shares<br /> </b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Shares<br /> </b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>Earliest<br /> </b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Value<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <b>Series</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>Authorized</b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Issued</b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Outstanding</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>Dividend Rate</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>Redemption Date</b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <i>(in millions)</i> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="center" valign="top"> <div style="text-indent: -8pt; margin-left: 8pt"> A </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top"> 50,000 </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top">   </td> <td nowrap="nowrap" align="right" valign="top"> 30,000 </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top">   </td> <td nowrap="nowrap" align="right" valign="top"> 29,999 </td> <td>   </td> <td align="right" valign="top"> 3 month LIBOR + 0.75%,<br /> with floor of 3.75% per annum </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top"> April 25, 2010 </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top"> $ </td> <td nowrap="nowrap" align="right" valign="top"> 750 </td> <td nowrap="nowrap" align="left" valign="top">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="line-height: 5pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="center" valign="top"> <div style="text-indent: -8pt; margin-left: 8pt"> B </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top"> 50,000 </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top">   </td> <td nowrap="nowrap" align="right" valign="top"> 32,000 </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top">   </td> <td nowrap="nowrap" align="right" valign="top"> 32,000 </td> <td>   </td> <td align="right" valign="top"> 6.20% per annum </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top"> October 31, 2010 </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top">   </td> <td nowrap="nowrap" align="right" valign="top"> 800 </td> <td nowrap="nowrap" align="left" valign="top">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="line-height: 5pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="center" valign="top"> <div style="text-indent: -8pt; margin-left: 8pt"> C </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top"> 25,000 </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top">   </td> <td nowrap="nowrap" align="right" valign="top"> 8,000 </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top">   </td> <td nowrap="nowrap" align="right" valign="top"> 8,000 </td> <td>   </td> <td align="right" valign="top"> 3 month LIBOR + 0.75%,<br /> with floor of 4.00% per annum </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top"> October 31, 2010 </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top">   </td> <td nowrap="nowrap" align="right" valign="top"> 200 </td> <td nowrap="nowrap" align="left" valign="top">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="line-height: 5pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="center" valign="top"> <div style="text-indent: -8pt; margin-left: 8pt"> D </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top"> 60,000 </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top">   </td> <td nowrap="nowrap" align="right" valign="top"> 54,000 </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top">   </td> <td nowrap="nowrap" align="right" valign="top"> 53,999 </td> <td>   </td> <td align="right" valign="top"> 3 month LIBOR + 0.67%,<br /> with floor of 4.00% per annum </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top"> May 24, 2011 </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top">   </td> <td nowrap="nowrap" align="right" valign="top"> 1,350 </td> <td nowrap="nowrap" align="left" valign="top">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" align="center" valign="top">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="center" valign="top">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top"> <b>185,000</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top">   </td> <td nowrap="nowrap" align="right" valign="top"> <b>124,000</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top">   </td> <td nowrap="nowrap" align="right" valign="top"> <b>123,998</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="top"> <b>3,100</b> </td> <td nowrap="nowrap" align="left" valign="top">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" align="center" valign="top"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Each share of <font style="white-space: nowrap">non-cumulative</font> Series A Preferred Stock, Series B Preferred Stock, Series C Preferred Stock and Series D Preferred Stock issued and outstanding has a par value of $0.01, has a liquidation preference of $25,000, is represented by 1,000 depositary shares and is redeemable at the firm’s option, subject to the approval of the Federal Reserve Board, at a redemption price equal to $25,000 plus declared and unpaid dividends. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> All series of preferred stock are pari passu and have a preference over the firm’s common stock on liquidation. Dividends on each series of preferred stock, if declared, are payable quarterly in arrears. The firm’s ability to declare or pay dividends on, or purchase, redeem or otherwise acquire, its common stock is subject to certain restrictions in the event that the firm fails to pay or set aside full dividends on the preferred stock for the latest completed dividend period. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In 2007, the Board of Directors of Group Inc. (Board) authorized 17,500.1 shares of Series E Preferred Stock, and 5,000.1 shares of Series F Preferred Stock, in connection with the APEX Trusts. See Note 16 for further information. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Under the stock purchase contracts with the APEX Trusts, Group Inc. will issue on the relevant stock purchase dates (on or before June 1, 2013 and September 1, 2013 for Series E and Series F Preferred Stock, respectively) one share of Series E and Series F Preferred Stock to Goldman Sachs Capital II and III, respectively, for each $100,000 principal amount of subordinated debt held by these trusts. When issued, each share of Series E and Series F Preferred Stock will have a par value of $0.01 and a liquidation preference of $100,000 per share. </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Dividends on Series E Preferred Stock, if declared, will be payable <font style="white-space: nowrap">semi-annually</font> at a fixed annual rate of 5.79% if the stock is issued prior to June 1, 2012 and quarterly thereafter, at a rate per annum equal to the greater of <font style="white-space: nowrap">(i) three-month</font> LIBOR plus 0.77% and (ii) 4.00%. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Dividends on Series F Preferred Stock, if declared, will be payable quarterly at a rate per annum equal to <font style="white-space: nowrap">three-month</font> LIBOR plus 0.77% if the stock is issued prior to September 1, 2012 and quarterly thereafter, at a rate per annum equal to the greater of <font style="white-space: nowrap">(i) three-month</font> LIBOR plus 0.77% and (ii) 4.00%. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The preferred stock may be redeemed at the option of the firm on the stock purchase dates or any day thereafter, subject to approval from the Federal Reserve Board and certain covenant restrictions governing the firm’s ability to redeem or purchase the preferred stock without issuing common stock or other instruments with <font style="white-space: nowrap">equity-like</font> characteristics. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In March 2011, the firm provided notice to Berkshire Hathaway Inc. and certain of its subsidiaries (collectively, Berkshire Hathaway) that it would redeem in full the 50,000 shares of the firm’s 10% Cumulative Perpetual Preferred Stock, Series G (Series G Preferred Stock) held by Berkshire Hathaway for the stated redemption price of $5.50 billion ($110,000 per share), plus accrued and unpaid dividends. In connection with this notice, the firm recognized a preferred dividend of $1.64 billion (calculated as the difference between the carrying value and redemption value of the preferred stock), which was recorded as a reduction to the firm’s first quarter earnings applicable to common shareholders and common shareholders’ equity. The redemption also resulted in the acceleration of $24 million of preferred dividends related to the period from April 1, 2011 to the redemption date, which was included in the firm’s results during the three months ended March 2011. The Series G Preferred Stock was redeemed on April 18, 2011. Berkshire Hathaway continues to hold a five-year warrant, issued in October 2008, to purchase up to 43.5 million shares of common stock at an exercise price of $115.00 per share. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents preferred dividends declared on preferred stock. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="14%"> </td><!-- colindex=01 type=maindata --> <td width="4%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="3%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="6%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="6%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="6%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="6%"> </td><!-- colindex=07 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="6%"> </td><!-- colindex=08 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=08 type=lead --> <td width="1%" align="right"> </td><!-- colindex=08 type=body --> <td width="1%" align="left"> </td><!-- colindex=08 type=hang1 --> <td width="6%"> </td><!-- colindex=09 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=09 type=lead --> <td width="1%" align="right"> </td><!-- colindex=09 type=body --> <td width="1%" align="left"> </td><!-- colindex=09 type=hang1 --> <td width="1%"> </td><!-- colindex=10 type=gutter --> <td width="1%"> </td><!-- colindex=10 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="14" nowrap="nowrap" align="center" valign="bottom"> <b>Three Months <br /> </b> </td> <td>   </td> <td>   </td> <td colspan="17" nowrap="nowrap" align="center" valign="bottom"> <b>Six Months <br /> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="14" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June </b> </td> <td>   </td> <td>   </td> <td colspan="17" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>2010</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <i>per share</i> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <i>per share</i> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <i>per share</i> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <i>per share</i> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Series A </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>231.77</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 231.77 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 7 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>471.35</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>14</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 471.35 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 14 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Series B </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>387.50</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>13</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 387.50 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 13 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>775.00</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>25</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 775.00 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 25 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Series C </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>247.22</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 247.22 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>502.78</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 502.78 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Series D </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>247.22</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>13</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 247.22 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 13 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>502.78</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>27</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 502.78 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 27 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Series G </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,500.00 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 125 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,500.00</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>125</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,000.00 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 250 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>35</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>160</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>195</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>320</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="35" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.  </td> <td align="left" style="text-align:justify"> Excludes preferred dividends related to the redemption of the firm’s Series G Preferred Stock. </td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Accumulated Other Comprehensive Income/(Loss)</b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents accumulated other comprehensive income/(loss) by type. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="85%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="1%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currency translation adjustment, net of tax </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(205</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (170 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Pension and postretirement liability adjustments, net of tax </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(226</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (229 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Net unrealized gains on <font style="white-space: nowrap">available-for-sale</font> securities, net of tax <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>84</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 113 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total accumulated other comprehensive loss, net of tax</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(347</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(286</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="11" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.  </td> <td align="left" style="text-align:justify"> Substantially all consists of net unrealized gains on <font style="white-space: nowrap">available-for-sale</font> securities held by the firm’s insurance subsidiaries as of both June 2011 and December 2010. </td> </tr> </table> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> </div>
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<gs:RegulationAndCapitalAdequacyTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note 20 - gs:RegulationAndCapitalAdequacyTextBlock--> <div style="margin-left: 0%"> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Note 20.  Regulation and Capital Adequacy</font></b> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The Federal Reserve Board is the primary regulator of Group Inc., a bank holding company and a financial holding company under the U.S. Bank Holding Company Act of 1956. As a bank holding company, the firm is subject to consolidated regulatory capital requirements that are computed in accordance with the Federal Reserve Board’s capital adequacy regulations currently applicable to bank holding companies (Basel 1). These capital requirements, which are based on the Capital Accord of the Basel Committee on Banking Supervision (Basel Committee), are expressed as capital ratios that compare measures of capital to <font style="white-space: nowrap">risk-weighted</font> assets (RWAs). The firm’s bank depository institution subsidiaries, including GS Bank USA, are subject to similar capital requirements. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Under the Federal Reserve Board’s capital adequacy requirements and the regulatory framework for prompt corrective action that is applicable to GS Bank USA, the firm and its bank depository institution subsidiaries must meet specific capital requirements that involve quantitative measures of assets, liabilities and certain <font style="white-space: nowrap">off-balance-sheet</font> items as calculated under regulatory reporting practices. The firm and its bank depository institution subsidiaries’ capital amounts, as well as GS Bank USA’s prompt corrective action classification, are also subject to qualitative judgments by the regulators about components, risk weightings and other factors. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Many of the firm’s subsidiaries, including GS&Co. and the firm’s other <font style="white-space: nowrap">broker-dealer</font> subsidiaries, are subject to separate regulation and capital requirements as described below. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Group Inc.</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Federal Reserve Board regulations require bank holding companies to maintain a minimum Tier 1 capital ratio of 4% and a minimum total capital ratio of 8%. The required minimum Tier 1 capital ratio and total capital ratio in order to be considered a “well-capitalized” bank holding company under the Federal Reserve Board guidelines are 6% and 10%, respectively. Bank holding companies may be expected to maintain ratios well above the minimum levels, depending on their particular condition, risk profile and growth plans. The minimum Tier 1 leverage ratio is 3% for bank holding companies that have received the highest supervisory rating under Federal Reserve Board guidelines or that have implemented the Federal Reserve Board’s <font style="white-space: nowrap">risk-based</font> capital measure for market risk. Other bank holding companies must have a minimum Tier 1 leverage ratio of 4%. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents information regarding Group Inc.’s regulatory capital ratios. </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="62%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="11%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>$ in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Tier 1 capital </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>66,365</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 71,233 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Tier 2 capital </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>13,811</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 13,660 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total capital </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>80,176</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 84,893 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Risk-weighted assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>451,010</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 444,290 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Tier 1 capital ratio </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>14.7%</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 16.0% </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total capital ratio </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>17.8%</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 19.1% </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Tier 1 leverage ratio </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7.3%</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 8.0% </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> RWAs under the Federal Reserve Board’s <font style="white-space: nowrap">risk-based</font> capital guidelines are calculated based on the amount of market risk and credit risk. RWAs for market risk are determined by reference to the firm’s <font style="white-space: nowrap">Value-at-Risk</font> (VaR) models, supplemented by other measures to capture risks not reflected in VaR models. Credit risk for on-balance sheet assets is based on the balance sheet value. For off-balance sheet exposures, including OTC derivatives and commitments, a credit equivalent amount is calculated based on the notional amount of each trade. All such assets and amounts are then assigned a risk weight depending on, among other things, whether the counterparty is a sovereign, bank or qualifying securities firm or other entity (or if collateral is held, depending on the nature of the collateral). </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Tier 1 leverage ratio is defined as Tier 1 capital under Basel 1 divided by average adjusted total assets (which includes adjustments for disallowed goodwill and intangible assets, and the carrying value of equity investments in <font style="white-space: nowrap">non-financial</font> companies that are subject to deductions from Tier 1 capital). </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Regulatory Reform</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm is currently working to implement the requirements set out in the Federal Reserve Board’s Capital Adequacy Guidelines for Bank Holding Companies: Internal-Ratings-Based and Advanced Measurement Approaches, which are based on the advanced approaches under the Revised Framework for the International Convergence of Capital Measurement and Capital Standards issued by the Basel Committee as applicable to Group Inc. as a bank holding company (Basel 2). U.S. banking regulators have incorporated the Basel 2 framework into the existing <font style="white-space: nowrap">risk-based</font> capital requirements by requiring that internationally active banking organizations, such as Group Inc., adopt Basel 2 following the successful completion of a parallel run. As required by the Dodd-Frank Wall Street Reform and Consumer Protection Act (Dodd-Frank Act), U.S. banking regulators have adopted a rule which requires large banking organizations, upon adoption of Basel 2, to continue to calculate <font style="white-space: nowrap">risk-based</font> capital ratios under both Basel 1 and Basel 2. For each of the Tier 1 and Total capital ratios, the lower of the ratios calculated will be used to determine whether the bank meets its minimum <font style="white-space: nowrap">risk-based</font> capital requirements. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In addition, the Basel Committee has undertaken a program of substantial revisions to its capital guidelines. In particular, the changes in the “Basel 2.5” guidelines will result in increased capital requirements for market risk; additionally, the Basel 3 guidelines issued by the Basel Committee in December 2010 revise the definition of Tier 1 capital, introduce Tier 1 common equity as a regulatory metric, set new minimum capital ratios (including a new “capital conservation buffer,” which must be composed exclusively of Tier 1 common equity and will be in addition to the other capital ratios), introduce a Tier 1 leverage ratio within international guidelines for the first time, and make substantial revisions to the computation of <font style="white-space: nowrap">risk-weighted</font> assets for credit exposures. Implementation of the new requirements is expected to take place over the next several years. Although the U.S. federal banking agencies have now issued proposed rules that are intended to implement certain aspects of the Basel 2.5 guidelines, they have not yet addressed all aspects of those guidelines or the Basel 3 changes. In addition, both the Basel Committee and <br /> U.S. banking regulators implementing the Dodd-Frank Act have indicated that they will impose more stringent capital standards on systemically important financial institutions. The Basel Committee has proposed a methodology to assess the global systemic importance of a bank and the range of loss absorbing capital that a bank that is deemed systemically important should maintain. Because this proposal has not yet been adopted by the Basel Committee, the assessment criteria have not yet been finalized; nevertheless, it is probable that they will apply to the firm. Therefore, the regulations ultimately applicable to the firm may be substantially different from those that have been published to date. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The Dodd-Frank Act will subject the firm at a firmwide level to the same leverage and <font style="white-space: nowrap">risk-based</font> capital requirements that apply to depository institutions and directs banking regulators to impose additional capital requirements as disclosed above. The Federal Reserve Board will be required to begin implementing the new leverage and <font style="white-space: nowrap">risk-based</font> capital regulation by January 2012. As a consequence of these changes, Tier 1 capital treatment for the firm’s junior subordinated debt issued to trusts will be phased out over a three-year period beginning on January 1, 2013. The interaction between the Dodd-Frank Act and the Basel Committee’s proposed changes adds further uncertainty to the firm’s future capital requirements. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> A number of other governmental entities and regulators, including the U.S. Treasury, the European Union (EU) and the U.K.’s Financial Services Authority (FSA), have also proposed or announced changes which will result in increased capital requirements for financial institutions. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> As a consequence of these developments, the firm expects minimum capital ratios required to be maintained under Federal Reserve Board regulations will be increased and changes in the prescribed calculation methodology are expected to result in higher RWAs and lower capital ratios than those currently computed. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The capital requirements of several of the firm’s subsidiaries will also be impacted in the future by the various proposals from the Basel Committee, the Dodd-Frank Act, and other governmental entities and regulators. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Bank Subsidiaries</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> GS Bank USA, an FDIC-insured, New York State-chartered bank and a member of the Federal Reserve System and the FDIC, is regulated by the Federal Reserve Board and the New York State Banking Department and is subject to minimum capital requirements (described further below) that are calculated in a manner similar to those applicable to bank holding companies. GS Bank USA computes its capital ratios in accordance with the regulatory capital guidelines currently applicable to state member banks, which are based on Basel 1 as implemented by the Federal Reserve Board, for purposes of assessing the adequacy of its capital. In order to be considered a “well-capitalized” depository institution under the Federal Reserve Board guidelines, GS Bank USA must maintain a Tier 1 capital ratio of at least 6%, a total capital ratio of at least 10% and a Tier 1 leverage ratio of at least 5%. In November 2008, the firm contributed subsidiaries into GS Bank USA. In connection with this contribution, GS Bank USA agreed with the Federal Reserve Board to minimum capital ratios in excess of these “well-capitalized” levels. Accordingly, for a period of time, GS Bank USA is expected to maintain a Tier 1 capital ratio of at least 8%, a total capital ratio of at least 11% and a Tier 1 leverage ratio of at least 6%. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents information regarding GS Bank USA’s regulatory capital ratios under Basel 1 as implemented by the Federal Reserve Board. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="66%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Tier 1 capital ratio </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>19.1%</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 18.8% </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total capital ratio </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>20.1%</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 23.9% </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Tier 1 leverage ratio </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>21.5%</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 19.5% </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.  </td> <td align="left" style="text-align:justify"> The decrease from December 2010 to June 2011 is primarily related to GS Bank USA’s repayment of $4.00 billion of subordinated debt to Group Inc. and $1.00 billion dividend to Group Inc. in the first quarter of 2011. </td> </tr> </table> <div style="margin-top: 14pt; font-size: 1pt">  </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> GS Bank USA is currently working to implement the Basel 2 framework. Similar to the firm’s requirement as a bank holding company, GS Bank USA is required to adopt Basel 2 following the successful completion of a parallel run. In addition, the capital requirements for GS Bank USA are expected to be impacted by changes to the Basel Committee’s capital guidelines and by the Dodd-Frank Act, as outlined above. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The deposits of GS Bank USA are insured by the FDIC to the extent provided by law. The Federal Reserve Board requires depository institutions to maintain cash reserves with a Federal Reserve Bank. The amount deposited by the firm’s depository institution subsidiaries held at the Federal Reserve Bank was approximately $31.77 billion and $28.12 billion as of June 2011 and December 2010, respectively, which exceeded required reserve amounts by $31.19 billion and $27.45 billion as of June 2011 and December 2010, respectively. GS Bank Europe, a wholly-owned credit institution, is regulated by the Central Bank of Ireland and is subject to minimum capital requirements. As of June 2011 and December 2010, GS Bank USA and GS Bank Europe were both in compliance with all regulatory capital requirements. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Transactions between GS Bank USA and its subsidiaries and Group Inc. and its subsidiaries and affiliates (other than, generally, subsidiaries of GS Bank USA) are regulated by the Federal Reserve Board. These regulations generally limit the types and amounts of transactions (including loans to and borrowings from GS Bank USA) that may take place and generally require those transactions to be on an arm’s-length basis. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica"><font style="white-space: nowrap">Broker-Dealer</font> Subsidiaries</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm’s U.S. regulated <font style="white-space: nowrap">broker-dealer</font> subsidiaries include GS&Co. and GSEC. GS&Co. and GSEC are registered <font style="white-space: nowrap">U.S. broker-dealers</font> and futures commission merchants, and are subject to regulatory capital requirements, including those imposed by the SEC, the U.S. Commodity Futures Trading Commission (CFTC), Chicago Mercantile Exchange, the Financial Industry Regulatory Authority, Inc. (FINRA) and the National Futures Association. <font style="white-space: nowrap">Rule 15c3-1</font> of the SEC and Rule 1.17 of the CFTC specify uniform minimum net capital requirements, as defined, for their registrants, and also effectively require that a significant part of the registrants’ assets be kept in relatively liquid form. GS&Co. and GSEC have elected to compute their minimum capital requirements in accordance with the “Alternative Net Capital Requirement” as permitted by <font style="white-space: nowrap">Rule 15c3-1.</font> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> As of June 2011, GS&Co. had regulatory net capital, as defined by <font style="white-space: nowrap">Rule 15c3-1,</font> of $11.51 billion, which exceeded the amount required by $9.61 billion. As of June 2011, GSEC had regulatory net capital, as defined by <font style="white-space: nowrap">Rule 15c3-1,</font> of $1.68 billion, which exceeded the amount required by $1.55 billion. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In addition to its alternative minimum net capital requirements, GS&Co. is also required to hold tentative net capital in excess of $1 billion and net capital in excess of $500 million in accordance with the market and credit risk standards of Appendix E of <font style="white-space: nowrap">Rule 15c3-1.</font> GS&Co. is also required to notify the SEC in the event that its tentative net capital is less than $5 billion. As of June 2011 and December 2010, GS&Co. had tentative net capital and net capital in excess of both the minimum and the notification requirements. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Insurance Subsidiaries</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm has U.S. insurance subsidiaries that are subject to state insurance regulation and oversight in the states in which they are domiciled and in the other states in which they are licensed. In addition, certain of the firm’s insurance subsidiaries outside of the U.S. are regulated by the FSA and certain are regulated by the Bermuda Monetary Authority. The firm’s insurance subsidiaries were in compliance with all regulatory capital requirements as of June 2011 and December 2010. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Other <font style="white-space: nowrap">Non-U.S. Regulated</font> Subsidiaries</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm’s principal <font style="white-space: nowrap">non-U.S. regulated</font> subsidiaries include Goldman Sachs International (GSI) and Goldman Sachs Japan Co., Ltd. (GSJCL). GSI, the firm’s regulated U.K. <font style="white-space: nowrap">broker-dealer,</font> is subject to the capital requirements of the FSA. GSJCL, the firm’s regulated Japanese <font style="white-space: nowrap">broker-dealer,</font> is subject to the capital requirements imposed by Japan’s Financial Services Agency. As of June 2011 and December 2010, GSI and GSJCL were in compliance with their local capital adequacy requirements. Certain other <font style="white-space: nowrap">non-U.S. subsidiaries</font> of the firm are also subject to capital adequacy requirements promulgated by authorities of the countries in which they operate. As of June 2011 and December 2010, these subsidiaries were in compliance with their local capital adequacy requirements. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Restrictions on Payments</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The regulatory requirements referred to above restrict Group Inc.’s ability to withdraw capital from its regulated subsidiaries. As of June 2011 and December 2010, approximately $24.85 billion and $24.70 billion, respectively, of net assets of regulated subsidiaries were restricted as to the payment of dividends to Group Inc. In addition to limitations on the payment of dividends imposed by federal and state laws, the Federal Reserve Board, the FDIC and the New York State Banking Department have authority to prohibit or to limit the payment of dividends by the banking organizations they supervise (including GS Bank USA) if, in the relevant regulator’s opinion, payment of a dividend would constitute an unsafe or unsound practice in the light of the financial condition of the banking organization. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> </div>
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<us-gaap:EarningsPerShareTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note 21 - us-gaap:EarningsPerShareTextBlock--> <div style="margin-left: 0%"> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Note 21.  Earnings Per Common Share</font></b> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Basic earnings per common share (EPS) is calculated by dividing net earnings applicable to common shareholders by the weighted average number of common shares outstanding. Common shares outstanding includes common stock and RSUs for which no future service is required as a condition to the delivery of the underlying common stock. Diluted EPS includes the determinants of basic EPS and, in addition reflects the dilutive effect of the common stock deliverable for stock warrants and options and for RSUs for which future service is required as a condition to the delivery of the underlying common stock. The firm treats unvested <font style="white-space: nowrap">share-based</font> payment awards that have <font style="white-space: nowrap">non-forfeitable</font> rights to dividends or dividend equivalents as a separate class of securities in calculating EPS. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents the computations of basic and diluted EPS. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="79%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Three Months<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom"> <b>Six Months <br /> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions, except per share amounts</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Numerator for basic and diluted EPS — net earnings applicable to common shareholders</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,052</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>453</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,960</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,749</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Denominator for basic EPS — weighted average number of common shares </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>531.9</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 539.8 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>536.2</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 542.9 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Effect of dilutive securities: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> RSUs </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>14.3</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 14.2 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>13.4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 13.2 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Stock options and warrants </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>23.3</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 26.4 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>26.8</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 29.1 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Dilutive potential common shares </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>37.6</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 40.6 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>40.2</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 42.3 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Denominator for diluted EPS — weighted average number of common shares and dilutive potential common shares</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>569.5</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>580.4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>576.4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>585.2</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Basic EPS </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1.96</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 0.82 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3.62</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 6.87 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Diluted EPS </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1.85</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 0.78 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3.40</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6.41 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In the table above, unvested <font style="white-space: nowrap">share-based</font> payment awards that have <font style="white-space: nowrap">non-forfeitable</font> rights to dividends or dividend equivalents are treated as a separate class of securities in calculating EPS. The impact of applying this methodology was a reduction to basic EPS of $0.02 for both the three months ended June 2011 and June 2010, and $0.04 for both the six months ended June 2011 and June 2010. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The diluted EPS computations in the table above do not include the antidilutive effect as follows: </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="77%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="3%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="3%"> </td><!-- colindex=05 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Three Months<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom"> <b>Six Months <br /> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Number of antidilutive RSUs and common shares underlying antidilutive stock options and warrants </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6.5</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6.1 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6.3</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6.0 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> </div>
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<gs:TransactionsWithAffiliatedFundsTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note 22 - gs:TransactionsWithAffiliatedFundsTextBlock--> <div style="margin-left: 0%"> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Note 22.  Transactions with Affiliated Funds</font></b> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm has formed numerous nonconsolidated investment funds with <font style="white-space: nowrap">third-party</font> investors. The firm generally acts as the investment manager for these funds and, as such, is entitled to receive management fees and, in certain cases, advisory fees or incentive fees from these funds. Additionally, the firm invests alongside the <font style="white-space: nowrap">third-party</font> investors in certain funds. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The tables below present fees earned from affiliated funds, fees receivable from affiliated funds and the aggregate carrying value of the firm’s interests in affiliated funds. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="55%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="4%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="3%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="4%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="5%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="5%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="5%"> </td><!-- colindex=05 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=05 type=lead --> <td width="5%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="2%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Three Months<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom"> <b>Six Months<br /> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Fees earned from affiliated funds </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>664</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 597 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,516</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,150 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="64%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="9%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Fees receivable from funds </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>698</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 886 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Aggregate carrying value of interests in funds </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>15,071</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 14,773 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm has provided voluntary financial support to certain of its funds that have experienced significant reductions in capital and liquidity or had limited access to the debt markets during the financial crisis. As of June 2011 and December 2010, the firm had exposure to these funds in the form of loans and guarantees of $297 million and $253 million, respectively, primarily related to certain real estate funds. In addition, as of December 2010, the firm had outstanding commitments to extend credit to these funds of $160 million. No such commitments were outstanding as of June 2011. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm may provide additional voluntary financial support to these funds if they were to experience significant financial distress; however, such amounts are not expected to be material to the firm. In the ordinary course of business, the firm may also engage in other activities with these funds, including, among others, securities lending, trade execution, market making, custody, and acquisition and bridge financing. See Note 18 for the firm’s investment commitments related to these funds. </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> </div>
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<us-gaap:InterestIncomeAndInterestExpenseDisclosureTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note 23 - us-gaap:InterestIncomeAndInterestExpenseDisclosureTextBlock--> <div style="margin-left: 0%"> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Note 23.  Interest Income and Interest Expense</font></b> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Interest income is recorded on an accrual basis based on contractual interest rates. The table below presents the sources of interest income and interest expense. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="79%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Three Months<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom"> <b>Six Months<br /> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Interest income</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Deposits with banks </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>27</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 18 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>56</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 33 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Securities borrowed, securities purchased under agreements to resell and federal funds sold </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>233</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 136 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>402</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 215 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Financial instruments owned, at fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,948</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,785 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,463</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,406 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Other interest <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>473</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 363 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>867</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 649 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> <b>Total interest income</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,681</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,302 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,788</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,303 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Interest expense</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Deposits </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>68</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 69 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>140</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 137 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Securities loaned and securities sold under agreements to repurchase </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>236</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 163 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>437</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 299 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Financial instruments sold, but not yet purchased, at fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>763</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 481 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,259</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 976 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> <font style="white-space: nowrap">Short-term</font> borrowings <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>122</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 113 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>251</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 231 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> <font style="white-space: nowrap">Long-term</font> borrowings <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>856</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 738 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,642</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,484 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Other interest <sup style="font-size: 85%; vertical-align: top">3</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>223</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 119 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>288</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 139 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> <b>Total interest expense</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,268</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,683 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,017</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,266 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Net interest income</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,413</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,619</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,771</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,037</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Primarily includes interest income on customer debit balances and other interest-earning assets. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Includes interest on unsecured borrowings and other secured financings. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Primarily includes interest expense on customer credit balances and other interest-bearing liabilities. </td> </tr> </table> </div>
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<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note 24 - us-gaap:IncomeTaxDisclosureTextBlock--> <div style="margin-left: 0%"> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Note 24.  Income Taxes</font></b> </div> <div style="margin-top: 9pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Provision for Income Taxes</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Income taxes are provided for using the asset and liability method under which deferred tax assets and liabilities are recognized for temporary differences between the financial reporting and tax bases of assets and liabilities. The firm reports interest expense related to income tax matters in “Provision for taxes” and income tax penalties in “Other expenses.” </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Deferred Income Taxes</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Deferred income taxes reflect the net tax effects of temporary differences between the financial reporting and tax bases of assets and liabilities. These temporary differences result in taxable or deductible amounts in future years and are measured using the tax rates and laws that will be in effect when such differences are expected to reverse. Valuation allowances are established to reduce deferred tax assets to the amount that more likely than not will be realized. Tax assets and liabilities are presented as a component of “Other assets” and “Other liabilities and accrued expenses,” respectively. </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Unrecognized Tax Benefits</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm recognizes tax positions in the financial statements only when it is more likely than not that the position will be sustained on examination by the relevant taxing authority based on the technical merits of the position. A position that meets this standard is measured at the largest amount of benefit that will more likely than not be realized on settlement. A liability is established for differences between positions taken in a tax return and amounts recognized in the financial statements. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Regulatory Tax Examinations</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm is subject to examination by the U.S. Internal Revenue Service (IRS) and other taxing authorities in jurisdictions where the firm has significant business operations, such as the United Kingdom, Japan, Hong Kong, Korea and various states, such as New York. The tax years under examination vary by jurisdiction. The firm believes that during 2011, certain audits have a reasonable possibility of being completed. The firm does not expect completion of these audits to have a material impact on the firm’s financial condition but it may be material to operating results for a particular period, depending, in part, on the operating results for that period. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents the earliest tax years that remain subject to examination by major jurisdiction. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="79%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="1%"> </td><!-- colindex=03 type=gutter --> <td width="2%"> </td><!-- colindex=03 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="7" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>As of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <b>Jurisdiction</b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June 2011</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="7" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> U.S. Federal <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2005 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> New York State and City <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2004 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> United Kingdom </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2007 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Japan <sup style="font-size: 85%; vertical-align: top">3</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2005 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Hong Kong </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2005 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Korea </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2008 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="7" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="7" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> IRS examination of fiscal 2008 through calendar 2010 will begin during 2011. IRS examination of fiscal 2005, 2006 and 2007 began during 2008. IRS examination of fiscal 2003 and 2004 has been completed but the liabilities for those years are not yet final. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> New York State and City examination of fiscal 2004, 2005 and 2006 began in 2008. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Japan National Tax Agency examination of fiscal 2005 through 2009 began during the first quarter of 2010. </td> </tr> </table> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div style="margin-top: 18pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> All years subsequent to the above remain open to examination by the taxing authorities. The firm believes that the liability for unrecognized tax benefits it has established is adequate in relation to the potential for additional assessments. </div> </div>
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<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note 25 - gs:BusinessSegmentsTextBlock--> <div style="margin-left: 0%"> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Note 25.  Business Segments</font></b> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In the fourth quarter of 2010, the firm reorganized its three previous reportable business segments into four new reportable business segments: Investment Banking, Institutional Client Services, Investing & Lending and Investment Management. Prior periods are presented on a comparable basis. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Basis of Presentation</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In reporting segments, certain of the firm’s business lines have been aggregated where they have similar economic characteristics and are similar in each of the following areas: (i) the nature of the services they provide, (ii) their methods of distribution, (iii) the types of clients they serve and (iv) the regulatory environments in which they operate. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The cost drivers of the firm taken as a whole — compensation, headcount and levels of business activity — are broadly similar in each of the firm’s business segments. Compensation and benefits expenses in the firm’s segments reflect, among other factors, the overall performance of the firm as well as the performance of individual businesses. Consequently, <font style="white-space: nowrap">pre-tax</font> margins in one segment of the firm’s business may be significantly affected by the performance of the firm’s other business segments. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm allocates revenues and expenses among the four reportable business segments. Due to the integrated nature of these segments, estimates and judgments are made in allocating certain revenue and expense items. Transactions between segments are based on specific criteria or approximate <font style="white-space: nowrap">third-party</font> rates. Total operating expenses include corporate items that have not been allocated to individual business segments. The allocation process is based on the manner in which management views the business of the firm. </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Management believes that the following information provides a reasonable representation of each segment’s contribution to consolidated <font style="white-space: nowrap">pre-tax</font> earnings and total assets. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="39%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="26%"> </td><!-- colindex=02 type=maindata --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="4%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="4%"> </td><!-- colindex=05 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="4%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="1%"> </td><!-- colindex=07 type=gutter --> <td width="1%"> </td><!-- colindex=07 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="21" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>For the Three<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom"> <b>For the Six<br /> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Months Ended<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom"> <b>Months Ended<br /> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>or as of June</b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>or as of June</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="21" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Investment Banking</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> Net revenues </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,448</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 941 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,717</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,144 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> Operating expenses </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>981</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 713 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,904</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,593 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="21" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="21" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>Pre-tax earnings</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>467</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>228</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>813</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>551</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="21" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>Segment assets</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,670</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,345</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,670</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,345</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="21" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="line-height: 12pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Institutional Client Services</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> Net revenues <sup style="font-size: 85%; vertical-align: top">1</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,515</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,981 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,162</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 13,488 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> Operating expenses </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,040</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,173 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,624</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 9,004 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="21" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="21" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>Pre-tax earnings</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>475</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>808</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,538</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,484</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="21" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>Segment assets</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>844,569</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>787,148</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>844,569</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>787,148</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="21" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="line-height: 12pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Investing & Lending</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> Net revenues </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,044</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,786 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,749</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,756 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> Operating expenses </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>547</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 934 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,778</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,842 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="21" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="21" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>Pre-tax earnings</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>497</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>852</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,971</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,914</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="21" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>Segment assets</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>79,058</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>83,727</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>79,058</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>83,727</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="21" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="line-height: 12pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Investment Management</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> Net revenues </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,274</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,133 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,547</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,228 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> Operating expenses </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,056</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 954 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,123</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,903 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="21" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="21" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>Pre-tax earnings</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>218</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>179</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>424</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>325</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="21" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>Segment assets</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,613</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,968</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,613</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,968</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="21" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="line-height: 12pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>Net revenues</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,281</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,841</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>19,175</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>21,616</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>Operating expenses</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,669</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,393</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>13,523</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>15,009</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="21" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="21" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>Pre-tax earnings</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,612</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,448</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,652</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,607</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="21" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>Total assets</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>936,910</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>883,188</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>936,910</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>883,188</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="21" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.  </td> <td align="left" style="text-align:justify"> Includes $21 million and $37 million for the three months ended June 2011 and June 2010, respectively, and $50 million and $63 million for the six months ended June 2011 and June 2010, respectively, of realized gains on securities held in the firm’s insurance subsidiaries which are accounted for as <font style="white-space: nowrap">available-for-sale.</font> </td> </tr> </table> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Operating expenses in the table above include the following expenses that have not been allocated to the firm’s segments: </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> net provisions for a number of litigation and regulatory proceedings of $45 million and $615 million for the three months ended June 2011 and June 2010, respectively, and $69 million and $636 million for the six months ended June 2011 and June 2010, respectively; </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> charitable contributions of $25 million for both the six months ended June 2011 and June 2010; and </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> real estate-related exit costs of $4 million and $6 million for the three and six months ended June 2010, respectively. </td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The tables below present the amounts of net interest income included in net revenues, and the amounts of depreciation and amortization expense included in <font style="white-space: nowrap">pre-tax</font> earnings. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="46%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="7%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="7%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="4%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="7%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="4%"> </td><!-- colindex=05 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=05 type=lead --> <td width="7%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="2%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Three Months<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom"> <b>Six Months<br /> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Investment Banking </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Institutional Client Services </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>918</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,190 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,132</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,468 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Investing & Lending </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>442</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 379 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>535</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 468 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Investment Management </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>53</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 50 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>104</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 101 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total net interest</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,413</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,619</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,771</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,037</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom" style="line-height: 9pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Three Months<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom"> <b>Six Months<br /> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Investment Banking </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$  38</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> $  40 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$  89</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> $  84 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Institutional Client Services </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>192</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 225 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>523</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 448 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Investing & Lending </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>94</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 130 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>262</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 191 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Investment Management </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>48</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 45 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>92</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 92 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total depreciation and amortization</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$372</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$440</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b> $966</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$815</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Geographic Information</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Due to the highly integrated nature of international financial markets, the firm manages its businesses based on the profitability of the enterprise as a whole. The methodology for allocating profitability to geographic regions is dependent on estimates and management judgment because a significant portion of the firm’s activities require cross-border coordination in order to facilitate the needs of the firm’s clients. Specifically, in interim periods, the firm generally allocates compensation and benefits to geographic regions based upon the firmwide compensation to net revenues ratio. In the fourth quarter when compensation by employee is finalized, compensation and benefits are allocated to the geographic regions based upon total actual compensation during the year. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Geographic results are generally allocated as follows: </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> Investment Banking: location of the client and investment banking team. </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> Institutional Client Services: Fixed Income, Currency and Commodities Client Execution, and Equities (excluding Securities Services): location of the <font style="white-space: nowrap">market-making</font> desk; Securities Services: location of the primary market for the underlying security. </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> Investing & Lending: Investing: location of the investment; Lending: location of the client. </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> Investment Management: location of the sales team. </td> </tr> </table> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents the total net revenues and <font style="white-space: nowrap">pre-tax</font> earnings of the firm by geographic region allocated based on the methodology referred to above, as well as the percentage of total net revenues and <font style="white-space: nowrap">pre-tax</font> earnings (excluding Corporate) for each geographic region. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="32%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="2%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="5%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="5%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="2%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="5%"> </td><!-- colindex=05 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="5%"> </td><!-- colindex=06 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=06 type=lead --> <td width="3%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="5%"> </td><!-- colindex=07 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="5%"> </td><!-- colindex=08 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=08 type=lead --> <td width="3%" align="right"> </td><!-- colindex=08 type=body --> <td width="1%" align="left"> </td><!-- colindex=08 type=hang1 --> <td width="5%"> </td><!-- colindex=09 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=09 type=lead --> <td width="1%" align="right"> </td><!-- colindex=09 type=body --> <td width="1%" align="left"> </td><!-- colindex=09 type=hang1 --> <td width="1%"> </td><!-- colindex=10 type=gutter --> <td width="1%"> </td><!-- colindex=10 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="14" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Three Months Ended June</b> </td> <td>   </td> <td>   </td> <td colspan="17" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Six Months Ended June</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>$ in millions</i> </td> <td>   </td> <td colspan="6" align="center" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="6" align="center" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="6" align="center" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="6" align="center" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Net revenues </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Americas <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,825</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>66</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>%</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,575 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 52 </td> <td nowrap="nowrap" align="left" valign="bottom"> % </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,664</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>61</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>%</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 11,706 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 54 </td> <td nowrap="nowrap" align="left" valign="bottom"> % </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> EMEA <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,751</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>24</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,146 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 24 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,625</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>24</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,051 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 28 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Asia </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>705</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,120 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 24 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,886</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>15</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,859 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 18 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total net revenues</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,281</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>100</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>%</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,841</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>100</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>%</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>19,175</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>100</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>%</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>21,616</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>100</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>%</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="35" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="line-height: 12pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <font style="white-space: nowrap">Pre-tax</font> earnings </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Americas <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,202</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>73</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>%</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,202 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 58 </td> <td nowrap="nowrap" align="left" valign="bottom"> % </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,475</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>61</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>%</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,991 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 55 </td> <td nowrap="nowrap" align="left" valign="bottom"> % </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> EMEA <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>483</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>29</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 117 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,571</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>27</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,917 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 26 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Asia </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(28</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(2</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 748 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 36 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>700</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>12</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,366 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 19 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Subtotal </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,657</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>100</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>%</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,067 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 100 </td> <td nowrap="nowrap" align="left" valign="bottom"> % </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,746</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>100</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>%</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,274 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 100 </td> <td nowrap="nowrap" align="left" valign="bottom"> % </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Corporate <sup style="font-size: 85%; vertical-align: top">3</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(45</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (619 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(94</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (667 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total <font style="white-space: nowrap">pre-tax</font> earnings</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,612</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,448</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,652</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,607</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="35" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Substantially all relates to the U.S. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> EMEA (Europe, Middle East and Africa). </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Consists of net provisions for a number of litigation and regulatory proceedings of $45 million and $615 million for the three months ended June 2011 and June 2010, respectively, and $69 million and $636 million for the six months ended June 2011 and June 2010, respectively; charitable contributions of $25 million for both the six months ended June 2011 and June 2010; and real estate-related exit costs of $4 million and $6 million for the three and six months ended June 2010, respectively. </td> </tr> </table> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> </div>
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<us-gaap:ConcentrationRiskDisclosureTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note 26 - us-gaap:ConcentrationRiskDisclosureTextBlock--> <div style="margin-left: 0%"> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Note 26.  Credit Concentrations</font></b> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Credit concentrations may arise from market making, client facilitation, investing, underwriting, lending and collateralized transactions and may be impacted by changes in economic, industry or political factors. The firm seeks to mitigate credit risk by actively monitoring exposures and obtaining collateral from counterparties as deemed appropriate. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> While the firm’s activities expose it to many different industries and counterparties, the firm routinely executes a high volume of transactions with asset managers, investment funds, commercial banks, brokers and dealers, clearing houses and exchanges, which results in significant credit concentrations. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In the ordinary course of business, the firm may also be subject to a concentration of credit risk to a particular counterparty, borrower or issuer, including sovereign issuers, or to a particular clearing house or exchange. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents the credit concentrations in assets held by the firm. As of June 2011 and December 2010, the firm did not have credit exposure to any other counterparty that exceeded 2% of total assets. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="66%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="9%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>$ in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> U.S. government and federal agency obligations <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>94,283</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 96,350 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> % of total assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10.1%</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 10.6% </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other sovereign obligations <sup style="font-size: 85%; vertical-align: top">1,</sup> <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>54,740</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 40,379 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> % of total assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5.8%</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4.4% </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Included in “Financial instruments owned, at fair value” and “Cash and securities segregated for regulatory and other purposes.” </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Principally consisting of securities issued by the governments of the United Kingdom, Japan and Germany as of June 2011, and the United Kingdom, Japan and France as of December 2010. </td> </tr> </table> <div style="margin-top: 18pt; font-size: 1pt">  </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> To reduce credit exposures, the firm may enter into agreements with counterparties that permit the firm to offset receivables and payables with such counterparties <font style="white-space: nowrap">and/or</font> enable the firm to obtain collateral on an upfront or contingent basis. Collateral obtained by the firm related to derivative assets is principally cash and is held by the firm or a <font style="white-space: nowrap">third-party</font> custodian. Collateral obtained by the firm related to resale agreements and securities borrowed transactions is primarily U.S. government and federal agency obligations and other sovereign obligations. See Note 9 for further information about collateralized agreements and financings. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents U.S. government and federal agency obligations, and other sovereign obligations that collateralize resale agreements and securities borrowed transactions (including those in “Cash and securities segregated for regulatory and other purposes”). Because the firm’s primary credit exposure on such transactions is to the counterparty to the transaction, the firm would be exposed to the collateral issuer only in the event of counterparty default. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="66%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="9%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> U.S. government and federal agency obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>106,982</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 121,366 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other sovereign obligations <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>97,628</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 73,357 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.  </td> <td align="left" style="text-align:justify"> Principally consisting of securities issued by the governments of France and Germany. </td> </tr> </table> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 12pt; font-size: 1pt">  </div> </div>
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<gs:LegalProceedingsTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note 27 - gs:LegalProceedingsTextBlock--> <div style="margin-left: 0%"> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Note 27.  Legal Proceedings</font></b> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm is involved in a number of judicial, regulatory and arbitration proceedings (including those described below) concerning matters arising in connection with the conduct of the firm’s businesses. Many of these proceedings are at preliminary stages, and many of these cases seek an indeterminate amount of damages. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> With respect to matters described below, management has estimated the upper end of the range of reasonably possible loss as being equal to (i) the amount of money damages claimed, where applicable, (ii) the amount of securities that the firm sold in cases involving underwritings where the firm is being sued by purchasers and is not being indemnified by a party that the firm believes will pay any judgment, or (iii) in cases where the purchasers are demanding that the firm repurchase securities, the price that purchasers paid for the securities less the estimated value, if any, as of June 2011 of the relevant securities. As of June 2011, the firm has estimated the aggregate amount of reasonably possible losses for these matters to be approximately $2.0 billion. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Under ASC 450 an event is “reasonably possible” if “the chance of the future event or events occurring is more than remote but less than likely” and an event is “remote” if “the chance of the future event or events occurring is slight.” Thus, references to the upper end of the range of reasonably possible loss for cases in which the firm is able to estimate a range of reasonably possible loss mean the upper end of the range of loss for cases for which the firm believes the risk of loss is more than slight. The amounts reserved against such matters are not significant as compared to the upper end of the range of reasonably possible loss. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Management is unable to estimate a range of reasonably possible loss for cases described below in which damages have not been specified and (i) the proceedings are in early stages, (ii) there is uncertainty as to the likelihood of a class being certified or the ultimate size of the class, (iii) there is uncertainty as to the outcome of pending appeals or motions, (iv) there are significant factual issues to be resolved, <font style="white-space: nowrap">and/or</font> (v) there are novel legal issues presented. However, for these cases, management does not believe, based on currently available information, that the outcomes of these proceedings will have a material adverse effect on the firm’s financial condition, though the outcomes could be material to the firm’s operating results for any particular period, depending, in part, upon the operating results for such period. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>IPO Process Matters.  </b>Group Inc. and GS&Co. are among the numerous financial services companies that have been named as defendants in a variety of lawsuits alleging improprieties in the process by which those companies participated in the underwriting of public offerings in recent years. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> GS&Co. has, together with other underwriters in certain offerings as well as the issuers and certain of their officers and directors, been named as a defendant in a number of related lawsuits filed in the U.S. District Court for the Southern District of New York alleging, among other things, that the prospectuses for the offerings violated the federal securities laws by failing to disclose the existence of alleged arrangements tying allocations in certain offerings to higher customer brokerage commission rates as well as purchase orders in the aftermarket, and that the alleged arrangements resulted in market manipulation. On October 5, 2009, the district court approved a settlement agreement entered into by the parties. The firm has paid into a settlement fund the full amount that GS&Co. would contribute in the proposed settlement. On October 23, 2009, certain objectors filed a petition in the U.S. Court of Appeals for the Second Circuit seeking review of the district court’s certification of a class for purposes of the settlement, and various objectors appealed certain aspects of the settlement’s approval. All but two of the appeals have been withdrawn, and on December 8, 2010, January 14, 2011 and February 3, 2011, plaintiffs moved to dismiss the remaining appeals. On May 17, 2011, the appellate court dismissed one of the appeals and remanded the other, and further proceedings are in progress in the district court regarding the objectors’ membership in the class. On July 19, 2011, the objectors whose appeal had been dismissed filed a motion to recall the mandate dismissing the appeal and for reconsideration. </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> GS&Co. is among numerous underwriting firms named as defendants in a number of complaints filed commencing October 3, 2007, in the U.S. District Court for the Western District of Washington alleging violations of Section 16 of the Exchange Act in connection with offerings of securities for 15 issuers during 1999 and 2000. The complaints generally assert that the underwriters, together with each issuer’s directors, officers and principal shareholders, entered into purported agreements to tie allocations in the offerings to increased brokerage commissions and aftermarket purchase orders. The complaints further allege that, based upon these and other purported agreements, the underwriters violated the reporting provisions of, and are subject to <font style="white-space: nowrap">short-swing</font> profit recovery under, Section 16 of the Exchange Act. The district court granted defendants’ motions to dismiss by a decision dated March 12, 2009 on the grounds that the plaintiff’s demands were inadequate with respect to certain actions and that the remainder of the actions were time-barred. On December 2, 2010, the appellate court affirmed in part and reversed in part, upholding the dismissal of seven of the actions in which GS&Co. is a defendant that were dismissed based on the deficient demands but remanding the remaining eight actions in which GS&Co. is a defendant that were dismissed as time-barred for consideration of other bases for dismissal. On December 16, 2010, the underwriters and the plaintiff filed petitions for rehearing <font style="white-space: nowrap">and/or</font> rehearing en banc, which were denied on January 18, 2011. On June 27, 2011, the U.S. Supreme Court granted the defendants’ petition for review of whether the actions that were remanded are time-barred and denied the plaintiff’s petition. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> GS&Co. has been named as a defendant in an action commenced on May 15, 2002 in New York Supreme Court, New York County, by an official committee of unsecured creditors on behalf of eToys, Inc., alleging that the firm intentionally underpriced eToys, Inc.’s initial public offering. The action seeks, among other things, unspecified compensatory damages resulting from the alleged lower amount of offering proceeds. On appeal from rulings on GS&Co.’s motion to dismiss, the New York Court of Appeals dismissed claims for breach of contract, professional malpractice and unjust enrichment, but permitted claims for breach of fiduciary duty and fraud to continue. On remand to the lower court, GS&Co. moved to dismiss the surviving claims or, in the alternative, for summary judgment, but the motion was denied by a decision dated March 21, 2006, and the court subsequently permitted plaintiff to amend the complaint again. On November 8, 2010, GS&Co.’s motion for summary judgment was granted by the lower court; plaintiff has appealed. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Group Inc. and certain of its affiliates have, together with various underwriters in certain offerings, received subpoenas and requests for documents and information from various governmental agencies and self-regulatory organizations in connection with investigations relating to the public offering process. Goldman Sachs has cooperated with these investigations. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>World Online Litigation.  </b>In March 2001, a Dutch shareholders’ association initiated legal proceedings for an unspecified amount of damages against GSI and others in Amsterdam District Court in connection with the initial public offering of World Online in March 2000, alleging misstatements and omissions in the offering materials and that the market was artificially inflated by improper public statements and stabilization activities. Goldman Sachs and ABN AMRO Rothschild served as joint global coordinators of the approximately €2.9 billion offering. GSI underwrote 20,268,846 shares and GS&Co. underwrote 6,756,282 shares for a total offering price of approximately €1.16 billion. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The district court rejected the claims against GSI and ABN AMRO, but found World Online liable in an amount to be determined. On appeal, the Netherlands Court of Appeals affirmed in part and reversed in part the decision of the district court, holding that certain of the alleged disclosure deficiencies were actionable as to GSI and ABN AMRO. On further appeal, the Netherlands Supreme Court on November 27, 2009 affirmed the rulings of the Court of Appeals, except that it found certain additional aspects of the offering materials actionable and held that individual investors could potentially hold GSI and ABN AMRO responsible for certain public statements and press releases by World Online and its former CEO. The parties entered into a definitive settlement agreement, dated July 15, 2011, pursuant to which GSI will contribute up to €48 million to a settlement fund. The firm has reserved the full amount of GSI’s proposed contribution to the settlement. Smaller shareholders’ associations have made demands for compensation of damages. </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Research Matters.  </b>Group Inc. and certain of its affiliates are subject to a number of investigations and reviews by various governmental and regulatory bodies and self-regulatory organizations relating to research practices, including communications among research analysts, sales and trading personnel and clients. On June 9, 2011, pursuant to a settlement, a consent order was entered by the Massachusetts Securities Division pursuant to which GS&Co. paid a $10 million civil penalty and agreed to certain undertakings regarding its research practices. Other regulators, including the SEC and FINRA, have been investigating similar matters, and Goldman Sachs is in discussions with the SEC staff and the FINRA staff concerning resolutions of their proposed charges. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Adelphia Communications Fraudulent Conveyance Litigation.  </b>GS&Co. is named a defendant in two adversary proceedings commenced in the U.S. Bankruptcy Court for the Southern District of New York, one on July 6, 2003 by a creditors committee, and the second on or about July 31, 2003 by an equity committee of Adelphia Communications, Inc. Those proceedings were consolidated in a single amended complaint filed by the Adelphia Recovery Trust on October 31, 2007. The complaint seeks, among other things, to recover, as fraudulent conveyances, approximately $62.9 million allegedly paid to GS&Co. by Adelphia Communications, Inc. and its affiliates in respect of margin calls made in the ordinary course of business on accounts owned by members of the family that formerly controlled Adelphia Communications, Inc. The district court assumed jurisdiction over the action and on April 8, 2011 granted GS&Co.’s motion for summary judgment. On May 6, 2011, the plaintiff filed a notice of appeal. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Specialist Matters.  </b>Spear, Leeds & Kellogg Specialists LLC (SLKS) and certain affiliates have received requests for information from various governmental agencies and self-regulatory organizations as part of an <font style="white-space: nowrap">industry-wide</font> investigation relating to activities of floor specialists in recent years. Goldman Sachs has cooperated with the requests. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> On March 30, 2004, certain specialist firms on the NYSE, including SLKS, without admitting or denying the allegations, entered into a final global settlement with the SEC and the NYSE covering certain activities during the years 1999 through 2003. The SLKS settlement involves, among other things, (i) findings by the SEC and the NYSE that SLKS violated certain federal securities laws and NYSE rules, and in some cases failed to supervise certain individual specialists, in connection with trades that allegedly disadvantaged customer orders, (ii) a cease and desist order against SLKS, (iii) a censure of SLKS, (iv) SLKS’ agreement to pay an aggregate of $45.3 million in disgorgement and a penalty to be used to compensate customers, (v) certain undertakings with respect to SLKS’ systems and procedures, and (vi) SLKS’ retention of an independent consultant to review and evaluate certain of SLKS’ compliance systems, policies and procedures. Comparable findings were made and sanctions imposed in the settlements with other specialist firms. The settlement did not resolve the related private civil actions against SLKS and other firms or regulatory investigations involving individuals or conduct on other exchanges. On May 26, 2011, the SEC issued an order directing the undistributed settlement funds to be transferred to the U.S. Treasury; the funds will accordingly not be allocated to any settlement fund for the civil actions described below. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> SLKS, Spear, Leeds & Kellogg, L.P. and Group Inc. are among numerous defendants named in purported class actions brought beginning in October 2003 on behalf of investors in the U.S. District Court for the Southern District of New York alleging violations of the federal securities laws and state common law in connection with NYSE floor specialist activities. The actions, which have been consolidated, seek unspecified compensatory damages, restitution and disgorgement on behalf of purchasers and sellers of unspecified securities between October 17, 1998 and October 15, 2003. By a decision dated March 14, 2009, the district court granted plaintiffs’ motion for class certification. The defendants’ petition with the U.S. Court of Appeals for the Second Circuit seeking review of the certification ruling was denied by an order dated October 1, 2009. The specialist defendants’ petition for a rehearing <font style="white-space: nowrap">and/or</font> rehearing en banc was denied on February 24, 2010. </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Treasury Matters.  </b>GS&Co. was named as a defendant in a purported class action filed on March 10, 2004 in the U.S. District Court for the Northern District of Illinois on behalf of holders of short positions in <font style="white-space: nowrap">30-year</font> U.S. Treasury futures and options on the morning of October 31, 2001. The complaint alleged that the firm purchased <font style="white-space: nowrap">30-year</font> bonds and futures prior to a forthcoming U.S. Treasury refunding announcement that morning based on <font style="white-space: nowrap">non-public</font> information about that announcement, and that such purchases increased the costs of covering such short positions. The complaint also named as defendants the Washington, D.C.-based political consultant who allegedly was the source of the information, a former GS&Co. economist who allegedly received the information, and another company and one of its employees who also allegedly received and traded on the information prior to its public announcement. The complaint alleged violations of the federal commodities and antitrust laws, as well as Illinois statutory and common law, and seeks, among other things, unspecified damages including treble damages under the antitrust laws. The district court dismissed the antitrust and Illinois state law claims but permitted the federal commodities law claims to proceed. Plaintiff’s motion for class certification was denied by a decision dated August 22, 2008. GS&Co. moved for summary judgment, and the district court granted the motion but only insofar as the claim relates to the trading of treasury bonds. On October 13, 2009, the parties filed an offer of judgment and notice of acceptance with respect to plaintiff’s individual claim. The plaintiff attempted to pursue an appeal of the denial of class certification, as did another individual trader who had previously litigated and lost an individual claim and unsuccessfully sought to intervene in the purported class action. On August 5, 2011, the U.S. Court of Appeals for the Seventh Circuit affirmed the lower court’s rulings denying both the plaintiff’s and the proposed intervenor’s ability to pursue class claims, but remanded for further consideration as to the amount of pre-judgment interest on the plaintiff’s individual claim. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Fannie Mae Litigation.  </b>GS&Co. was added as a defendant in an amended complaint filed on August 14, 2006 in a purported class action pending in the U.S. District Court for the District of Columbia. The complaint asserts violations of the federal securities laws generally arising from allegations concerning Fannie Mae’s accounting practices in connection with certain Fannie Mae-sponsored REMIC transactions that were allegedly arranged by GS&Co. The complaint does not specify a dollar amount of damages. The other defendants include Fannie Mae, certain of its past and present officers and directors, and accountants. By a decision dated May 8, 2007, the district court granted GS&Co.’s motion to dismiss the claim against it. The time for an appeal will not begin to run until disposition of the claims against other defendants. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Beginning in September 2006, Group Inc. <font style="white-space: nowrap">and/or</font> GS&Co. were named as defendants in four Fannie Mae shareholder derivative actions in the U.S. District Court for the District of Columbia. The complaints generally allege that the Goldman Sachs defendants aided and abetted a breach of fiduciary duty by Fannie Mae’s directors and officers in connection with certain Fannie Mae-sponsored REMIC transactions, and one of the complaints also asserts a breach of contract claim. The complaints also name as defendants certain former officers and directors of Fannie Mae as well as an outside accounting firm. The complaints seek, <i>inter alia</i>, unspecified damages. The Goldman Sachs defendants were dismissed without prejudice from the first filed of these actions, and the remaining claims in that action were dismissed for failure to make a demand on Fannie Mae’s board of directors. That dismissal has been affirmed on appeal. The district court dismissed the remaining three actions on July 28, 2010. The plaintiffs filed motions for reconsideration, which were denied on October 22, 2010, and have revised their notices of appeal in these actions. On January 20, 2011, the appellate court consolidated all actions on appeal. </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Compensation-Related Litigation.  </b>On January 17, 2008, Group Inc., its Board, executive officers and members of its management committee were named as defendants in a purported shareholder derivative action in the U.S. District Court for the Eastern District of New York predicting that the firm’s 2008 Proxy Statement would violate the federal securities laws by undervaluing certain stock option awards and alleging that senior management received excessive compensation for 2007. The complaint seeks, among other things, an equitable accounting for the allegedly excessive compensation. Plaintiff’s motion for a preliminary injunction to prevent the 2008 Proxy Statement from using options valuations that the plaintiff alleges are incorrect and to require the amendment of SEC Form 4s filed by certain of the executive officers named in the complaint to reflect the stock option valuations alleged by the plaintiff was denied, and plaintiff’s appeal from this denial was dismissed. On February 13, 2009, the plaintiff filed an amended complaint, which added purported direct <font style="white-space: nowrap">(i.e., non-derivative)</font> claims based on substantially the same theory. The plaintiff filed a further amended complaint on March 24, 2010, and the defendants’ motion to dismiss this further amended complaint was granted on September 30, 2010. On October 22, 2010, the plaintiff filed a notice of appeal from the dismissal of his complaint. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> On March 24, 2009, the same plaintiff filed an action in New York Supreme Court, New York County against Group Inc., its directors and certain senior executives alleging violation of Delaware statutory and common law in connection with substantively similar allegations regarding stock option awards. On January 7, 2011, the plaintiff filed an amended complaint. Defendants moved to dismiss the amended complaint on March 4, 2011, and the parties subsequently agreed to stay the state court action pending the final resolution of the appeal from the dismissal of the federal court action in respect of the firm’s 2008 Proxy Statement, as well as any remanded proceedings further adjudicating defendants’ motion to dismiss. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Purported shareholder derivative actions have been commenced in New York Supreme Court, New York County and the Delaware Court of Chancery beginning on December 14, 2009, alleging that the Board breached its fiduciary duties in connection with setting compensation levels for the year 2009 and that such levels are excessive. The complaints name as defendants Group Inc., the Board and certain senior executives. The complaints seek, <i>inter alia</i>, unspecified damages, restitution of certain compensation paid, and an order requiring the firm to adopt corporate reforms. In the actions in New York state court, on April 8, 2010, the plaintiffs filed a motion indicating that they no longer intend to pursue their claims but are seeking an award of attorneys’ fees in connection with bringing the suit, which the defendants have opposed. In the actions brought in the Delaware Court of Chancery, the defendants moved to dismiss on March 9, 2010, and the plaintiffs amended their complaint on April 28, 2010 to include, among other things, the allegations included in the SEC’s action described in the <font style="white-space: nowrap">“Mortgage-Related</font> Matters” section below. The defendants moved to dismiss this amended complaint on May 12, 2010. In lieu of responding to defendants’ motion, plaintiffs moved on December 8, 2010 for permission to file a further amended complaint, which the defendants had opposed. The court granted plaintiffs’ motion to amend on January 19, 2011, and the defendants moved to dismiss the second amended complaint on February 4, 2011. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Group Inc. and certain of its affiliates are subject to a number of investigations and reviews from various governmental agencies and self-regulatory organizations regarding the firm’s compensation processes. The firm is cooperating with the investigations and reviews. </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="white-space: nowrap">Mortgage-Related</font> Matters.  </b>On April 16, 2010, the SEC brought an action (SEC Action) under the U.S. federal securities laws in the U.S. District Court for the Southern District of New York against GS&Co. and Fabrice Tourre, one of its employees, in connection with a CDO offering made in early 2007 (ABACUS <font style="white-space: nowrap">2007-AC1</font> transaction), alleging that the defendants made materially false and misleading statements to investors and seeking, among other things, unspecified monetary penalties. Investigations of GS&Co. by FINRA and of GSI by the FSA were subsequently initiated, and Group Inc. and certain of its affiliates have received subpoenas and requests for information from other regulators, regarding CDO offerings, including the ABACUS <font style="white-space: nowrap">2007-AC1</font> transaction, and related matters. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> On July 14, 2010, GS&Co. entered into a consent agreement with the SEC, settling all claims made against GS&Co. in the SEC Action (SEC Settlement), pursuant to which, GS&Co. paid $550 million of disgorgement and civil penalties, and which was approved by the U.S. District Court for the Southern District of New York on July 20, 2010. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> On September 9, 2010, the FSA announced a settlement with GSI pursuant to which the FSA found that GSI violated certain FSA principles by failing to (i) provide notification about the SEC Wells Notice issued to Mr. Tourre (who worked on the ABACUS <font style="white-space: nowrap">2007-AC1</font> transaction but subsequently transferred to GSI and became registered with the FSA) and (ii) have procedures and controls to ensure that GSI’s Compliance Department would be alerted to various aspects of the SEC investigation so as to be in a position to determine whether any aspects were reportable to the FSA. The FSA assessed a fine of Ł17.5 million. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> On November 9, 2010, FINRA announced a settlement with GS&Co. relating to GS&Co.’s failure to file Form U4 updates within 30 days of learning of the receipt of Wells Notices by Mr. Tourre and another employee as well as deficiencies in the firm’s systems and controls for such filings. FINRA assessed a fine of $650,000 and GS&Co. agreed to undertake a review and remediation of the applicable systems and controls. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> On January 6, 2011, ACA Financial Guaranty Corp. filed an action against GS&Co. in respect of the ABACUS <font style="white-space: nowrap">2007-AC1</font> transaction in New York Supreme Court, New York County. The complaint includes allegations of fraudulent inducement, fraudulent concealment and unjust enrichment and seeks at least $30 million in compensatory damages, at least $90 million in punitive damages and unspecified disgorgement. On March 8, 2011, GS&Co. filed a motion to compel arbitration <font style="white-space: nowrap">and/or</font> to dismiss the complaint. On April 25, 2011, the plaintiff filed an amended complaint, and on June 3, 2011, GS&Co. moved to dismiss the amended complaint. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Since April 22, 2010, a number of putative shareholder derivative actions have been filed in New York Supreme Court, New York County, and the U.S. District Court for the Southern District of New York against Group Inc., the Board and certain officers and employees of Group Inc. and its affiliates in connection with <font style="white-space: nowrap">mortgage-related</font> matters between 2004 and 2007, including the ABACUS <font style="white-space: nowrap">2007-AC1</font> transaction and other CDO offerings. These derivative complaints generally include allegations of breach of fiduciary duty, corporate waste, abuse of control, mismanagement, unjust enrichment, misappropriation of information, securities fraud and insider trading, and challenge the accuracy and adequacy of Group Inc.’s disclosure. These derivative complaints seek, among other things, declaratory relief, unspecified compensatory damages, restitution and certain corporate governance reforms. The New York Supreme Court has consolidated the two actions pending in that court. The federal court cases have also been consolidated, and plaintiffs filed a consolidated amended complaint on August 1, 2011. In addition, as described in the “Compensation-Related Litigation” section above, the plaintiffs in the compensation-related Delaware Court of Chancery actions have amended their complaint to assert, among other things, allegations similar to those in the derivative claims referred to above, the defendants moved to dismiss this amended complaint, the plaintiffs amended the complaint further and the defendants moved to dismiss the second amended complaint on February 4, 2011. On May 18, 2011, the defendants moved to stay or dismiss the New York state court action in favor of the federal court action <font style="white-space: nowrap">and/or</font> the Delaware Chancery Court action. </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Since April 23, 2010, the Board has received letters from shareholders demanding that the Board take action to address alleged misconduct by GS&Co., the Board and certain officers and employees of Group Inc. and its affiliates. The demands generally allege misconduct in connection with the firm’s securitization practices, including the ABACUS <font style="white-space: nowrap">2007-AC1</font> transaction, the alleged failure by Group Inc. to adequately disclose the SEC investigation that led to the SEC Action, and Group Inc.’s 2009 compensation practices. The demands include a letter from a Group Inc. shareholder, which previously made a demand that the Board investigate and take action in connection with auction products matters, and expanded its demand to address the foregoing matters. The Board previously rejected the demand relating to auction products matters. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In addition, beginning April 26, 2010, a number of purported securities law class actions have been filed in the U.S. District Court for the Southern District of New York challenging the adequacy of Group Inc.’s public disclosure of, among other things, the firm’s activities in the CDO market and the SEC investigation that led to the SEC Action. The purported class action complaints, which name as defendants Group Inc. and certain officers and employees of Group Inc. and its affiliates, have been consolidated, generally allege violations of Sections 10(b) and 20(a) of the Exchange Act and seek unspecified damages. Plaintiffs filed a consolidated amended complaint on July 25, 2011. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> GS&Co., Goldman Sachs Mortgage Company and GS Mortgage Securities Corp. and three current or former Goldman Sachs employees are defendants in a putative class action commenced on December 11, 2008 in the U.S. District Court for the Southern District of New York brought on behalf of purchasers of various mortgage pass-through certificates and <font style="white-space: nowrap">asset-backed</font> certificates issued by various securitization trusts established by the firm and underwritten by GS&Co. in 2007. The complaint generally alleges that the registration statement and prospectus supplements for the certificates violated the federal securities laws, and seeks unspecified compensatory damages and rescission or recessionary damages. On January 28, 2010, the defendants’ motion to dismiss the second amended complaint was granted with leave to replead certain claims. On March 31, 2010, the plaintiff filed a third amended complaint relating to two offerings, which the defendants moved to dismiss on June 22, 2010. This motion to dismiss was denied as to the plaintiff’s Section 12(a)(2) claims and granted as to the plaintiff’s Section 11 claims, and the plaintiff’s motion for reconsideration was denied on November 17, 2010. The plaintiff filed a motion for entry of final judgment or certification of an interlocutory appeal as to plaintiff’s Section 11 claims, which was denied on January 11, 2011. The plaintiff then filed a motion for leave to amend to reinstate the damages claims based on allegations that it had now sold its securities, which was denied on March 3, 2011. On May 5, 2011, the court granted plaintiff’s motion for entry of a final judgment dismissing all its claims. On July 5, 2011, plaintiff filed a notice of appeal. On June 3, 2010, another investor (who had unsuccessfully sought to intervene in the action) filed a separate putative class action asserting substantively similar allegations relating to an additional offering pursuant to the 2007 registration statement. The defendants moved to dismiss this separate action on November 1, 2010. These trusts issued, and GS&Co. underwrote, approximately $785 million principal amount of certificates to all purchasers in the offerings at issue in the complaint (excluding those offerings for which the claims have been dismissed). </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Group Inc., GS&Co., Goldman Sachs Mortgage Company and GS Mortgage Securities Corp. are among the defendants in a separate putative class action commenced on February 6, 2009 in the U.S. District Court for the Southern District of New York brought on behalf of purchasers of various mortgage pass-through certificates and <font style="white-space: nowrap">asset-backed</font> certificates issued by various securitization trusts established by the firm and underwritten by GS&Co. in 2006. The other defendants include three current or former Goldman Sachs employees and various rating agencies. The second amended complaint generally alleges that the registration statement and prospectus supplements for the certificates violated the federal securities laws, and seeks unspecified compensatory and rescissionary damages. Defendants moved to dismiss the second amended complaint. On January 12, 2011, the district court granted the motion to dismiss with respect to offerings in which plaintiff had not purchased securities, but denied the motion to dismiss with respect to a single offering in which the plaintiff allegedly purchased securities. These trusts issued, and GS&Co. underwrote, approximately $698 million principal amount of certificates to all purchasers in the offerings at issue in the complaint (excluding those offerings for which the claims have been dismissed). On March 18, 2011, the district court bifurcated class and merits discovery. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> On September 30, 2010, a putative class action was filed in the U.S. District Court for the Southern District of New York against GS&Co., Group Inc. and two former GS&Co. employees on behalf of investors in notes issued in 2006 and 2007 by two synthetic CDOs (Hudson Mezzanine <font style="white-space: nowrap">2006-1</font> and <font style="white-space: nowrap">2006-2).</font> The complaint, which was amended on February 4, 2011, asserts federal securities law and common law claims, and seeks unspecified compensatory, punitive and other damages. The defendants moved to dismiss on April 5, 2011. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Various alleged purchasers of, and counterparties involved in transactions relating to, mortgage pass-through certificates, CDOs and other <font style="white-space: nowrap">mortgage-related</font> products (including the Federal Home Loan Banks of Seattle, Chicago, Indianapolis and Boston, the Charles Schwab Corporation, Cambridge Place Investment Management Inc., Heungkuk Life Insurance Co. Limited (Heungkuk), Basis Yield Alpha Fund (Master) (Basis Yield), Landesbank Baden-Württemberg, The Union Central Life Insurance Company, Ameritas Life Insurance Corp., Acacia Life Insurance Company and Massachusetts Mutual Life Insurance Company, among others) have filed complaints in state and federal court against firm affiliates, generally alleging that the offering documents for the securities that they purchased contained untrue statements of material facts and material omissions and generally seeking rescission and damages. Certain of these complaints also name other firms as defendants. A number of other entities (including the National Credit Union Administration, the Federal Housing Finance Agency, Fannie Mae, Freddie Mac, Allstate Insurance Company, John Hancock and related parties and American International Group, Inc. (AIG)) have threatened to assert claims against the firm in connection with various <font style="white-space: nowrap">mortgage-related</font> offerings, and the firm has entered into agreements with a number of these entities to toll the relevant statute of limitations. The firm estimates, based on currently available information, that the aggregate cumulative losses experienced by the plaintiffs with respect to the securities at issue in active cases brought against the firm where purchasers are seeking rescission of <font style="white-space: nowrap">mortgage-related</font> securities was approximately $485 million as of June 2011. This amount was calculated as the aggregate amount by which the initial purchase price for the securities allegedly purchased by the plaintiffs exceeds the estimated June 2011 value of those securities. This estimate does not include the threatened claims noted above or potential claims by other purchasers in the same or other <font style="white-space: nowrap">mortgage-related</font> offerings that have not actually brought claims against the firm or the claim by Basis Yield, which has been dismissed with leave to amend. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Heungkuk has also filed a criminal complaint against certain past and present employees of the firm in South Korea relating to its purchase of a CDO securitization from Goldman Sachs. The filing does not represent any judgment by a governmental entity, but starts a process whereby the prosecutor investigates the complaint and determines whether to take action. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> On July 1, 2011, a putative shareholder derivative action was filed in the U.S. District Court for the Southern District of New York against Group Inc., the Board and certain officers and employees of Group Inc. and its affiliates in connection with the servicing of residential mortgage loans and other <font style="white-space: nowrap">mortgage-related</font> activities, since January 2009. The complaint alleges breach of fiduciary duty, and seeks, among other things, declaratory relief, unspecified damages and certain governance reforms. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm has also received requests for information <font style="white-space: nowrap">and/or</font> subpoenas from federal, state and local regulators and law enforcement authorities, relating to the <font style="white-space: nowrap">mortgage-related</font> securitization process, subprime mortgages, CDOs, synthetic <font style="white-space: nowrap">mortgage-related</font> products, particular transactions involving these products, and servicing and foreclosure activities, and is cooperating with these regulators and other authorities. See also “Financial Crisis-Related Matters” below. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm expects to be the subject of additional putative shareholder derivative actions, purported class actions, rescission and “put back” claims and other litigation, additional investor and shareholder demands, and additional regulatory and other investigations and actions with respect to <font style="white-space: nowrap">mortgage-related</font> offerings, loan sales, CDOs, and servicing and foreclosure activities. See Note 18 for further information regarding <font style="white-space: nowrap">mortgage-related</font> contingencies. </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Auction Products Matters.  </b>On August 21, 2008, GS&Co. entered into a settlement in principle with the Office of the Attorney General of the State of New York and the Illinois Securities Department (on behalf of the North American Securities Administrators Association) regarding auction rate securities. Under the agreement, Goldman Sachs agreed, among other things, (i) to offer to repurchase at par the outstanding auction rate securities that its private wealth management clients purchased through the firm prior to February 11, 2008, with the exception of those auction rate securities where auctions are clearing, (ii) to continue to work with issuers and other interested parties, including regulatory and governmental entities, to expeditiously provide liquidity solutions for institutional investors, and (iii) to pay a $22.5 million fine. The settlement is subject to definitive documentation and approval by the various states. On June 2, 2009, GS&Co. entered into an Assurance of Discontinuance with the New York State Attorney General. On March 19, 2010, GS&Co. entered into an Administrative Consent Order with the Illinois Secretary of State, Securities Department, which had conducted an investigation on behalf of states other than New York. GS&Co. has entered into similar consent orders with most states and is in the process of doing so with the remaining states. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> On September 4, 2008, Group Inc. was named as a defendant, together with numerous other financial services firms, in two complaints filed in the U.S. District Court for the Southern District of New York alleging that the defendants engaged in a conspiracy to manipulate the auction securities market in violation of federal antitrust laws. The actions were filed, respectively, on behalf of putative classes of issuers of and investors in auction rate securities and seek, among other things, treble damages in an unspecified amount. Defendants’ motion to dismiss was granted on January 26, 2010. On March 1, 2010, the plaintiffs filed a notice of appeal from the dismissal of their complaints. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Private <font style="white-space: nowrap">Equity-Sponsored</font> Acquisitions Litigation.  </b>Group Inc. and “GS Capital Partners” are among numerous private equity firms and investment banks named as defendants in a federal antitrust action filed in the U.S. District Court for the District of Massachusetts in December 2007. As amended, the complaint generally alleges that the defendants have colluded to limit competition in bidding for private <font style="white-space: nowrap">equity-sponsored</font> acquisitions of public companies, thereby resulting in lower prevailing bids and, by extension, less consideration for shareholders of those companies in violation of Section 1 of the U.S. Sherman Antitrust Act and common law. The complaint seeks, among other things, treble damages in an unspecified amount. Defendants moved to dismiss on August 27, 2008. The district court dismissed claims relating to certain transactions that were the subject of releases as part of the settlement of shareholder actions challenging such transactions, and by an order dated December 15, 2008 otherwise denied the motion to dismiss. On April 26, 2010, the plaintiffs moved for leave to proceed with a second phase of discovery encompassing additional transactions. On August 18, 2010, the court permitted discovery on eight additional transactions, and the plaintiffs filed a fourth amended complaint on October 7, 2010. The defendants filed a motion to dismiss certain aspects of the fourth amended complaint on October 21, 2010, and the court granted that motion on January 13, 2011. On January 21, 2011, certain defendants, including Group Inc., filed a motion to dismiss another claim of the fourth amended complaint on the grounds that the transaction was the subject of a release as part of the settlement of a shareholder action challenging the transaction. The court granted that motion on March 1, 2011. On July 11, 2011, the plaintiffs moved for leave to file a fifth amended complaint encompassing additional transactions. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Washington Mutual Securities Litigation.  </b>GS&Co. is among numerous underwriters named as defendants in a putative securities class action amended complaint filed on August 5, 2008 in the U.S. District Court for the Western District of Washington. As to the underwriters, plaintiffs allege that the offering documents in connection with various securities offerings by Washington Mutual, Inc. failed to describe accurately the company’s exposure to <font style="white-space: nowrap">mortgage-related</font> activities in violation of the disclosure requirements of the federal securities laws. The defendants include past and present directors and officers of Washington Mutual, the company’s former outside auditors, and numerous underwriters. By a decision dated October 27, 2009, the federal district court granted and denied in part the underwriters’ motion to dismiss the plaintiffs’ amended complaint. On October 12, 2010, the court granted class certification (except as to one transaction). On December 1, 2010, the defendants moved for partial judgment on the pleadings as to two of the offerings. By a decision dated January 28, 2011, the district court denied the defendants’ motion for partial judgment on the pleadings. On June 30, 2011, the underwriter defendants and plaintiffs entered into a definitive settlement agreement, pursuant to which GS&Co. would contribute to a settlement fund. On July 21, 2011 the court preliminarily approved the settlement and scheduled a final hearing for November 4, 2011. The firm has paid the full amount of GS&Co.’s proposed contribution to the settlement. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> GS&Co. underwrote approximately $520 million principal amount of securities to all purchasers in the offerings at issue in the complaint (excluding those offerings for which the claims have been dismissed). </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> On September 25, 2008, the FDIC took over the primary banking operations of Washington Mutual, Inc. and then sold them. On September 27, 2008, Washington Mutual, Inc. filed for Chapter 11 bankruptcy in the U.S. bankruptcy court in Delaware. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>IndyMac Pass-Through Certificates Litigation.<br /> </b>GS&Co. is among numerous underwriters named as defendants in a putative securities class action filed on May 14, 2009 in the U.S. District Court for the Southern District of New York. As to the underwriters, plaintiffs allege that the offering documents in connection with various securitizations of <font style="white-space: nowrap">mortgage-related</font> assets violated the disclosure requirements of the federal securities laws. The defendants include IndyMac-related entities formed in connection with the securitizations, the underwriters of the offerings, certain ratings agencies which evaluated the credit quality of the securities, and certain former officers and directors of IndyMac affiliates. On November 2, 2009, the underwriters moved to dismiss the complaint. The motion was granted in part on February 17, 2010 to the extent of dismissing claims based on offerings in which no plaintiff purchased, and the court reserved judgment as to the other aspects of the motion. By a decision dated June 21, 2010, the district court formally dismissed all claims relating to offerings in which no named plaintiff purchased certificates (including all offerings underwritten by GS&Co.), and both granted and denied the defendants’ motions to dismiss in various other respects. On May 17, 2010, four additional investors filed a motion seeking to intervene in order to assert claims based on additional offerings (including two underwritten by GS&Co.). On July 6, 2010 and August 19, 2010, two additional investors filed motions to intervene in order to assert claims based on additional offerings (none of which were underwritten by GS&Co.). The defendants opposed the motions on the ground that the putative intervenors’ claims were time-barred and, on June 21, 2011, the court denied the motions to intervene with respect to, among others, the claims based on the offerings underwritten by GS&Co. Certain of the putative intervenors (including those seeking to assert claims based on two offerings underwritten by GS&Co.) have filed notices of appeal. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> GS&Co. underwrote approximately $751 million principal amount of securities to all purchasers in the offerings at issue in the May 2010 motion to intervene. On July 11, 2008, IndyMac Bank was placed under an FDIC receivership, and on July 31, 2008, IndyMac Bancorp, Inc. filed for Chapter 7 bankruptcy in the U.S. Bankruptcy Court in Los Angeles, California. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Employment-Related Matters.  </b>On May 27, 2010, a putative class action was filed in the U.S. District Court for the Southern District of New York by several contingent technology workers who were employees of <font style="white-space: nowrap">third-party</font> vendors. The plaintiffs are seeking overtime pay for alleged hours worked in excess of 40 per work week. The complaint alleges that the plaintiffs were de facto employees of GS&Co. and that GS&Co. is responsible for the overtime pay under federal and state overtime laws. The complaint seeks class action status and unspecified damages. On March 21, 2011, the parties agreed to the terms of a settlement in principle. The parties are in the process of seeking court approval of the settlement. The firm has reserved the full amount of the proposed settlement. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> On September 15, 2010, a putative class action was filed in the U.S. District for the Southern District of New York by three former female employees alleging that Group Inc. and GS&Co. have systematically discriminated against female employees in respect of compensation, promotion, assignments, mentoring and performance evaluations. The complaint alleges a class consisting of all female employees employed at specified levels by Group Inc. and GS&Co. since July 2002, and asserts claims under federal and New York City discrimination laws. The complaint seeks class action status, injunctive relief and unspecified amounts of compensatory, punitive and other damages. On November 22, 2010, Group Inc. and GS&Co. filed a motion to stay the claims of one of the named plaintiffs and to compel individual arbitration with that individual, based on an arbitration provision contained in an employment agreement between Group Inc. and the individual. On April 28, 2011, the magistrate judge to whom the district judge assigned the motion denied the motion. On July 7, 2011, the magistrate judge denied Group Inc.’s and GS&Co.’s motion for reconsideration of the magistrate judge’s decision, and on July 21, 2011 Group Inc. and GS&Co. appealed the magistrate judge’s decision to the district court. On June 13, 2011, Group, Inc. and GS&Co. moved to strike the class allegations of one of the three named plaintiffs based on her failure to exhaust administrative remedies. On July 22, 2011, Group Inc. and GS&Co. moved to strike all of the plaintiffs’ class allegations, and for partial summary judgment as to plaintiffs’ disparate impact claims. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Transactions with the Hellenic Republic (Greece). </b>Group Inc. and certain of its affiliates are subject to a number of investigations and reviews by various governmental and regulatory bodies and self-regulatory organizations in connection with the firm’s transactions with the Hellenic Republic (Greece), including financing and swap transactions. Goldman Sachs is cooperating with the investigations and reviews. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Sales, Trading and Clearance Practices.  </b>Group Inc. and certain of its affiliates are subject to a number of investigations and reviews, certain of which are <font style="white-space: nowrap">industry-wide,</font> by various governmental and regulatory bodies and self-regulatory organizations relating to the sales, trading and clearance of corporate and government securities and other financial products, including compliance with the SEC’s short sale rule, algorithmic and quantitative trading, futures trading, securities lending practices, trading and clearance of credit derivative instruments, commodities trading, private placement practices, compliance with the U.S. Foreign Corrupt Practices Act and the effectiveness of insider trading controls and internal information barriers. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The European Commission announced in April 2011 that it is initiating proceedings to investigate further numerous financial services companies, including Group Inc., in connection with the supply of data related to credit default swaps and in connection with profit sharing and fee arrangements for clearing of credit default swaps, including potential anti-competitive practices. The U.S. Department of Justice (DOJ) has been investigating similar matters as regards the supply of data. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The CFTC has been investigating the role of GSEC as the clearing broker for an SEC-registered <font style="white-space: nowrap">broker-dealer</font> client. The CFTC staff has orally advised GSEC that it intends to recommend that the CFTC bring aiding and abetting, civil fraud and supervision-related charges against GSEC arising from its provision of clearing services to this <font style="white-space: nowrap">broker-dealer</font> client based on allegations that GSEC knew or should have known that the client’s subaccounts maintained at GSEC were actually accounts belonging to customers of the <font style="white-space: nowrap">broker-dealer</font> client and not the client’s proprietary accounts. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Goldman Sachs is cooperating with the investigations and reviews. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>EU <font style="white-space: nowrap">Price-Fixing</font> Matter.</b>  On July 5, 2011, the European Commission issued a Statement of Objections to Group Inc. raising allegations of an <font style="white-space: nowrap">industry-wide</font> conspiracy to fix prices for power cables including by an Italian cable company in which certain Goldman Sachs-affiliated investment funds held ownership interests from 2005 to 2009. The Statement of Objections proposes to hold Group Inc. jointly and severally liable for some or all of any fine levied against the cable company under the concept of parental liability under EU competition law. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Municipal Securities Matters.  </b>Group Inc. and certain of its affiliates are subject to a number of investigations and reviews by various governmental and regulatory bodies and self-regulatory organizations relating to transactions involving municipal securities, including wall-cross procedures and conflict of interest disclosure with respect to state and municipal clients, the trading and structuring of municipal derivative instruments in connection with municipal offerings, political contribution rules, underwriting of Build America Bonds and the possible impact of credit default swap transactions on municipal issuers. Goldman Sachs is cooperating with the investigations and reviews. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Group Inc., Goldman Sachs Mitsui Marine Derivative Products, L.P. (GSMMDP) and GS Bank USA are among numerous financial services firms that have been named as defendants in numerous substantially identical individual antitrust actions filed beginning on November 12, 2009 that have been coordinated with related antitrust class action litigation and individual actions, in which no Goldman Sachs affiliate is named, for <font style="white-space: nowrap">pre-trial</font> proceedings in the U.S. District Court for the Southern District of New York. The plaintiffs include individual California municipal entities and three New York <font style="white-space: nowrap">non-profit</font> entities. On April 26, 2010, the Goldman Sachs defendants’ motion to dismiss complaints filed by several individual California municipal plaintiffs was denied. All of these complaints against Group Inc., GSMMDP and GS Bank USA generally allege that the Goldman Sachs defendants participated in a conspiracy to arrange bids, fix prices and divide up the market for derivatives used by municipalities in refinancing and hedging transactions from 1992 to 2008. The complaints assert claims under the federal antitrust laws and either California’s Cartwright Act or New York’s Donnelly Act, and seek, among other things, treble damages under the antitrust laws in an unspecified amount and injunctive relief. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Financial Crisis-Related Matters.  </b>Group Inc. and certain of its affiliates are subject to a number of investigations and reviews by various governmental and regulatory bodies and self-regulatory organizations and litigation relating to the 2008 financial crisis, including the establishment and unwind of credit default swaps between Goldman Sachs and American International Group, Inc. (AIG) and other transactions with, and in the securities of, AIG, The Bear Stearns Companies Inc., Lehman Brothers Holdings Inc. and other firms. Goldman Sachs is cooperating with the investigations and reviews. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In the second quarter of 2011, a Staff Report of the Senate Permanent Subcommittee on Investigations concerning the key causes of the financial crisis was issued. Goldman Sachs and another financial institution were used as case studies with respect to the role of investment banks. The report was referred to the DOJ and the SEC for review. The firm is cooperating with the investigations arising from this referral, which are ongoing. </div> </div>
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<gs:BasisOfPresentationPolicyTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note2_accounting_policy_table1 - gs:BasisOfPresentationPolicyTextBlock--> <div align="left" style="font-size: 10pt; font-family: Arial, Helvetica"> <div align="left" style="margin-left: 0%"> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> These condensed consolidated financial statements are prepared in accordance with accounting principles generally accepted in the United States (U.S. GAAP) and include the accounts of Group Inc. and all other entities in which the firm has a controlling financial interest. Intercompany transactions and balances have been eliminated. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> These condensed consolidated financial statements are unaudited and should be read in conjunction with the audited consolidated financial statements included in the firm’s Annual Report on <font style="white-space: nowrap">Form 10-K</font> for the year ended December 31, 2010. References to “the firm’s Annual Report on <font style="white-space: nowrap">Form 10-K”</font> are to the firm’s Annual Report on <font style="white-space: nowrap">Form 10-K</font> for the year ended December 31, 2010. The condensed consolidated financial information as of December 31, 2010 has been derived from audited consolidated financial statements not included herein. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> These unaudited condensed consolidated financial statements reflect all adjustments that are, in the opinion of management, necessary for a fair statement of the results for the interim periods presented. These adjustments are of a normal, recurring nature. Interim period operating results may not be indicative of the operating results for a full year. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> All references to June 2011 and June 2010, unless specifically stated otherwise, refer to the firm’s periods ended, or the dates, as the context requires, June 30, 2011 and June 30, 2010, respectively. All references to March 2011 and December 2010, unless specifically stated otherwise, refer to the dates March 31, 2011 and December 31, 2010, respectively. Certain reclassifications have been made to previously reported amounts to conform to the current presentation. </div> </div> </div>
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<us-gaap:ConsolidationPolicyTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note3_accounting_policy_table1 - us-gaap:ConsolidationPolicyTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Consolidation</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm consolidates entities in which the firm has a controlling financial interest. The firm determines whether it has a controlling financial interest in an entity by first evaluating whether the entity is a voting interest entity or a variable interest entity (VIE). </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Voting Interest Entities.  </b>Voting interest entities are entities in which (i) the total equity investment at risk is sufficient to enable the entity to finance its activities independently and (ii) the equity holders have the power to direct the activities of the entity that most significantly impact its economic performance, the obligation to absorb the losses of the entity and the right to receive the residual returns of the entity. The usual condition for a controlling financial interest in a voting interest entity is ownership of a majority voting interest. If the firm has a majority voting interest in a voting interest entity, the entity is consolidated. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Variable Interest Entities.  </b>A VIE is an entity that lacks one or more of the characteristics of a voting interest entity. The firm has a controlling financial interest in a VIE when the firm has a variable interest or interests that provide it with (i) the power to direct the activities of the VIE that most significantly impact the VIE’s economic performance and (ii) the obligation to absorb losses of the VIE or the right to receive benefits from the VIE that could potentially be significant to the VIE. See Note 11 for further information about VIEs. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="white-space: nowrap">Equity-Method</font> Investments.</b>  When the firm does not have a controlling financial interest in an entity but can exert significant influence over the entity’s operating and financial policies, the investment is accounted for either (i) under the equity method of accounting or (ii) at fair value by electing the fair value option available under U.S. GAAP. Significant influence generally exists when the firm owns 20% to 50% of the entity’s common stock or <font style="white-space: nowrap">in-substance</font> common stock. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In general, the firm accounts for investments acquired subsequent to November 24, 2006, when the fair value option became available, at fair value. In certain cases, the firm applies the equity method of accounting to new investments that are strategic in nature or closely related to the firm’s principal business activities, when the firm has a significant degree of involvement in the cash flows or operations of the investee or when <font style="white-space: nowrap">cost-benefit</font> considerations are less significant. See Note 12 for further information about <font style="white-space: nowrap">equity-method</font> investments. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Investment Funds.  </b>The firm has formed numerous investment funds with <font style="white-space: nowrap">third-party</font> investors. These funds are typically organized as limited partnerships or limited liability companies for which the firm acts as general partner or manager. Generally, the firm does not hold a majority of the economic interests in these funds. These funds are usually voting interest entities and generally are not consolidated because <font style="white-space: nowrap">third-party</font> investors typically have rights to terminate the funds or to remove the firm as general partner or manager. Investments in these funds are included in “Financial instruments owned, at fair value.” See Notes 6, 18 and 22 for further information about investments in funds. </div> </div> </div>
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<gs:VariableInterestEntityConsolidationPolicyTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note3_accounting_policy_table2 - gs:VariableInterestEntityConsolidationPolicyTextBlock--> <div align="left" style="font-size: 10pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Variable Interest Entities.  </b>A VIE is an entity that lacks one or more of the characteristics of a voting interest entity. The firm has a controlling financial interest in a VIE when the firm has a variable interest or interests that provide it with (i) the power to direct the activities of the VIE that most significantly impact the VIE’s economic performance and (ii) the obligation to absorb losses of the VIE or the right to receive benefits from the VIE that could potentially be significant to the VIE. See Note 11 for further information about VIEs. </div> </div> </div>
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<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note11_accounting_policy_table1 - us-gaap:ScheduleOfVariableInterestEntitiesTextBlock--> <div align="left" style="font-size: 10pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The enterprise with a controlling financial interest in a VIE is known as the primary beneficiary and consolidates the VIE. The firm determines whether it is the primary beneficiary of a VIE by performing an analysis that principally considers: </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> which variable interest holder has the power to direct the activities of the VIE that most significantly impact the VIE’s economic performance; </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> which variable interest holder has the obligation to absorb losses or the right to receive benefits from the VIE that could potentially be significant to the VIE; </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> the VIE’s purpose and design, including the risks the VIE was designed to create and pass through to its variable interest holders; </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> the VIE’s capital structure; </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> the terms between the VIE and its variable interest holders and other parties involved with the VIE; and </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> related party relationships. </td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm reassesses its initial evaluation of whether an entity is a VIE when certain reconsideration events occur. The firm reassesses its determination of whether it is the primary beneficiary of a VIE on an ongoing basis based on current facts and circumstances. </div> </div> </div>
</gs:VariableInterestEntityConsolidationPolicyTextBlock>
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<gs:EquityMethodInvestmentsPolicyTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note3_accounting_policy_table3 - gs:EquityMethodInvestmentsPolicyTextBlock--> <div align="left" style="font-size: 10pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="white-space: nowrap">Equity-Method</font> Investments.</b>  When the firm does not have a controlling financial interest in an entity but can exert significant influence over the entity’s operating and financial policies, the investment is accounted for either (i) under the equity method of accounting or (ii) at fair value by electing the fair value option available under U.S. GAAP. Significant influence generally exists when the firm owns 20% to 50% of the entity’s common stock or <font style="white-space: nowrap">in-substance</font> common stock. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In general, the firm accounts for investments acquired subsequent to November 24, 2006, when the fair value option became available, at fair value. In certain cases, the firm applies the equity method of accounting to new investments that are strategic in nature or closely related to the firm’s principal business activities, when the firm has a significant degree of involvement in the cash flows or operations of the investee or when <font style="white-space: nowrap">cost-benefit</font> considerations are less significant. See Note 12 for further information about <font style="white-space: nowrap">equity-method</font> investments. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> </div> </div>
</gs:EquityMethodInvestmentsPolicyTextBlock>
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<gs:UseOfEstimatesPolicyTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note3_accounting_policy_table4 - gs:UseOfEstimatesPolicyTextBlock--> <div align="left" style="font-size: 10pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Use of Estimates</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Preparation of these condensed consolidated financial statements requires management to make certain estimates and assumptions, the most important of which relate to fair value measurements, accounting for goodwill and identifiable intangible assets, discretionary compensation accruals and the provision for losses that may arise from litigation, regulatory proceedings and tax audits. These estimates and assumptions are based on the best available information but actual results could be materially different. </div> </div> </div>
</gs:UseOfEstimatesPolicyTextBlock>
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<gs:RevenuesRecognitionPolicyTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note3_accounting_policy_table5 - gs:RevenuesRecognitionPolicyTextBlock--> <div align="left" style="font-size: 10pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Revenue Recognition</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Financial Assets and Financial Liabilities at Fair Value.  </b>Financial instruments owned, at fair value and Financial instruments sold, but not yet purchased, at fair value are recorded at fair value either under the fair value option or in accordance with other U.S. GAAP. In addition, the firm has elected to account for certain of its other financial assets and financial liabilities at fair value by electing the fair value option. The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. Financial assets are marked to bid prices and financial liabilities are marked to offer prices. Fair value measurements do not include transaction costs. Fair value gains or losses are generally included in “Market making” for positions in Institutional Client Services and “Other principal transactions” for positions in Investing & Lending. See Notes 5 through 8 for further information about fair value measurements. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Investment Banking.  </b>Fees from financial advisory assignments and underwriting revenues are recognized in earnings when the services related to the underlying transaction are completed under the terms of the assignment. Expenses associated with such transactions are deferred until the related revenue is recognized or the assignment is otherwise concluded. Expenses associated with financial advisory assignments are recorded as <font style="white-space: nowrap">non-compensation</font> expenses, net of client reimbursements. Underwriting revenues are presented net of related expenses. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Investment Management.  </b>The firm earns management fees and incentive fees for investment management services. Management fees are calculated as a percentage of net asset value, invested capital or commitments, and are recognized over the period that the related service is provided. Incentive fees are calculated as a percentage of a fund’s or separately managed account’s return, or excess return above a specified benchmark or other performance target. Incentive fees are generally based on investment performance over a <font style="white-space: nowrap">12-month</font> period or over the life of a fund. Fees that are based on performance over a <font style="white-space: nowrap">12-month</font> period are subject to adjustment prior to the end of the measurement period. For fees that are based on investment performance over the life of the fund, future investment underperformance may require fees previously distributed to the firm to be returned to the fund. Incentive fees are recognized only when all material contingencies have been resolved. Management and incentive fee revenues are included in “Investment management” revenues. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Commissions and Fees.  </b>The firm earns “Commissions and fees” from executing and clearing client transactions on stock, options and futures markets. Commissions and fees are recognized on the day the trade is executed. </div> </div> </div>
</gs:RevenuesRecognitionPolicyTextBlock>
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<gs:TransfersOfAssetsPolicyTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note3_accounting_policy_table6 - gs:TransfersOfAssetsPolicyTextBlock--> <div align="center" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Transfers of Assets</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Transfers of assets are accounted for as sales when the firm has relinquished control over the assets transferred. For transfers of assets accounted for as sales, any related gains or losses are recognized in net revenues. Assets or liabilities that arise from the firm’s continuing involvement with transferred assets are measured at fair value. For transfers of assets that are not accounted for as sales, the assets remain in “Financial instruments owned, at fair value” and the transfer is accounted for as a collateralized financing, with the related interest expense recognized over the life of the transaction. See Note 9 for further information about transfers of assets accounted for as collateralized financings and Note 10 for further information about transfers of assets accounted for as sales. </div> </div> </div>
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<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note10_accounting_policy_table1 - gs:TransfersOfAssetsPolicyTextBlock--> <div align="left" style="font-size: 10pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm accounts for a securitization as a sale when it has relinquished control over the transferred assets. Prior to securitization, the firm accounts for assets pending transfer at fair value and therefore does not typically recognize gains or losses upon the transfer of assets. Net revenues from underwriting activities are recognized in connection with the sales of the underlying beneficial interests to investors. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> For transfers of assets that are not accounted for as sales, the assets remain in “Financial instruments owned, at fair value” and the transfer is accounted for as a collateralized financing, with the related interest expense recognized over the life of the transaction. See Notes 9 and 23 for further information about collateralized financings and interest expense, respectively. </div> </div> </div>
</gs:TransfersOfAssetsPolicyTextBlock>
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<gs:ReceivablesFromCustomersAndCounterpartiesPolicyTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note3_accounting_policy_table7 - gs:ReceivablesFromCustomersAndCounterpartiesPolicyTextBlock--> <div align="left" style="font-size: 10pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Receivables from Customers and Counterparties</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Receivables from customers and counterparties generally consist of collateralized receivables, primarily customer margin loans, related to client transactions. Certain of the firm’s receivables from customers and counterparties are accounted for at fair value under the fair value option, with changes in fair value generally included in “Market making” revenues. See Note 8 for further information about the fair values of these receivables. Receivables from customers and counterparties not accounted for at fair value are accounted for at amortized cost net of estimated uncollectible amounts, which generally approximates fair value. Interest on receivables from customers and counterparties is recognized over the life of the transaction and included in “Interest income.” </div> </div> </div>
</gs:ReceivablesFromCustomersAndCounterpartiesPolicyTextBlock>
<!-- End Block Tagged Accounting Policy: gs-20110630_note3_accounting_policy_table7 --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note3_accounting_policy_table8 -->
<gs:InsuranceActivitiesPolicyTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note3_accounting_policy_table8 - gs:InsuranceActivitiesPolicyTextBlock--> <div align="left" style="font-size: 10pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Insurance Activities</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Certain of the firm’s insurance and reinsurance contracts are accounted for at fair value under the fair value option, with changes in fair value included in “Market making” revenues. See Note 8 for further information about the fair values of these insurance and reinsurance contracts. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Revenues from variable annuity and life insurance and reinsurance contracts not accounted for at fair value generally consist of fees assessed on contract holder account balances for mortality charges, policy administration fees and surrender charges. These revenues are recognized in earnings over the period that services are provided and are included in “Market making” revenues. Interest credited to variable annuity and life insurance and reinsurance contract account balances and changes in reserves are recognized in “Other expenses.” </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Premiums earned for underwriting property catastrophe reinsurance are recognized in earnings over the coverage period, net of premiums ceded for the cost of reinsurance, and are included in “Market making” revenues. Expenses for liabilities related to property catastrophe reinsurance claims, including estimates of losses that have been incurred but not reported, are included in “Other expenses.” </div> </div> </div>
</gs:InsuranceActivitiesPolicyTextBlock>
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<gs:ShareBasedCompensationTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note3_accounting_policy_table9 - gs:ShareBasedCompensationTextBlock--> <div align="center" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica"><font style="white-space: nowrap">Share-based</font> Compensation</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The cost of employee services received in exchange for a <font style="white-space: nowrap">share-based</font> award is generally measured based on the grant-date fair value of the award. <font style="white-space: nowrap">Share-based</font> awards that do not require future service (i.e., vested awards, including awards granted to retirement-eligible employees) are expensed immediately. <font style="white-space: nowrap">Share-based</font> employee awards that require future service are amortized over the relevant service period. Expected forfeitures are included in determining <font style="white-space: nowrap">share-based</font> employee compensation expense. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm pays cash dividend equivalents on outstanding restricted stock units (RSUs). Dividend equivalents paid on RSUs are generally charged to retained earnings. Dividend equivalents paid on RSUs expected to be forfeited are included in compensation expense. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm accounts for the tax benefit related to dividend equivalents paid on RSUs as an increase to additional <font style="white-space: nowrap">paid-in</font> capital. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In certain cases, primarily related to the death of an employee or conflicted employment (as outlined in the applicable award agreements), the firm may cash settle <font style="white-space: nowrap">share-based</font> compensation awards. For awards accounted for as equity instruments, additional <font style="white-space: nowrap">paid-in</font> capital is adjusted to the extent of the difference between the current value of the award and the grant-date value of the award. </div> </div> </div>
</gs:ShareBasedCompensationTextBlock>
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<us-gaap:ForeignCurrencyTransactionsAndTranslationsPolicyTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note3_accounting_policy_table10 - us-gaap:ForeignCurrencyTransactionsAndTranslationsPolicyTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Foreign Currency Translation</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Assets and liabilities denominated in <font style="white-space: nowrap">non-U.S. currencies</font> are translated at rates of exchange prevailing on the date of the condensed consolidated statements of financial condition and revenues and expenses are translated at average rates of exchange for the period. Foreign currency remeasurement gains or losses on transactions in nonfunctional currencies are recognized in earnings. Gains or losses on translation of the financial statements of a <font style="white-space: nowrap">non-U.S. operation,</font> when the functional currency is other than the U.S. dollar, are included, net of hedges and taxes, in the condensed consolidated statements of comprehensive income. </div> </div> </div>
</us-gaap:ForeignCurrencyTransactionsAndTranslationsPolicyTextBlock>
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<gs:CashAndCashEquivalentPolicyTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note3_accounting_policy_table11 - gs:CashAndCashEquivalentPolicyTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Cash and Cash Equivalents</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm defines cash equivalents as highly liquid overnight deposits held in the ordinary course of business. As of June 2011 and December 2010, “Cash and cash equivalents” included $5.02 billion and $5.75 billion, respectively, of cash and due from banks, and $40.41 billion and $34.04 billion, respectively, of interest-bearing deposits with banks. </div> </div> </div>
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<gs:RecentAccountingDevelopmentsTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note3_accounting_policy_table12 - gs:RecentAccountingDevelopmentsTextBlock--> <div align="left" style="font-size: 10pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Recent Accounting Developments</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Improving Disclosures about Fair Value Measurements.  </b>In January 2010, the FASB issued ASU <font style="white-space: nowrap">No. 2010-06,</font> “Fair Value Measurements and Disclosures (Topic 820) — Improving Disclosures about Fair Value Measurements.” ASU <font style="white-space: nowrap">No. 2010-06</font> provides amended disclosure requirements related to fair value measurements. Certain of these disclosure requirements became effective for the firm beginning in the first quarter of 2010, while others became effective for the firm beginning in the first quarter of 2011. Since these amended principles require only additional disclosures concerning fair value measurements, adoption did not affect the firm’s financial condition, results of operations or cash flows. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Reconsideration of Effective Control for Repurchase Agreements</b>. In April 2011, the FASB issued ASU <font style="white-space: nowrap">No. 2011-03,</font> “Transfers and Servicing (Topic 860) — Reconsideration of Effective Control for Repurchase Agreements.” ASU <font style="white-space: nowrap">No. 2011-03</font> changes the assessment of effective control by removing (i) the criterion that requires the transferor to have the ability to repurchase or redeem financial assets on substantially the agreed terms, even in the event of default by the transferee, and (ii) the collateral maintenance implementation guidance related to that criterion. ASU <font style="white-space: nowrap">No. 2011-03</font> is effective for periods beginning after December 15, 2011. The adoption of ASU <font style="white-space: nowrap">No. 2011-03</font> will not affect the firm’s financial condition, results of operations or cash flows. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Amendments to Achieve Common Fair Value Measurement and Disclosure Requirements in U.S. GAAP and IFRSs (FASB Accounting Standards Codification (ASC) 820).  </b>In May 2011, the FASB issued ASU <font style="white-space: nowrap">No. 2011-04,</font> “Fair Value Measurements and Disclosures (Topic 820) — Amendments to Achieve Common Fair Value Measurement and Disclosure Requirements in U.S. GAAP and IFRSs.” ASU <font style="white-space: nowrap">No. 2011-04</font> clarifies the application of existing fair value measurement and disclosure requirements, changes certain principles related to measuring fair value, and requires additional disclosures about fair value measurements. ASU <font style="white-space: nowrap">No. 2011-04</font> is effective for periods beginning after December 15, 2011. The firm is currently evaluating the impact of adoption. </div> </div> </div>
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<gs:FairValueMeasurementsPolicyTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note6_accounting_policy_table1 - gs:FairValueMeasurementsPolicyTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Cash instruments include U.S. government and federal agency obligations, <font style="white-space: nowrap">non-U.S. government</font> obligations, bank loans and bridge loans, corporate debt securities, equities and convertible debentures, and other <font style="white-space: nowrap">non-derivative</font> financial instruments owned and financial instruments sold, but not yet purchased. See below for the types of cash instruments included in each level of the fair value hierarchy and the valuation techniques and significant inputs used to determine their fair values. See Note 5 for an overview of the firm’s fair value measurement policies and the fair value hierarchy. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Level 1 Cash Instruments</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Level 1 cash instruments include U.S. government obligations and most <font style="white-space: nowrap">non-U.S. government</font> obligations, actively traded listed equities and certain money market instruments. These instruments are valued using quoted prices for identical unrestricted instruments in active markets. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm defines active markets for equity instruments based on the average daily trading volume both in absolute terms and relative to the market capitalization for the instrument. The firm defines active markets for debt instruments based on both the average daily trading volume and the number of days with trading activity. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The fair value of a level 1 instrument is calculated as quantity held multiplied by quoted market price. U.S. GAAP prohibits valuation adjustments being applied to level 1 instruments even in situations where the firm holds a large position and a sale could impact the quoted price. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Level 2 Cash Instruments</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Level 2 cash instruments include commercial paper, certificates of deposit, time deposits, most government agency obligations, most corporate debt securities, commodities, certain <font style="white-space: nowrap">mortgage-backed</font> loans and securities, certain bank loans and bridge loans, less liquid publicly listed equities, certain state and municipal obligations and certain money market instruments and lending commitments. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Valuations of level 2 cash instruments can be verified to quoted prices, recent trading activity for identical or similar instruments, broker or dealer quotations or alternative pricing sources with reasonable levels of price transparency. Consideration is given to the nature of the quotations (e.g., indicative or firm) and the relationship of recent market activity to the prices provided from alternative pricing sources. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Valuation adjustments are typically made to level 2 cash instruments (i) if the cash instrument is subject to transfer restrictions <font style="white-space: nowrap">and/or</font> (ii) for other premiums and discounts that a market participant would require to arrive at fair value. Valuation adjustments are generally based on market evidence. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Level 3 Cash Instruments</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Level 3 cash instruments have one or more significant valuation inputs that are not observable. Absent evidence to the contrary, level 3 cash instruments are initially valued at transaction price, which is considered to be the best initial estimate of fair value. Subsequently, the firm uses other methodologies to determine fair value, which vary based on the type of instrument. Valuation inputs and assumptions are changed when corroborated by substantive observable evidence, including values realized on sales of level 3 financial assets. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below presents the valuation techniques and the nature of significant inputs generally used to determine the fair values of each class of level 3 cash instrument. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="34%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutterleft --> <td width="1%"> </td><!-- colindex=02 type=gutterright --> <td width="64%"> </td><!-- colindex=02 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom" style="border-left: 1px solid #000000; padding-left: 2pt; border-top: 1px solid #000000"> <b> Level 3 Cash Instrument</b> </td> <td style="border-right: 1px solid #000000; padding-right: 2pt; border-top: 1px solid #000000">   </td> <td style="border-top: 1px solid #000000">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-right: 1px solid #000000; padding-right: 2pt; border-top: 1px solid #000000"> <b>Valuation Techniques and Significant Inputs</b> </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="4" align="left" valign="bottom" style="font-size: 1pt; border-right: 1px solid #000000; padding-right: 2pt; border-left: 1px solid #000000; padding-left: 2pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="top" style="border-left: 1px solid #000000; padding-left: 2pt"> <div> Loans and securities backed by commercial real estate<br /><br /> </div> <div> •  Collateralized by a single commercial real estate property or a portfolio of properties<br /> </div> <div> <br /> </div> <div> •  May include tranches of varying levels of subordination </div> </td> <td style="border-right: 1px solid #000000; padding-right: 2pt">   </td> <td>   </td> <td align="left" valign="top" style="border-right: 1px solid #000000; padding-right: 2pt"> Valuation techniques vary by instrument, but are generally based on discounted cash flow techniques.<br /> <br /> Significant inputs for these valuations include:<br /> <br />  •  Transaction prices in both the underlying collateral and instruments with the same or <br />        similar underlying collateral<br /> <br />  •  Current levels and changes in market indices such as the CMBX (an index that tracks <br />        the performance of commercial mortgage bonds)<br /> <br />  •  Market yields implied by transactions of similar or related assets<br /> <br />  •  Current performance of the underlying collateral<br /> <br />  •  Capitalization rates and multiples </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="4" valign="top" style="border-right: 1px solid #000000; padding-right: 2pt; border-left: 1px solid #000000; padding-left: 2pt">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="4" style="border-right: 1px solid #000000; padding-right: 2pt; border-left: 1px solid #000000; padding-left: 2pt; border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="top" style="border-left: 1px solid #000000; padding-left: 2pt"> <div style="text-indent: -0pt; margin-left: 0pt;"> Loans and securities backed by residential real estate<br /><br /> </div> <div style="text-indent: -15pt; margin-left: 15pt;"> •  Collateralized by portfolios of residential real estate<br /> </div> <div style="text-indent: -0pt; margin-left: 0pt;"> <br /> </div> <div style="text-indent: -15pt; margin-left: 15pt;"> •  May include tranches of varying levels of subordination </div> </td> <td style="border-right: 1px solid #000000; padding-right: 2pt">   </td> <td>   </td> <td align="left" valign="top" style="border-right: 1px solid #000000; padding-right: 2pt"> <div style="text-indent: -0pt; margin-left: 0pt;"> Valuation techniques vary by instrument, but are generally based on relative value analyses, discounted cash flow techniques or a combination thereof.<br /><br /> </div> <div style="text-indent: -0pt; margin-left: 0pt;"> Significant inputs are determined based on relative value analyses, which incorporate comparisons to instruments with similar collateral and risk profiles, including relevant indices such as the ABX (an index that tracks the performance of subprime residential mortgage bonds). Significant inputs include:<br /><br /> </div> <div style="text-indent: -15pt; margin-left: 15pt;">  •  Home price projections, residential property liquidation timelines and related costs<br /> </div> <div style="text-indent: -0pt; margin-left: 0pt;"> <br /> </div> <div style="text-indent: -15pt; margin-left: 15pt;">  •  Underlying loan prepayment, default and cumulative loss expectations<br /> </div> <div style="text-indent: -0pt; margin-left: 0pt;"> <br /> </div> <div style="text-indent: -15pt; margin-left: 15pt;">  •  Transaction prices in both the underlying collateral and instruments with the same or similar underlying collateral<br /> </div> <div style="text-indent: -0pt; margin-left: 0pt;"> <br /> </div> <div style="text-indent: -15pt; margin-left: 15pt;">  •  Market yields implied by transactions of similar or related assets </div> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="4" valign="top" style="border-right: 1px solid #000000; padding-right: 2pt; border-left: 1px solid #000000; padding-left: 2pt">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="4" style="border-right: 1px solid #000000; padding-right: 2pt; border-left: 1px solid #000000; padding-left: 2pt; border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="top" style="border-left: 1px solid #000000; padding-left: 2pt"> <div> Loan portfolios<br /><br /> </div> <div> •  Acquired portfolios of distressed loans<br /> </div> <div> <br /> </div> <div> •  Primarily backed by commercial and residential real estate collateral </div> </td> <td style="border-right: 1px solid #000000; padding-right: 2pt">   </td> <td>   </td> <td align="left" valign="top" style="border-right: 1px solid #000000; padding-right: 2pt"> Valuations are based on discounted cash flow techniques.<br /> <br /> Significant inputs are determined based on relative value analyses, which incorporate comparisons to recent auction data for other similar loan portfolios. Significant inputs include:<br /> <br />  •  Amount and timing of expected future cash flows<br /> <br />  •  Market yields implied by transactions of similar or related assets </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="4" valign="top" style="border-right: 1px solid #000000; padding-right: 2pt; border-left: 1px solid #000000; padding-left: 2pt">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="4" style="border-right: 1px solid #000000; padding-right: 2pt; border-left: 1px solid #000000; padding-left: 2pt; border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="top" style="border-left: 1px solid #000000; padding-left: 2pt"> <div style="text-indent: 0pt; margin-left: 1pt"> Bank loans and bridge loans<br /> <br /> Corporate debt securities<br /> <br /> State and municipal obligations<br /> <br /> Other debt obligations </div> </td> <td style="border-right: 1px solid #000000; padding-right: 2pt">   </td> <td>   </td> <td align="left" valign="top" style="border-right: 1px solid #000000; padding-right: 2pt"> <div style="text-indent: -0pt; margin-left: 0pt;"> Valuation techniques vary by instrument, but are generally based on discounted cash flow techniques.<br /><br /> </div> <div style="text-indent: -0pt; margin-left: 0pt;"> Significant inputs are generally determined based on relative value analyses, which incorporate comparisons both to prices of credit default swaps that reference the same or similar underlying credit risk and to other debt instruments for the same issuer for which observable prices or broker quotations are available. Significant inputs include:<br /><br /> </div> <div style="text-indent: -15pt; margin-left: 15pt;">  •  Amount and timing of expected future cash flows<br /> </div> <div style="text-indent: -0pt; margin-left: 0pt;"> <br /> </div> <div style="text-indent: -15pt; margin-left: 15pt;">  •  Current levels and trends of market indices such as CDX, LCDX and MCDX (indices that track the performance of corporate credit, loans and municipal obligations, respectively)<br /> </div> <div style="text-indent: -0pt; margin-left: 0pt;"> <br /> </div> <div style="text-indent: -15pt; margin-left: 15pt;">  •  Market yields implied by transactions of similar or related assets<br /> </div> <div style="text-indent: -0pt; margin-left: 0pt;"> <br /> </div> <div style="text-indent: -15pt; margin-left: 15pt;">  •  Current performance and recovery assumptions and, where the firm uses credit default swaps to value the related cash instrument, the cost of borrowing the underlying reference obligation </div> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="4" valign="top" style="border-right: 1px solid #000000; padding-right: 2pt; border-left: 1px solid #000000; padding-left: 2pt">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="4" style="border-right: 1px solid #000000; padding-right: 2pt; border-left: 1px solid #000000; padding-left: 2pt; border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="top" style="border-left: 1px solid #000000; padding-left: 2pt"> <div> Equities and convertible debentures<br /><br /> </div> <div> •  Private equity investments </div> </td> <td style="border-right: 1px solid #000000; padding-right: 2pt">   </td> <td>   </td> <td align="left" valign="top" style="border-right: 1px solid #000000; padding-right: 2pt"> Recent third-party investments or pending transactions are considered to be the best evidence for any change in fair value. When these are not available, the following valuation methodologies are used, as appropriate and available:<br /> <br />  •  Transactions in similar instruments<br /> <br />  •  Discounted cash flow techniques<br /> <br />  •  Third-party appraisals<br /> <br />  •  Industry multiples and public comparables <br /> <br /> Evidence includes recent or pending reorganizations (e.g., merger proposals, tender offers, debt restructurings) and significant changes in financial metrics, such as:<br /> <br />  •  Current financial performance as compared to projected performance<br /> <br />  •  Capitalization rates and multiples<br /> <br />  •  Market yields implied by transactions of similar or related assets </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="4" valign="top" style="border-right: 1px solid #000000; padding-right: 2pt; border-left: 1px solid #000000; padding-left: 2pt">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="4" style="border-right: 1px solid #000000; padding-right: 2pt; border-left: 1px solid #000000; padding-left: 2pt; border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> </div>
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<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note7_accounting_policy_table1 - us-gaap:FairValueDisclosuresTextBlock--> <div align="center" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Valuation Techniques for Derivatives</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> See Note 5 for an overview of the firm’s fair value measurement policies and the fair value hierarchy. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Level 1 Derivatives</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <font style="white-space: nowrap">Exchange-traded</font> derivatives fall within level 1 if they are actively traded and are valued at their quoted market price. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Level 2 Derivatives</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Level 2 derivatives include <font style="white-space: nowrap">exchange-traded</font> derivatives that are not actively traded and OTC derivatives for which all significant valuation inputs are corroborated by market evidence. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Level 2 <font style="white-space: nowrap">exchange-traded</font> derivatives are valued using models that calibrate to <font style="white-space: nowrap">market-clearing</font> levels of OTC derivatives. Inputs to the valuations of level 2 OTC derivatives can be verified to <font style="white-space: nowrap">market-clearing</font> transactions, broker or dealer quotations or other alternative pricing sources with reasonable levels of price transparency. Consideration is given to the nature of the quotations (e.g., indicative or firm) and the relationship of recent market activity to the prices provided from alternative pricing sources. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Where models are used, the selection of a particular model to value an OTC derivative depends on the contractual terms of and specific risks inherent in the instrument, as well as the availability of pricing information in the market. Valuation models require a variety of inputs, including contractual terms, market prices, yield curves, credit curves, measures of volatility, prepayment rates, loss severity rates and correlations of such inputs. For OTC derivatives that trade in liquid markets, model selection does not involve significant management judgment because outputs of models can be calibrated to <font style="white-space: nowrap">market-clearing</font> levels. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Price transparency of OTC derivatives can generally be characterized by product type. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Interest Rate.  </b>In general, the prices and other inputs used to value interest rate derivatives are transparent, even for <font style="white-space: nowrap">long-dated</font> contracts. Interest rate swaps and options denominated in the currencies of leading industrialized nations are characterized by high trading volumes and tight bid/offer spreads. Interest rate derivatives that reference indices, such as an inflation index, or the shape of the yield curve <font style="white-space: nowrap">(e.g., 10-year</font> swap rate vs. <font style="white-space: nowrap">2-year</font> swap rate), are more complex and are therefore less transparent, but the prices and other inputs are generally observable. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Credit.  </b>Price transparency for credit default swaps, including both single names and baskets of credits, varies by market and underlying reference entity or obligation. Credit default swaps that reference indices, large corporates and major sovereigns generally exhibit the most price transparency. For credit default swaps with other underliers, price transparency varies based on credit rating, the cost of borrowing the underlying reference obligations, and the availability of the underlying reference obligations for delivery upon the default of the issuer. Credit default swaps that reference loans, <font style="white-space: nowrap">asset-backed</font> securities and emerging market debt instruments tend to be less transparent than those that reference corporate bonds. In addition, more complex credit derivatives, such as those sensitive to the correlation between two or more underlying reference obligations, generally have less price transparency. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Currency.  </b>Prices for currency derivatives based on the exchange rates of leading industrialized nations, including those with longer tenors, are generally transparent. The primary difference between the transparency of developed and emerging market currency derivatives is that emerging markets tend to be observable for contracts with shorter tenors. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Commodity.  </b>Commodity derivatives include transactions referenced to energy (e.g., oil and natural gas), metals (e.g., precious and base) and soft commodities (e.g., agricultural). Price transparency varies based on the underlying commodity, delivery location, tenor and product quality (e.g., diesel fuel compared to unleaded gasoline). In general, price transparency for commodity derivatives is greater for contracts with shorter tenors and contracts that are more closely aligned with major <font style="white-space: nowrap">and/or</font> benchmark commodity indices. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Equity.  </b>Price transparency for equity derivatives varies by market and underlier. Options on indices and the common stock of corporates included in major equity indices exhibit the most price transparency. <font style="white-space: nowrap">Exchange-traded</font> and OTC equity derivatives generally have observable market prices, except for contracts with long tenors or reference prices that differ significantly from current market prices. More complex equity derivatives, such as those sensitive to the correlation between two or more individual stocks, generally have less price transparency. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Liquidity is essential to observability of all product types. If transaction volumes decline, previously transparent prices and other inputs may become unobservable. Conversely, even highly structured products may at times have trading volumes large enough to provide observability of prices and other inputs. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Level 3 Derivatives</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Level 3 OTC derivatives are valued using models which utilize observable level 1 <font style="white-space: nowrap">and/or</font> level 2 inputs, as well as unobservable level 3 inputs. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> For the majority of the firm’s interest rate and currency derivatives classified within level 3, the significant unobservable inputs are correlations of certain currencies and interest rates (e.g., the correlation of Japanese yen foreign exchange rates to U.S. dollar interest rates). </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> For credit derivatives classified within level 3, significant level 3 inputs include <font style="white-space: nowrap">long-dated</font> credit and funding spreads, as well as certain correlation inputs required to value credit and mortgage derivatives (e.g., the likelihood of default of the underlying reference obligations relative to one another). </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> For level 3 equity derivatives, significant level 3 inputs generally include equity volatility inputs for options that are very <font style="white-space: nowrap">long-dated</font> <font style="white-space: nowrap">and/or</font> have strike prices that differ significantly from current market prices. In addition, the valuation of certain structured trades requires the use of level 3 inputs for the correlation of the price performance for two or more individual stocks. </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> For level 3 commodity derivatives, significant level 3 inputs include volatilities for options with strike prices that differ significantly from current market prices and prices for certain products for which the product quality is not aligned with benchmark indices. </td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Subsequent to the initial valuation of a level 3 OTC derivative, the firm updates the level 1 and level 2 inputs to reflect observable market changes and any resulting gains and losses are recorded in level 3. Level 3 inputs are changed when corroborated by evidence such as similar market transactions, <font style="white-space: nowrap">third-party</font> pricing services <font style="white-space: nowrap">and/or</font> broker or dealer quotations or other empirical market data. In circumstances where the firm cannot verify the model value by reference to market transactions, it is possible that a different valuation model could produce a materially different estimate of fair value. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Valuation Adjustments</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Valuation adjustments are integral to determining the fair value of derivatives and are used to adjust the mid-market valuations, produced by derivative pricing models, to the appropriate exit price valuation. These adjustments incorporate bid/offer spreads, the cost of liquidity on large or illiquid positions and credit valuation adjustments (CVA) which account for the credit risk inherent in derivative portfolios. Market-based inputs are generally used when calibrating valuation adjustments to <font style="white-space: nowrap">market-clearing</font> levels. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In addition, for derivatives that include significant unobservable inputs, the firm makes model or exit price adjustments to account for the valuation uncertainty present in the transaction. </div> </div> </div>
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<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note8_accounting_policy_table2 - gs:FairValueMeasurementsPolicyTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <div style="margin-top: 4pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> These financial assets and financial liabilities at fair value are generally valued based on discounted cash flow techniques, which incorporate inputs with reasonable levels of price transparency, and are generally classified as level 2 because the inputs are observable. Valuation adjustments may be made for counterparty and the firm’s credit quality. </div> <div style="margin-top: 4pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Significant inputs for each category of other financial assets and financial liabilities at fair value are as follows: </div> <div style="margin-top: 4pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Resale and Repurchase Agreements and Securities Borrowed and Loaned.  </b>The significant inputs to the valuation of resale and repurchase agreements and securities borrowed and loaned are the amount and timing of expected future cash flows, interest rates and collateral funding spreads. See Note 9 for further information. </div> <div style="margin-top: 4pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Other Secured Financings.  </b>The significant inputs to the valuation of other secured financings at fair value are the amount and timing of expected future cash flows, interest rates, the fair value of the collateral delivered by the firm (which is determined using the amount and timing of expected future cash flows, market yields and recovery assumptions), the frequency of additional collateral calls and the credit spreads of the firm. See Note 9 for further information. </div> <div style="margin-top: 4pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Unsecured <font style="white-space: nowrap">Short-term</font> and <font style="white-space: nowrap">Long-term</font> Borrowings.  </b>The significant inputs to the valuation of unsecured <font style="white-space: nowrap">short-term</font> and <font style="white-space: nowrap">long-term</font> borrowings at fair value are the amount and timing of expected future cash flows, interest rates, the credit spreads of the firm, as well as commodity prices in the case of prepaid commodity transactions and, for certain hybrid financial instruments, equity prices, inflation rates and index levels. See Notes 15 and 16 for further information. </div> <div style="margin-top: 4pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Receivables from Customers and Counterparties.  </b>The significant inputs to the valuation of certain receivables from customers and counterparties are commodity prices, interest rates and the amount and timing of expected future cash flows. </div> <div style="margin-top: 4pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Insurance and Reinsurance Contracts.  </b>Insurance and reinsurance contracts at fair value are included in “Receivables from customers and counterparties” and “Other liabilities and accrued expenses.” The insurance and reinsurance contracts for which the firm has elected the fair value option are contracts that can be settled only in cash and that qualify for the fair value option because they are recognized financial instruments. These contracts are valued using market transactions and other market evidence where possible, including <font style="white-space: nowrap">market-based</font> inputs to models, calibration to <font style="white-space: nowrap">market-clearing</font> transactions or other alternative pricing sources with reasonable levels of price transparency. Significant level 2 inputs typically include interest rates and inflation risk. Significant level 3 inputs typically include mortality or funding benefit assumptions. When unobservable inputs to a valuation model are significant to the fair value measurement of an instrument, the instrument is classified in level 3. </div> <div style="margin-top: 4pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b>Deposits.  </b>The significant inputs to the valuation of deposits are interest rates. </div> </div> </div>
</gs:FairValueMeasurementsPolicyTextBlock>
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<gs:HedgeAccountingPolicyTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note7_accounting_policy_table2 - gs:HedgeAccountingPolicyTextBlock--> <div align="center" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Hedge Accounting</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm applies hedge accounting for (i) certain interest rate swaps used to manage the interest rate exposure of certain fixed-rate unsecured <font style="white-space: nowrap">long-term</font> and <font style="white-space: nowrap">short-term</font> borrowings and certain fixed-rate certificates of deposit and (ii) certain foreign currency forward contracts and foreign <font style="white-space: nowrap">currency-denominated</font> debt used to manage foreign currency exposures on the firm’s net investment in certain <font style="white-space: nowrap">non-U.S. operations.</font> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> To qualify for hedge accounting, the derivative hedge must be highly effective at reducing the risk from the exposure being hedged. Additionally, the firm must formally document the hedging relationship at inception and test the hedging relationship at least on a quarterly basis to ensure the derivative hedge continues to be highly effective over the life of the hedging relationship. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Interest Rate Hedges</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm designates certain interest rate swaps as fair value hedges. These interest rate swaps hedge changes in fair value attributable to the relevant benchmark interest rate (e.g., London Interbank Offered Rate (LIBOR)), effectively converting a substantial portion of fixed-rate obligations into floating-rate obligations. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm applies the <font style="white-space: nowrap">“long-haul</font> method” in assessing the effectiveness of its fair value hedging relationships in achieving offsetting changes in the fair values of the hedging instrument and the risk being hedged (i.e., interest rate risk). </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> During the three months ended March 2010, the firm changed its method of prospectively and retrospectively assessing the effectiveness of all of its fair value hedging relationships from a <font style="white-space: nowrap">dollar-offset</font> method, which is a <font style="white-space: nowrap">non-statistical</font> method, to regression analysis, which is a statistical method. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> An interest rate swap is considered highly effective in offsetting changes in fair value attributable to changes in the hedged risk when the regression analysis results in a coefficient of determination of 80% or greater and a slope between 80% and 125%. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The <font style="white-space: nowrap">dollar-offset</font> method compared the change in the fair value of the hedging instrument to the change in the fair value of the hedged item, excluding the effect of the passage of time. The prospective <font style="white-space: nowrap">dollar-offset</font> assessment used scenario analyses to test hedge effectiveness through simulations of numerous parallel and slope shifts of the relevant yield curve. Parallel shifts changed the interest rate of all maturities by identical amounts. Slope shifts changed the curvature of the yield curve. For both the prospective assessment, in response to each of the simulated yield curve shifts, and the retrospective assessment, a hedging relationship was considered effective if the fair value of the hedging instrument and the hedged item changed inversely within a range of 80% to 125%. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> For qualifying fair value hedges, gains or losses on derivatives are included in “Interest expense.” The change in fair value of the hedged item attributable to the risk being hedged is reported as an adjustment to its carrying value and is subsequently amortized into interest expense over its remaining life. Gains or losses resulting from hedge ineffectiveness are included in “Interest expense.” See Note 23 for further information about interest income and interest expense. </div> </div> </div>
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<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note7_accounting_policy_table3 - gs:HedgeAccountingPolicyTextBlock--> <div align="center" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Net Investment Hedges</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm seeks to reduce the impact of fluctuations in foreign exchange rates on its net investment in certain <font style="white-space: nowrap">non-U.S. operations</font> through the use of foreign currency forward contracts and foreign <font style="white-space: nowrap">currency-denominated</font> debt. For foreign currency forward contracts designated as hedges, the effectiveness of the hedge is assessed based on the overall changes in the fair value of the forward contracts (i.e., based on changes in forward rates). For foreign <font style="white-space: nowrap">currency-denominated</font> debt designated as a hedge, the effectiveness of the hedge is assessed based on changes in spot rates. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> For qualifying net investment hedges, the gains or losses on the hedging instruments, to the extent effective, are included in the condensed consolidated statements of comprehensive income. </div> </div> </div>
</gs:HedgeAccountingPolicyTextBlock>
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<gs:FairValueOptionPolicyTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note8_accounting_policy_table1 - gs:FairValueOptionPolicyTextBlock--> <div align="left" style="font-size: 10pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Other Financial Assets and Financial Liabilities at Fair Value</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In addition to all cash and derivative instruments included in “Financial instruments owned, at fair value” and “Financial instruments sold, but not yet purchased, at fair value,” the firm has elected to account for certain of its other financial assets and financial liabilities at fair value under the fair value option. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The primary reasons for electing the fair value option are to: </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> reflect economic events in earnings on a timely basis; </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> mitigate volatility in earnings from using different measurement attributes (e.g., transfers of financial instruments owned accounted for as financings are recorded at fair value whereas the related secured financing would be recorded on an accrual basis absent electing the fair value option); and </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> address simplification and <font style="white-space: nowrap">cost-benefit</font> considerations (e.g., accounting for hybrid financial instruments at fair value in their entirety versus bifurcation of embedded derivatives and hedge accounting for debt hosts). </td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Hybrid financial instruments are instruments that contain bifurcatable embedded derivatives and do not require settlement by physical delivery of <font style="white-space: nowrap">non-financial</font> assets (e.g., physical commodities). If the firm elects to bifurcate the embedded derivative from the associated debt, the derivative is accounted for at fair value and the host contract is accounted for at amortized cost, adjusted for the effective portion of any fair value hedges. If the firm does not elect to bifurcate, the entire hybrid financial instrument is accounted for at fair value under the fair value option. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Other financial assets and financial liabilities accounted for at fair value under the fair value option include: </div> <div style="margin-top: 4pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> resale and repurchase agreements; </td> </tr> <tr style="line-height: 4pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> securities borrowed and loaned within Fixed Income, Currency and Commodities Client Execution; </td> </tr> <tr style="line-height: 4pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> certain other secured financings, primarily transfers of assets accounted for as financings rather than sales, and certain other nonrecourse financings, including debt raised through the firm’s William Street credit extension program outstanding as of December 2010; </td> </tr> <tr style="line-height: 4pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> certain unsecured <font style="white-space: nowrap">short-term</font> borrowings, consisting of all promissory notes and commercial paper and certain hybrid financial instruments; </td> </tr> <tr style="line-height: 4pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> certain unsecured <font style="white-space: nowrap">long-term</font> borrowings, including prepaid commodity transactions and certain hybrid financial instruments; </td> </tr> <tr style="line-height: 4pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> certain receivables from customers and counterparties, including certain margin loans, transfers of assets accounted for as secured loans rather than purchases and prepaid variable share forwards; </td> </tr> <tr style="line-height: 4pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> certain insurance and reinsurance contract assets and liabilities and certain guarantees; </td> </tr> <tr style="line-height: 4pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> certain deposits issued by the firm’s bank subsidiaries, as well as securities held by Goldman Sachs Bank USA (GS Bank USA); </td> </tr> <tr style="line-height: 4pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> certain subordinated liabilities issued by consolidated VIEs; and </td> </tr> <tr style="line-height: 4pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> in general, investments acquired after November 24, 2006, when the fair value option became available, where the firm has significant influence over the investee and would otherwise apply the equity method of accounting. </td> </tr> </table> </div> </div>
</gs:FairValueOptionPolicyTextBlock>
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<gs:CollateralizedAgreementsAndFinancingsPolicyTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note9_accounting_policy_table1 - gs:CollateralizedAgreementsAndFinancingsPolicyTextBlock--> <div align="left" style="font-size: 10pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Collateralized agreements and financings are presented on a <font style="white-space: nowrap">net-by-counterparty</font> basis when a legal right of setoff exists. Interest on collateralized agreements and collateralized financings is recognized over the life of the transaction and included in “Interest income” and “Interest expense,” respectively. See Note 23 for further information about interest income and interest expense. </div> </div> </div>
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<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note9_accounting_policy_table2 - gs:CollateralizedAgreementsAndFinancingsPolicyTextBlock--> <div align="left" style="font-size: 10pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Even though repurchase and resale agreements involve the legal transfer of ownership of financial instruments, they are accounted for as financing arrangements because they require the financial instruments to be repurchased or resold at the maturity of the agreement. However, “repos to maturity” are accounted for as sales. A repo to maturity is a transaction in which the firm transfers a security that has very little, if any, default risk under an agreement to repurchase the security where the maturity date of the repurchase agreement matches the maturity date of the underlying security. Therefore, the firm effectively no longer has a repurchase obligation and has relinquished control over the underlying security and, accordingly, accounts for the transaction as a sale. The firm had no such transactions outstanding as of June 2011 or December 2010. </div> </div> </div>
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<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note9_accounting_policy_table3 - gs:CollateralizedAgreementsAndFinancingsPolicyTextBlock--> <div align="left" style="font-size: 10pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Securities borrowed and loaned within Fixed Income, Currency and Commodities Client Execution, are recorded at fair value under the fair value option. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Securities borrowed and loaned within Securities Services are recorded based on the amount of cash collateral advanced or received plus accrued interest. As these arrangements generally can be terminated on demand, they exhibit little, if any, sensitivity to changes in interest rates. </div> </div> </div>
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<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note9_accounting_policy_table4 - gs:CollateralizedAgreementsAndFinancingsPolicyTextBlock--> <div align="left" style="font-size: 10pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Other Secured Financings</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In addition to repurchase agreements and securities lending transactions, the firm funds certain assets through the use of other secured financings and pledges financial instruments and other assets as collateral in these transactions. These other secured financings consist of: </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> liabilities of consolidated VIEs; </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> transfers of assets accounted for as financings rather than sales (primarily collateralized central bank financings, pledged commodities, bank loans and mortgage whole loans); </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> other structured financing arrangements; and </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> debt raised through the firm’s William Street credit extension program outstanding as of December 2010. </td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Other secured financings include arrangements that are nonrecourse. As of June 2011 and December 2010, nonrecourse other secured financings were $4.54 billion and $8.42 billion, respectively. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm has elected to apply the fair value option to the following other secured financings because the use of fair value eliminates <font style="white-space: nowrap">non-economic</font> volatility in earnings that would arise from using different measurement attributes: </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> transfers of assets accounted for as financings rather than sales; </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> certain other nonrecourse financings; and </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> debt raised through the firm’s William Street credit extension program outstanding as of December 2010. </td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> See Note 8 for further information about other secured financings that are accounted for at fair value. Other secured financings that are not recorded at fair value are recorded based on the amount of cash received plus accrued interest, which generally approximates fair value. </div> </div> </div>
</gs:CollateralizedAgreementsAndFinancingsPolicyTextBlock>
<!-- End Block Tagged Accounting Policy: gs-20110630_note9_accounting_policy_table1 --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note12_accounting_policy_table1 -->
<us-gaap:PropertyPlantAndEquipmentPolicyTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note12_accounting_policy_table1 - us-gaap:PropertyPlantAndEquipmentPolicyTextBlock--> <div align="left" style="font-size: 10pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Substantially all property and equipment are depreciated on a straight-line basis over the useful life of the asset. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Leasehold improvements are amortized on a straight-line basis over the useful life of the improvement or the term of the lease, whichever is shorter. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Certain costs of software developed or obtained for internal use are capitalized and amortized on a straight-line basis over the useful life of the software. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Property, leasehold improvements and equipment are tested for impairment whenever events or changes in circumstances suggest that an asset’s or asset group’s carrying value may not be fully recoverable. The firm’s policy for impairment testing of property, leasehold improvements and equipment is the same as is used for identifiable intangible assets with finite lives. See Note 13 for further information. </div> </div> </div>
</us-gaap:PropertyPlantAndEquipmentPolicyTextBlock>
<!-- End Block Tagged Accounting Policy: gs-20110630_note12_accounting_policy_table1 --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note13_accounting_policy_table1 -->
<us-gaap:GoodwillAndIntangibleAssetsPolicyTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note13_accounting_policy_table1 - us-gaap:GoodwillAndIntangibleAssetsPolicyTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Goodwill</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Goodwill is the cost of acquired companies in excess of the fair value of identifiable net assets at acquisition date. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Goodwill is tested annually for impairment or more frequently if events occur or circumstances change that indicate an impairment may exist. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The goodwill impairment test consists of two steps. </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> The first step compares the fair value of each reporting unit with its estimated net book value (including goodwill and identified intangible assets). If the reporting unit’s fair value exceeds its estimated net book value, goodwill is not impaired. </td> </tr> <tr style="line-height: 6pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> •   </td> <td align="left" style="text-align:justify"> If the estimated fair value of a reporting unit is less than its estimated net book value, the second step of the goodwill impairment test is performed to measure the amount of impairment loss, if any. An impairment loss is equal to the excess of the carrying amount of goodwill over its fair value. </td> </tr> </table> </div> </div>
<!-- next part of non-contiguous block - from filename gs-20110630_note13_accounting_policy_table2.htm -->
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note13_accounting_policy_table2 - us-gaap:GoodwillAndIntangibleAssetsDisclosureTextBlock--> <div align="center" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Substantially all of the firm’s identifiable intangible assets are considered to have finite lives and are amortized over their estimated lives or, in the case of insurance contracts, in proportion to estimated gross profits or premium revenues. Amortization expense for identifiable intangible assets is included in “Depreciation and amortization.” </div> </div> </div>
<!-- next part of non-contiguous block - from filename gs-20110630_note13_accounting_policy_table3.htm -->
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note13_accounting_policy_table3 - gs:GoodwillAccountingPolicyTextBlock--> <div align="left" style="font-size: 10pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Identifiable intangible assets are tested for recoverability whenever events or changes in circumstances indicate that an asset’s or asset group’s carrying value may not be recoverable. </div> </div> </div>
</us-gaap:GoodwillAndIntangibleAssetsPolicyTextBlock>
<!-- End Block Tagged Accounting Policy: gs-20110630_note13_accounting_policy_table1 --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note18_accounting_policy_table1 -->
<gs:CommitmentsToExtendCreditPolicyTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note18_accounting_policy_table1 - gs:CommitmentsToExtendCreditPolicyTextBlock--> <div align="left" style="font-size: 10pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm generally accounts for commitments to extend credit at fair value. Losses, if any, are generally recorded, net of any fees in “Other principal transactions.” </div> </div> </div>
</gs:CommitmentsToExtendCreditPolicyTextBlock>
<!-- End Block Tagged Accounting Policy: gs-20110630_note18_accounting_policy_table1 --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note18_accounting_policy_table2 -->
<gs:PropertyPlantAndEquipmentOperatingLeasePolicyTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note18_accounting_policy_table2 - gs:PropertyPlantAndEquipmentOperatingLeasePolicyTextBlock--> <div align="left" style="font-size: 10pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Operating leases include office space held in excess of current requirements. Rent expense relating to space held for growth is included in “Occupancy.” The firm records a liability, based on the fair value of the remaining lease rentals reduced by any potential or existing sublease rentals, for leases where the firm has ceased using the space and management has concluded that the firm will not derive any future economic benefits. Costs to terminate a lease before the end of its term are recognized and measured at fair value on termination. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> </div> </div>
</gs:PropertyPlantAndEquipmentOperatingLeasePolicyTextBlock>
<!-- End Block Tagged Accounting Policy: gs-20110630_note18_accounting_policy_table2 --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note21_accounting_policy_table1 -->
<us-gaap:EarningsPerSharePolicyTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note21_accounting_policy_table1 - us-gaap:EarningsPerSharePolicyTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Basic earnings per common share (EPS) is calculated by dividing net earnings applicable to common shareholders by the weighted average number of common shares outstanding. Common shares outstanding includes common stock and RSUs for which no future service is required as a condition to the delivery of the underlying common stock. Diluted EPS includes the determinants of basic EPS and, in addition reflects the dilutive effect of the common stock deliverable for stock warrants and options and for RSUs for which future service is required as a condition to the delivery of the underlying common stock. The firm treats unvested <font style="white-space: nowrap">share-based</font> payment awards that have <font style="white-space: nowrap">non-forfeitable</font> rights to dividends or dividend equivalents as a separate class of securities in calculating EPS. </div> </div> </div>
</us-gaap:EarningsPerSharePolicyTextBlock>
<!-- End Block Tagged Accounting Policy: gs-20110630_note21_accounting_policy_table1 --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note24_accounting_policy_table1 -->
<us-gaap:IncomeTaxPolicyTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Accounting Policy: gs-20110630_note24_accounting_policy_table1 - us-gaap:IncomeTaxPolicyTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Provision for Income Taxes</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Income taxes are provided for using the asset and liability method under which deferred tax assets and liabilities are recognized for temporary differences between the financial reporting and tax bases of assets and liabilities. The firm reports interest expense related to income tax matters in “Provision for taxes” and income tax penalties in “Other expenses.” </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Deferred Income Taxes</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Deferred income taxes reflect the net tax effects of temporary differences between the financial reporting and tax bases of assets and liabilities. These temporary differences result in taxable or deductible amounts in future years and are measured using the tax rates and laws that will be in effect when such differences are expected to reverse. Valuation allowances are established to reduce deferred tax assets to the amount that more likely than not will be realized. Tax assets and liabilities are presented as a component of “Other assets” and “Other liabilities and accrued expenses,” respectively. </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Unrecognized Tax Benefits</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The firm recognizes tax positions in the financial statements only when it is more likely than not that the position will be sustained on examination by the relevant taxing authority based on the technical merits of the position. A position that meets this standard is measured at the largest amount of benefit that will more likely than not be realized on settlement. A liability is established for differences between positions taken in a tax return and amounts recognized in the financial statements. </div> </div> </div>
</us-gaap:IncomeTaxPolicyTextBlock>
<!-- End Block Tagged Accounting Policy: gs-20110630_note24_accounting_policy_table1 --> <!-- Begin Block Tagged Note Table: gs-20110630_note4_table1 -->
<gs:FinancialInstrumentsOwnedAndFinancialInstrumentsSoldButNotYetPurchasedTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note4_table1 - gs:FinancialInstrumentsOwnedAndFinancialInstrumentsSoldButNotYetPurchasedTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="60%"> </td><!-- colindex=01 type=maindata --> <td width="2%"> </td><!-- colindex=02 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=02 type=lead --> <td width="5%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=04 type=lead --> <td width="5%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of June 2011</b> </td> <td>   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of December 2010</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Financial<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Financial<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Instruments<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Financial<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Sold, But<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Financial<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Sold, But<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Not Yet<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Not Yet<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Owned</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchased</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Owned</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchased</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commercial paper, certificates of deposit, time deposits and other money market instruments </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,186</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 11,262 </td> <td nowrap="nowrap" align="left" valign="bottom">  <sup style="font-size: 85%; vertical-align: top">4</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> U.S. government and federal agency obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>87,075</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>29,392</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 84,928 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 23,264 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <font style="white-space: nowrap">Non-U.S. government</font> obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>55,023</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>28,622</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 40,675 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 29,009 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Mortgage and other <font style="white-space: nowrap">asset-backed</font> loans and securities: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loans and securities backed by commercial real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,693</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,200 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loans and securities backed by residential real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,716</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>12</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 9,404 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loan portfolios <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,238</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,438 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Bank loans and bridge loans </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>18,927</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,823</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">3</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 18,039 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,487 </td> <td nowrap="nowrap" align="left" valign="bottom">  <sup style="font-size: 85%; vertical-align: top">3</sup> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Corporate debt securities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>25,582</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,267</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 24,719 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,219 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> State and municipal obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,328</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,792 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other debt obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,554</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,232 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities and convertible debentures </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>71,626</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>33,019</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 67,833 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 24,988 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,133</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 13,138 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 9 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Derivatives <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>73,524</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>47,492</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 73,293 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 54,730 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>370,605</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>149,639</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>356,953</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>140,717</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Consists of acquired portfolios of distressed loans, primarily backed by commercial and residential real estate. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Net of cash collateral received or posted under credit support agreements and reported on a <font style="white-space: nowrap">net-by-counterparty</font> basis when a legal right of setoff exists under an enforceable netting agreement. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Includes the fair value of unfunded commitments to extend credit. The fair value of partially funded commitments is primarily included in “Financial instruments owned, at fair value.” </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 4.   </td> <td align="left" style="text-align:justify"> Includes $4.06 billion as of December 2010 of money market instruments held by William Street Funding Corporation (Funding Corp.) to support the William Street credit extension program. See Note 18 for further information about the William Street credit extension program. </td> </tr> </table> </div> </div>
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<us-gaap:ScheduleOfDerivativeInstrumentsIncludedInTradingActivitiesTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note4_table2 - us-gaap:ScheduleOfDerivativeInstrumentsIncludedInTradingActivitiesTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="56%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=02 type=lead --> <td width="2%" align="right"> </td><!-- colindex=02 type=body --> <td width="2%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="5%"> </td><!-- colindex=03 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=03 type=lead --> <td width="2%" align="right"> </td><!-- colindex=03 type=body --> <td width="2%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="4%"> </td><!-- colindex=04 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=04 type=lead --> <td width="2%" align="right"> </td><!-- colindex=04 type=body --> <td width="2%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="5%"> </td><!-- colindex=05 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=05 type=lead --> <td width="2%" align="right"> </td><!-- colindex=05 type=body --> <td width="2%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="2%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Three Months<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom"> <b>Six Months<br /> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Interest rates </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,034</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (2,836 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,440</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (4,768 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Credit </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>929</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,216 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,980</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,449 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currencies </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(984</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,601 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(2,590</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,040 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,024</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 580 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,874</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,961 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(71</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 77 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>886</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 686 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>406</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 619 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>822</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,155 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,338</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,257</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,412</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>12,523</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> </div>
</us-gaap:ScheduleOfDerivativeInstrumentsIncludedInTradingActivitiesTextBlock>
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<gs:Level3AssetsSummaryTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note5_table1 - gs:Level3AssetsSummaryTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="73%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=03 type=lead --> <td width="3%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="4%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="3%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="1%"> </td><!-- colindex=05 type=gutter --> <td width="1%"> </td><!-- colindex=05 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="15" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="13" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>March<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="15" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total level 3 financial assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>47,007</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 45,843 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 45,377 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>936,910</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 933,289 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 911,332 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total financial assets at fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>644,772</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 641,556 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 637,514 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total level 3 financial assets as a percentage of Total assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5.0%</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4.9% </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5.0% </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total level 3 financial assets as a percentage of Total financial assets at fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7.3%</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 7.1% </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 7.1% </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="15" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> </div>
</gs:Level3AssetsSummaryTextBlock>
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<gs:FairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note5_table2 - gs:FairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisTextBlock--> <div align="center" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="50%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="3%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="4%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="3%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="4%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="1%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="4%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="3%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="4%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="1%"> </td><!-- colindex=07 type=gutter --> <td width="1%"> </td><!-- colindex=07 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="21" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Financial Assets at Fair Value as of June 2011</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Netting and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 1</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 2</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Collateral</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Total cash instruments </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>131,798</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>130,418</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>34,865</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>297,081</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Total derivatives </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>157</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>166,689</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,522</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(104,844</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>) <sup style="font-size: 85%; vertical-align: top">3</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>73,524</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Financial instruments owned, at fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>131,955</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>297,107</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>46,387</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(104,844</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>370,605</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities segregated for regulatory and other purposes </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>15,770</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>26,573</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">2</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>42,343</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities purchased under agreements to resell </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>161,986</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>299</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>162,285</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities borrowed </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>61,865</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>61,865</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Receivables from customers and counterparties </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,353</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>321</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,674</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>147,725</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>554,884</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>47,007</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(104,844</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>644,772</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="23" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="50%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="3%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="4%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="3%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="4%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="1%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="4%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="3%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="4%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="1%"> </td><!-- colindex=07 type=gutter --> <td width="1%"> </td><!-- colindex=07 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="21" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Financial Liabilities at Fair Value as of June 2011 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Netting and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 1</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 2</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Collateral</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Total cash instruments </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>89,231</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>12,304</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>612</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>102,147</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Total derivatives </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>60</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>59,738</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,291</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(17,597</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>) <sup style="font-size: 85%; vertical-align: top">3</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>47,492</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Financial instruments sold, but not yet purchased, at fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>89,291</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>72,042</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,903</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(17,597</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>149,639</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Deposits </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,165</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,165</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities sold under agreements to repurchase </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>153,374</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,076</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>155,450</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities loaned </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,839</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,839</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other secured financings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>21,151</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,297</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>26,448</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">short-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>19,233</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,101</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>22,334</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">long-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>17,576</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,554</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>20,130</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other liabilities and accrued expenses </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>543</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,944</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,487</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>89,291</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>290,923</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>25,875</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">4</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(17,597</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>388,492</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="23" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Principally consists of U.S. Department of the Treasury (U.S. Treasury) securities and money market instruments, as well as insurance separate account assets measured at fair value. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Principally consists of securities borrowed and resale agreements. The underlying securities have been segregated to satisfy certain regulatory requirements. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Represents cash collateral and the impact of netting across levels of the fair value hierarchy. Netting among positions classified in the same level is included in that level. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 4.   </td> <td align="left" style="text-align:justify"> Level 3 liabilities were 6.7% of total financial liabilities at fair value. </td> </tr> </table> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="50%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="3%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="4%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="3%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="4%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="1%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="4%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="3%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="4%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="1%"> </td><!-- colindex=07 type=gutter --> <td width="1%"> </td><!-- colindex=07 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="21" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Financial Assets at Fair Value as of December 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Netting and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 1</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 2</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Collateral</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Total cash instruments </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 117,800 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 133,653 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 32,207 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>283,660</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Total derivatives </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 93 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 172,513 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 12,772 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (112,085 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) <sup style="font-size: 85%; vertical-align: top">3</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>73,293</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Financial instruments owned, at fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 117,893 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 306,166 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 44,979 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (112,085 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>356,953</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities segregated for regulatory and other purposes </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 19,794 </td> <td nowrap="nowrap" align="left" valign="bottom">  <sup style="font-size: 85%; vertical-align: top">1</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 16,388 </td> <td nowrap="nowrap" align="left" valign="bottom">  <sup style="font-size: 85%; vertical-align: top">2</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>36,182</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities purchased under agreements to resell </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 188,255 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 100 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>188,355</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities borrowed </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 48,822 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>48,822</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Receivables from customers and counterparties </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,904 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 298 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,202</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>137,687</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>566,535</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>45,377</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(112,085</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>637,514</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="23" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="50%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="3%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="4%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="3%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="4%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="1%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="4%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="3%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="4%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="1%"> </td><!-- colindex=07 type=gutter --> <td width="1%"> </td><!-- colindex=07 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="21" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Financial Liabilities at Fair Value as of December 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Netting and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 1</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 2</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Collateral</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Total cash instruments </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 75,668 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 9,873 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 446 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>85,987</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Total derivatives </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 45 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 66,963 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,210 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (17,488 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) <sup style="font-size: 85%; vertical-align: top">3</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>54,730</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Financial instruments sold, but not yet purchased, at fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 75,713 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 76,836 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,656 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (17,488 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>140,717</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Deposits </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,975 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,975</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities sold under agreements to repurchase </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 160,285 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,060 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>162,345</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities loaned </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,514 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,514</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other secured financings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 23,445 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 8,349 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>31,794</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">short-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 18,640 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,476 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>22,116</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">long-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 16,067 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,104 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>18,171</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other liabilities and accrued expenses </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 563 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,409 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,972</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>75,713</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>299,325</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>24,054</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">4</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(17,488</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>381,604</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="23" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Principally consists of U.S. Treasury securities and money market instruments, as well as insurance separate account assets measured at fair value. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Principally consists of securities borrowed and resale agreements. The underlying securities have been segregated to satisfy certain regulatory requirements. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Represents cash collateral and the impact of netting across levels of the fair value hierarchy. Netting among positions classified in the same level is included in that level. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 4.   </td> <td align="left" style="text-align:justify"> Level 3 liabilities were 6.3% of total financial liabilities at fair value. </td> </tr> </table> </div> </div>
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<us-gaap:FairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisGainLossIncludedInEarningsTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note5_table3 - us-gaap:FairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisGainLossIncludedInEarningsTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="67%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=02 type=lead --> <td width="2%" align="right"> </td><!-- colindex=02 type=body --> <td width="2%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="3%"> </td><!-- colindex=03 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=03 type=lead --> <td width="2%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=04 type=lead --> <td width="2%" align="right"> </td><!-- colindex=04 type=body --> <td width="2%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="3%"> </td><!-- colindex=05 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=05 type=lead --> <td width="2%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="17" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Unrealized Gains/(Losses) </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Three Months<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom"> <b>Six Months<br /> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cash instruments — assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>746</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 191 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,913</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 855 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cash instruments — liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(95</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (109 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(67</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (60 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Net unrealized gains on level 3 cash instruments </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>651</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 82 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,846</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 795 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Derivatives — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>456</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,386 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>93</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,852 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Receivables from customers and counterparties </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (21 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>21</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (48 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other secured financings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 50 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(4</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 39 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">short-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(82</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 224 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>174</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 307 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">long-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(117</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 124 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(162</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 137 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other liabilities and accrued expenses </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(150</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (17 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(303</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 47 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>768</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,828</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,665</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,129</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> </div>
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<gs:FairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note5_table4 - gs:FairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="4%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=02 type=lead --> <td width="2%" align="right"> </td><!-- colindex=02 type=body --> <td width="2%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="3%"> </td><!-- colindex=03 type=gutter --> <td width="6%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="2%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="3%"> </td><!-- colindex=04 type=gutter --> <td width="6%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="2%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="3%"> </td><!-- colindex=05 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=05 type=lead --> <td width="2%" align="right"> </td><!-- colindex=05 type=body --> <td width="2%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="3%"> </td><!-- colindex=06 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=06 type=lead --> <td width="2%" align="right"> </td><!-- colindex=06 type=body --> <td width="2%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="3%"> </td><!-- colindex=07 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=07 type=lead --> <td width="2%" align="right"> </td><!-- colindex=07 type=body --> <td width="2%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="3%"> </td><!-- colindex=08 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=08 type=lead --> <td width="2%" align="right"> </td><!-- colindex=08 type=body --> <td width="2%" align="left"> </td><!-- colindex=08 type=hang1 --> <td width="3%"> </td><!-- colindex=09 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=09 type=lead --> <td width="2%" align="right"> </td><!-- colindex=09 type=body --> <td width="2%" align="left"> </td><!-- colindex=09 type=hang1 --> <td width="1%"> </td><!-- colindex=10 type=gutter --> <td width="1%"> </td><!-- colindex=10 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="33" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Financial Assets at Fair Value for the Three Months Ended June 2011</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/(losses)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of period</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(losses)</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchases</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Sales</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total cash instruments — assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>33,526</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>509</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>746</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,856</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(2,492</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(1,378</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,098</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>34,865</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total derivatives — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,803</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(160</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>) <sup style="font-size: 85%; vertical-align: top">2</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>456</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">2, 3</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>414</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(575</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>59</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(766</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,231</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities purchased under agreements to resell </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>158</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>181</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(40</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>299</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Receivables from customers and counterparties </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>322</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(6</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>321</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" style="border-top: 3px double #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> The aggregate amounts include approximately $277 million, $606 million and $372 million reported in “Market making,” “Other principal transactions” and “Interest income,” respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> The aggregate amounts include approximately $138 million and $158 million reported in “Market making” and “Other principal transactions,” respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Principally resulted from changes in level 2 inputs. </td> </tr> </table> </div> </div>
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<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note5_table5 - gs:FairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 7pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="24%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=02 type=lead --> <td width="2%" align="right"> </td><!-- colindex=02 type=body --> <td width="2%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="2%"> </td><!-- colindex=08 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=08 type=lead --> <td width="1%" align="right"> </td><!-- colindex=08 type=body --> <td width="1%" align="left"> </td><!-- colindex=08 type=hang1 --> <td width="2%"> </td><!-- colindex=09 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=09 type=lead --> <td width="1%" align="right"> </td><!-- colindex=09 type=body --> <td width="1%" align="left"> </td><!-- colindex=09 type=hang1 --> <td width="2%"> </td><!-- colindex=10 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=10 type=lead --> <td width="1%" align="right"> </td><!-- colindex=10 type=body --> <td width="1%" align="left"> </td><!-- colindex=10 type=hang1 --> <td width="1%"> </td><!-- colindex=11 type=gutter --> <td width="1%"> </td><!-- colindex=11 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="39" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="37" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Financial Liabilities at Fair Value for the Three Months Ended June 2011</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(gains)/losses<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(gains)/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of period</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>losses</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchases</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Sales</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Issuances</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="39" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Total cash instruments — liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>482</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>95</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(130</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>201</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(21</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(16</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>612</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Securities sold under agreements to repurchase, at fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,946</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>130</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,076</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Other secured financings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,107</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(5</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>261</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(2,091</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>16</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,297</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Unsecured <font style="white-space: nowrap">short-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,209</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(41</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>82</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(23</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>179</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(438</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>133</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,101</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Unsecured <font style="white-space: nowrap">long-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,404</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>117</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(34</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>22</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(2</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>41</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,554</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Other liabilities and accrued expenses </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,852</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>150</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(58</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,944</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="39" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="39" style="border-top: 3px double #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> There were no significant transfers in or out of level 3 financial liabilities during the three months ended June 2011. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="12%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="2%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="3%"> </td><!-- colindex=03 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="2%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="3%"> </td><!-- colindex=04 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="2%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="3%"> </td><!-- colindex=05 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="2%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="3%"> </td><!-- colindex=06 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="2%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="3%"> </td><!-- colindex=07 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="2%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="3%"> </td><!-- colindex=08 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=08 type=lead --> <td width="1%" align="right"> </td><!-- colindex=08 type=body --> <td width="2%" align="left"> </td><!-- colindex=08 type=hang1 --> <td width="3%"> </td><!-- colindex=09 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=09 type=lead --> <td width="1%" align="right"> </td><!-- colindex=09 type=body --> <td width="2%" align="left"> </td><!-- colindex=09 type=hang1 --> <td width="1%"> </td><!-- colindex=10 type=gutter --> <td width="1%"> </td><!-- colindex=10 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="33" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Financial Assets at Fair Value for the Six Months Ended June 2011 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/(losses)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of year</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(losses)</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchases</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Sales</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total cash instruments — assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$32,207</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>912</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,913</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,452</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(4,106</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(2,956</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(557</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>34,865</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total derivatives — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,562</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(133</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>) <sup style="font-size: 85%; vertical-align: top">2</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>93</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">2, 3</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>776</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(843</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(414</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(810</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,231</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities purchased under agreements to resell </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>100</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>245</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(48</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>299</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Receivables from customers and counterparties </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>298</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>21</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>14</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(12</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>321</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" style="border-top: 3px double #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> The aggregate amounts include approximately $688 million, $1.38 billion and $758 million reported in “Market making,” “Other principal transactions” and “Interest income,” respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> The aggregate amounts include approximately $(52) million and $12 million reported in “Market making” and “Other principal transactions,” respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Principally resulted from changes in level 2 inputs. </td> </tr> </table> </div> </div>
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<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note5_table6 - gs:FairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 7pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="24%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=02 type=lead --> <td width="2%" align="right"> </td><!-- colindex=02 type=body --> <td width="2%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="2%"> </td><!-- colindex=08 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=08 type=lead --> <td width="1%" align="right"> </td><!-- colindex=08 type=body --> <td width="1%" align="left"> </td><!-- colindex=08 type=hang1 --> <td width="2%"> </td><!-- colindex=09 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=09 type=lead --> <td width="1%" align="right"> </td><!-- colindex=09 type=body --> <td width="1%" align="left"> </td><!-- colindex=09 type=hang1 --> <td width="2%"> </td><!-- colindex=10 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=10 type=lead --> <td width="1%" align="right"> </td><!-- colindex=10 type=body --> <td width="1%" align="left"> </td><!-- colindex=10 type=hang1 --> <td width="1%"> </td><!-- colindex=11 type=gutter --> <td width="1%"> </td><!-- colindex=11 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="39" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="37" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Financial Liabilities at Fair Value for the Six Months Ended June 2011 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(gains)/losses<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(gains)/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of year</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>losses</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchases</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Sales</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Issuances</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="39" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Total cash instruments — liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>446</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(15</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>67</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(193</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>325</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(15</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(3</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>612</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Securities sold under agreements to repurchase, at fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,060</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>194</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(178</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,076</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Other secured financings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,349</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>274</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(3,356</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>17</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,297</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Unsecured <font style="white-space: nowrap">short-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,476</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>68</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(174</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(31</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>541</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(666</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(113</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,101</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Unsecured <font style="white-space: nowrap">long-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,104</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>162</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(50</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>291</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(73</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>110</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,554</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Other liabilities and accrued expenses </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,409</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>303</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,337</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(105</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,944</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="39" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="39" style="border-top: 3px double #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> </div>
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<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note5_table7 - gs:FairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTextBlock--> <div align="center" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="40%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="5%" align="right"> </td><!-- colindex=02 type=body --> <td width="2%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="8%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="1%"> </td><!-- colindex=08 type=gutter --> <td width="1%"> </td><!-- colindex=08 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="25" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Financial Assets at Fair Value for the Three Months Ended June 2010</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/(losses)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>purchases,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers in<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>sales and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b><font style="white-space: nowrap">and/or</font> (out)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of period</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(losses)</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total cash instruments — assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> $32,528 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 334 </td> <td nowrap="nowrap" align="left" valign="bottom">  <sup style="font-size: 85%; vertical-align: top">1</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 191 </td> <td nowrap="nowrap" align="left" valign="bottom">  <sup style="font-size: 85%; vertical-align: top">1</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (667 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (435 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>31,951</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total derivatives — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,336 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (104 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) <sup style="font-size: 85%; vertical-align: top">2</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,386 </td> <td nowrap="nowrap" align="left" valign="bottom">  <sup style="font-size: 85%; vertical-align: top">2, 3</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (89 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 343 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,872</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities purchased under agreements to resell </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 268 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (268 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Receivables from customers and counterparties </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 234 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (21 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>218</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 3px double #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> The aggregate amounts include approximately $28 million, $145 million and $352 million reported in “Market making,” “Other principal transactions” and “Interest income,” respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> The aggregate amounts include approximately $999 million and $283 million reported in “Market making” and “Other principal transactions,” respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Principally resulted from changes in level 2 inputs. </td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="32%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="6%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="3%"> </td><!-- colindex=03 type=gutter --> <td width="6%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="3%"> </td><!-- colindex=04 type=gutter --> <td width="6%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="3%"> </td><!-- colindex=05 type=gutter --> <td width="6%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="3%"> </td><!-- colindex=06 type=gutter --> <td width="6%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="3%"> </td><!-- colindex=07 type=gutter --> <td width="6%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="1%"> </td><!-- colindex=08 type=gutter --> <td width="1%"> </td><!-- colindex=08 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="25" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Financial Liabilities at Fair Value for the Three Months Ended June 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(gains)/losses<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>purchases,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>sales,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>issuances<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(gains)/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of period</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>losses</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total cash instruments — liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 483 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (112 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 109 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 113 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 2 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>595</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities sold under agreements to repurchase, at fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,055 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <i>—</i> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 531 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (167 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,419</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other secured financings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 8,139 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 12 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (50 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 38 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (53 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,086</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">short-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,994 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 47 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (224 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (224 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 175 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,768</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">long-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,715 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (124 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (53 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 359 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,899</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other liabilities and accrued expenses </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,327 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 17 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 21 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 19 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,386</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 3px double #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> There were no significant transfers in or out of level 3 financial liabilities during the three months ended June 2010. </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="32%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="6%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="3%"> </td><!-- colindex=03 type=gutter --> <td width="6%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="3%"> </td><!-- colindex=04 type=gutter --> <td width="6%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="3%"> </td><!-- colindex=05 type=gutter --> <td width="6%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="3%"> </td><!-- colindex=06 type=gutter --> <td width="6%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="3%"> </td><!-- colindex=07 type=gutter --> <td width="6%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="1%"> </td><!-- colindex=08 type=gutter --> <td width="1%"> </td><!-- colindex=08 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="25" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Financial Assets at Fair Value for the Six Months Ended June 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/(losses)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>purchases,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>sales and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of year</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(losses)</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total cash instruments — assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 34,879 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 735 </td> <td nowrap="nowrap" align="left" valign="bottom">  <sup style="font-size: 85%; vertical-align: top">1</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 855 </td> <td nowrap="nowrap" align="left" valign="bottom">  <sup style="font-size: 85%; vertical-align: top">1</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (2,062 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (2,456 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>31,951</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total derivatives — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,196 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (401 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) <sup style="font-size: 85%; vertical-align: top">2</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,852 </td> <td nowrap="nowrap" align="left" valign="bottom">  <sup style="font-size: 85%; vertical-align: top">2, 3</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 153 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 72 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,872</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Receivables from customers and counterparties </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 10 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (48 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 256 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>218</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 3px double #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> The aggregate amounts include approximately $416 million, $516 million and $658 million reported in “Market making,” “Other principal transactions” and “Interest income,” respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> The aggregate amounts include approximately $2.19 billion and $263 million reported in “Market making” and “Other principal transactions,” respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Principally resulted from changes in level 2 inputs. </td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="41%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=02 type=lead --> <td width="5%" align="right"> </td><!-- colindex=02 type=body --> <td width="2%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="8%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="1%"> </td><!-- colindex=08 type=gutter --> <td width="1%"> </td><!-- colindex=08 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="25" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Financial Liabilities at Fair Value for the Six Months Ended June 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(gains)/losses<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>purchases,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>sales,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>issuances<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(gains)/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of year</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>losses</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total cash instruments — liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> $  572 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (132 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 60 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 169 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (74 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>595</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities sold under agreements to repurchase, at fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 394 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <i>—</i> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,025 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <i>—</i> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,419</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other secured financings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,756 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 21 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (39 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,174 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 174 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,086</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">short-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,310 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 67 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (307 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (267 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 965 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,768</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">long-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,077 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 15 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (137 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (19 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (1,037 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,899</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other liabilities and accrued expenses </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,913 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (47 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 22 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 493 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,386</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 3px double #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> </div>
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<gs:FairValueCashInstrumentAssetsAndLiabilitiesMeasuredOnRecurringBasisTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note6_table1 - gs:FairValueCashInstrumentAssetsAndLiabilitiesMeasuredOnRecurringBasisTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="56%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="7%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="7%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="7%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="17" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Cash Instrument Assets at Fair Value as of June 2011 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 1</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 2</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commercial paper, certificates of deposit, time deposits and other money market instruments </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,354</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,832</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,186</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> U.S. government and federal agency obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>34,736</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>52,339</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>87,075</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <font style="white-space: nowrap">Non-U.S. government</font> obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>49,036</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,987</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>55,023</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Mortgage and other <font style="white-space: nowrap">asset-backed</font> loans and securities <sup style="font-size: 85%; vertical-align: top">1</sup>: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loans and securities backed by commercial real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,298</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,395</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,693</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loans and securities backed by residential real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,981</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,735</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,716</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loan portfolios </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,238</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,238</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Bank loans and bridge loans </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,744</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,183</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>18,927</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Corporate debt securities <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>114</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>22,721</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,747</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>25,582</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> State and municipal obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,685</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>643</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,328</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other debt obligations <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,082</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,472</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,554</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities and convertible debentures </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>44,558</b> </td> <td nowrap="nowrap" align="left" valign="bottom">  <b><sup style="font-size: 85%; vertical-align: top">3</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>13,616</b> </td> <td nowrap="nowrap" align="left" valign="bottom">  <b><sup style="font-size: 85%; vertical-align: top">4</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>13,452</b> </td> <td nowrap="nowrap" align="left" valign="bottom">  <b><sup style="font-size: 85%; vertical-align: top">5</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>71,626</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,133</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,133</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>131,798</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>130,418</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>34,865</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>297,081</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="17" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Cash Instrument Liabilities at Fair Value as of June 2011 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 1</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 2</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> U.S. government and federal agency obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>29,194</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>198</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>29,392</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <font style="white-space: nowrap">Non-U.S. government</font> obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>27,763</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>859</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>28,622</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Mortgage and other <font style="white-space: nowrap">asset-backed</font> loans and securities: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loans and securities backed by residential real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>12</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Bank loans and bridge loans </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,240</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>583</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,823</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Corporate debt securities <sup style="font-size: 85%; vertical-align: top">6</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>78</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,168</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>21</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,267</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other debt obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities and convertible debentures <sup style="font-size: 85%; vertical-align: top">7</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>32,196</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>819</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>33,019</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>89,231</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>12,304</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>612</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>102,147</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Includes $210 million and $684 million of collateralized debt obligations (CDOs) backed by real estate in level 2 and level 3, respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Includes $786 million and $1.45 billion of CDOs and collateralized loan obligations (CLOs) backed by corporate obligations in level 2 and level 3, respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Consists of publicly listed equity securities. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 4.   </td> <td align="left" style="text-align:justify"> Principally consists of restricted and less liquid publicly listed securities. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 5.   </td> <td align="left" style="text-align:justify"> Includes $11.93 billion of private equity investments, $1.17 billion of real estate investments and $348 million of convertible debentures. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 6.   </td> <td align="left" style="text-align:justify"> Includes $14 million of CDOs and CLOs backed by corporate obligations in level 3. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 7.   </td> <td align="left" style="text-align:justify"> Substantially all consists of publicly listed equity securities. </td> </tr> </table> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="56%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="7%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="7%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="7%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="17" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Cash Instrument Assets at Fair Value as of December 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 1</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 2</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commercial paper, certificates of deposit, time deposits and other money market instruments </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,344 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,918 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,262</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> U.S. government and federal agency obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 36,184 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 48,744 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>84,928</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <font style="white-space: nowrap">Non-U.S. government</font> obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 35,504 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,171 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>40,675</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Mortgage and other <font style="white-space: nowrap">asset-backed</font> loans and securities <sup style="font-size: 85%; vertical-align: top">1</sup>: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loans and securities backed by commercial real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,381 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,819 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,200</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loans and securities backed by residential real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,031 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,373 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,404</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loan portfolios </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 153 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,285 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,438</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Bank loans and bridge loans </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 8,134 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 9,905 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>18,039</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Corporate debt securities <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 108 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 21,874 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,737 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>24,719</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> State and municipal obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,038 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 754 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,792</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other debt obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,958 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,274 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,232</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities and convertible debentures </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 41,660 </td> <td nowrap="nowrap" align="left" valign="bottom">  <sup style="font-size: 85%; vertical-align: top">3</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 15,113 </td> <td nowrap="nowrap" align="left" valign="bottom">  <sup style="font-size: 85%; vertical-align: top">4</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 11,060 </td> <td nowrap="nowrap" align="left" valign="bottom">  <sup style="font-size: 85%; vertical-align: top">5</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>67,833</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 13,138 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>13,138</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>117,800</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>133,653</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>32,207</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>283,660</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="17" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b><font style="white-space: nowrap">Cash Instrument Liabilities at Fair Value as of December 2010 </font> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 1</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 2</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> U.S. government and federal agency obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 23,191 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 73 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>23,264</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <font style="white-space: nowrap">Non-U.S. government</font> obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 28,168 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 841 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>29,009</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Mortgage and other <font style="white-space: nowrap">asset-backed</font> loans and securities: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loans and securities backed by commercial real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loans and securities backed by residential real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Bank loans and bridge loans </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,107 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 380 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,487</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Corporate debt securities <sup style="font-size: 85%; vertical-align: top">6</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 26 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,133 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 60 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,219</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities and convertible debentures <sup style="font-size: 85%; vertical-align: top">7</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 24,283 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 699 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>24,988</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 9 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>75,668</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,873</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>446</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>85,987</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Includes $212 million and $565 million of CDOs backed by real estate in level 2 and level 3, respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Includes $368 million and $1.07 billion of CDOs and CLOs backed by corporate obligations in level 2 and level 3, respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Consists of publicly listed equity securities. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 4.   </td> <td align="left" style="text-align:justify"> Substantially all consists of restricted and less liquid publicly listed securities. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 5.   </td> <td align="left" style="text-align:justify"> Includes $10.03 billion of private equity investments, $874 million of real estate investments and $156 million of convertible debentures. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 6.   </td> <td align="left" style="text-align:justify"> Includes $35 million of CDOs and CLOs backed by corporate obligations in level 3. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 7.   </td> <td align="left" style="text-align:justify"> Substantially all consists of publicly listed equity securities. </td> </tr> </table> </div> </div>
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<gs:FairValueCashInstrumentAssetsAndLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note6_table2 - gs:FairValueCashInstrumentAssetsAndLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 7pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="19%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="4%" align="right"> </td><!-- colindex=02 type=lead --> <td width="2%" align="right"> </td><!-- colindex=02 type=body --> <td width="2%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="2%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="2%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="4%" align="right"> </td><!-- colindex=05 type=lead --> <td width="2%" align="right"> </td><!-- colindex=05 type=body --> <td width="2%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="4%" align="right"> </td><!-- colindex=06 type=lead --> <td width="2%" align="right"> </td><!-- colindex=06 type=body --> <td width="2%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="4%" align="right"> </td><!-- colindex=07 type=lead --> <td width="2%" align="right"> </td><!-- colindex=07 type=body --> <td width="2%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="2%"> </td><!-- colindex=08 type=gutter --> <td width="4%" align="right"> </td><!-- colindex=08 type=lead --> <td width="2%" align="right"> </td><!-- colindex=08 type=body --> <td width="2%" align="left"> </td><!-- colindex=08 type=hang1 --> <td width="2%"> </td><!-- colindex=09 type=gutter --> <td width="4%" align="right"> </td><!-- colindex=09 type=lead --> <td width="2%" align="right"> </td><!-- colindex=09 type=body --> <td width="2%" align="left"> </td><!-- colindex=09 type=hang1 --> <td width="1%"> </td><!-- colindex=10 type=gutter --> <td width="1%"> </td><!-- colindex=10 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="33" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Cash Instrument Assets at Fair Value for the Three Months Ended June 2011 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/(losses)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of period</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(losses)</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchases <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Sales</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Mortgage and other <font style="white-space: nowrap">asset-backed</font> loans and securities: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 15pt"> Loans and securities backed by commercial real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$2,521</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>41</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>31</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>302</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(436</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(225</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>161</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,395</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 15pt"> Loans and securities backed by residential real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,636</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>60</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>15</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>382</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(183</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(148</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(27</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,735</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 15pt"> Loan portfolios </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,312</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(15</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>62</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(44</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(44</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(36</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,238</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Bank loans and bridge loans </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,929</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>189</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>220</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,249</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(559</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(524</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(321</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,183</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Corporate debt securities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,138</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>93</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>14</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>404</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(627</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(127</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(148</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,747</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> State and municipal obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>742</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>26</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(119</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(2</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(9</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>643</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Other debt obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,483</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>51</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>20</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>158</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(316</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(90</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>166</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,472</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Equities and convertible debentures </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,765</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>89</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>380</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>332</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(208</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(218</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,312</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>13,452</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$33,526</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>509</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>746</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,856</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(2,492</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(1,378</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,098</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>34,865</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="35" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom" style="line-height: 12pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="33" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Cash Instrument Liabilities at Fair Value for the Three Months Ended June 2011 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(gains)/losses<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(gains)/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of period</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>losses</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>  Purchases</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Sales</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$482</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>95</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(130</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>201</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(21</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(16</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>612</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="35" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.  </td> <td align="left" style="text-align:justify"> Includes both originations and secondary market purchases. </td> </tr> </table> </div> </div>
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<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note6_table3 - gs:FairValueCashInstrumentAssetsAndLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTextBlock--> <div align="center" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 7pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="18%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=02 type=lead --> <td width="2%" align="right"> </td><!-- colindex=02 type=body --> <td width="2%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="2%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="2%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="4%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="2%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="4%" align="right"> </td><!-- colindex=06 type=lead --> <td width="2%" align="right"> </td><!-- colindex=06 type=body --> <td width="2%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="4%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="2%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="2%"> </td><!-- colindex=08 type=gutter --> <td width="4%" align="right"> </td><!-- colindex=08 type=lead --> <td width="1%" align="right"> </td><!-- colindex=08 type=body --> <td width="2%" align="left"> </td><!-- colindex=08 type=hang1 --> <td width="2%"> </td><!-- colindex=09 type=gutter --> <td width="4%" align="right"> </td><!-- colindex=09 type=lead --> <td width="1%" align="right"> </td><!-- colindex=09 type=body --> <td width="2%" align="left"> </td><!-- colindex=09 type=hang1 --> <td width="1%"> </td><!-- colindex=10 type=gutter --> <td width="1%"> </td><!-- colindex=10 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="33" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Cash Instrument Assets at Fair Value for the Six Months Ended June 2011 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/(losses)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of year</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(losses)</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchases <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Sales</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Mortgage and other <font style="white-space: nowrap">asset-backed</font> loans and securities: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 15pt"> Loans and securities backed by commercial real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$2,819</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>79</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>142</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>659</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(803</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(304</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(197</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,395</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 15pt"> Loans and securities backed by residential real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,373</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>122</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>90</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>829</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(394</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(369</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>84</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,735</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 15pt"> Loan portfolios </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,285</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>81</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>16</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(77</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(187</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>113</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,238</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Bank loans and bridge loans </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,905</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>344</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>721</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,269</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(802</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(1,330</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(924</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,183</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Corporate debt securities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,737</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>209</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>148</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,154</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(889</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(173</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(439</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,747</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> State and municipal obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>754</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>29</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(135</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(3</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(9</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>643</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Other debt obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,274</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>87</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>48</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>441</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(306</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(153</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>81</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,472</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Equities and convertible debentures </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,060</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>61</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>679</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,055</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(700</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(437</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>734</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>13,452</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$32,207</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>912</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,913</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,452</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(4,106</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(2,956</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(557</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>34,865</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="35" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="33" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Cash Instrument Liabilities at Fair Value for the Six Months Ended June 2011 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(gains)/losses<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(gains)/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of year</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>losses</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchases</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Sales</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$446</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$(15</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$67</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$(193</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$325</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$(15</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$(3</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$612</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="35" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.  </td> <td align="left" style="text-align:justify"> Includes both originations and secondary market purchases. </td> </tr> </table> </div> </div>
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<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note6_table4 - gs:FairValueCashInstrumentAssetsAndLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTextBlock--> <div align="center" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="45%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="2%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="3%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="3%"> </td><!-- colindex=04 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="3%"> </td><!-- colindex=05 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="3%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="3%"> </td><!-- colindex=07 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="1%"> </td><!-- colindex=08 type=gutter --> <td width="1%"> </td><!-- colindex=08 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="25" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b><font style="white-space: nowrap">Level 3 Cash Instrument Assets at Fair Value for the Three Months Ended June 2010 </font> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/(losses)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>purchases,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>sales and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of period</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(losses)</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Mortgage and other <font style="white-space: nowrap">asset-backed</font> loans and securities: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loans and securities backed by commercial real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,070 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 88 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 60 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (327 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (23 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,868</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loans and securities backed by residential real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,131 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 57 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 61 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 37 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (162 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,124</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loan portfolios </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,291 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (16 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (72 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 51 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,258</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Bank loans and bridge loans </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 9,323 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 134 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (205 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (162 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 483 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,573</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Corporate debt securities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,703 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 36 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 49 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (202 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,592</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> State and municipal obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 870 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (5 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 34 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (73 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (1 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>825</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other debt obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,487 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (1 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 78 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (116 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (72 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,376</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities and convertible debentures </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 10,653 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 21 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 130 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 248 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (717 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,335</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>32,528</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>334</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>191</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(667</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(435</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>31,951</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="27" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom" style="line-height: 6pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="25" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b><font style="white-space: nowrap">Level 3 Cash Instrument Liabilities at Fair Value for the Three Months Ended June 2010 </font> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(gains)/losses<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>purchases,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(gains)/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>sales and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of period</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>losses</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>483</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(112</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>109</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>113</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>595</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="27" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> </div>
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<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note6_table5 - gs:FairValueCashInstrumentAssetsAndLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTextBlock--> <div align="center" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="47%"> </td><!-- colindex=01 type=maindata --> <td width="2%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="2%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="1%"> </td><!-- colindex=08 type=gutter --> <td width="1%"> </td><!-- colindex=08 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="25" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Cash Instrument Assets at Fair Value for the Six Months Ended June 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/(losses)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>purchases,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>sales and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of year</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/(losses)</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Mortgage and other <font style="white-space: nowrap">asset-backed</font> loans and securities: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loans and securities backed by commercial real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,620 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 172 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 202 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (1,002 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (124 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,868</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loans and securities backed by residential real estate </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,880 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 66 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 143 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 52 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (17 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,124</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loan portfolios </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,364 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 28 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (6 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (194 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 66 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,258</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Bank loans and bridge loans </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 9,560 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 260 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 83 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (404 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 74 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,573</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Corporate debt securities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,235 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 72 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 141 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 793 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (649 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,592</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> State and municipal obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,114 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (3 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 26 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (299 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (13 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>825</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other debt obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,235 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (10 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 119 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (105 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (863 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,376</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities and convertible debentures </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 11,871 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 150 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 147 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (903 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (930 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,335</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>34,879</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>735</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>855</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(2,062</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(2,456</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>31,951</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="27" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom" style="line-height: 6pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="25" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Cash Instrument Liabilities at Fair Value for the Six Months Ended June 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(gains)/losses<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>purchases,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>sales and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of year</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(gains)/losses</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>572</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(132</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>60</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>169</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(74</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>595</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="27" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> </div>
</gs:FairValueCashInstrumentAssetsAndLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note6_table2 --> <!-- Begin Block Tagged Note Table: gs-20110630_note6_table6 -->
<gs:InvestmentsInFundsThatCalculateNetAssetValuePerShareTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note6_table6 - gs:InvestmentsInFundsThatCalculateNetAssetValuePerShareTextBlock--> <div align="left" style="font-size: 10pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="55%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of June 2011</b> </td> <td>   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of December 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Fair Value of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Unfunded<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Fair Value of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Unfunded<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Investments</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Commitments</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Investments</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Commitments</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Private equity funds <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,507</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,326</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,911 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,816 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Private debt funds <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,884</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,406</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,267 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,721 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Hedge funds <sup style="font-size: 85%; vertical-align: top">3</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,213</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,169 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Real estate and other funds <sup style="font-size: 85%; vertical-align: top">4</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,292</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,809</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,246 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,884 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>16,896</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,541</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>16,593</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,421</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> These funds primarily invest in a broad range of industries worldwide in a variety of situations, including leveraged buyouts, recapitalizations and growth investments. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> These funds generally invest in loans and other fixed income instruments and are focused on providing private <font style="white-space: nowrap">high-yield</font> capital for mid- to large-sized leveraged and management buyout transactions, recapitalizations, financings, refinancings, acquisitions and restructurings for private equity firms, private family companies and corporate issuers. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> These funds are primarily multi-disciplinary hedge funds that employ a fundamental <font style="white-space: nowrap">bottom-up</font> investment approach across various asset classes and strategies including long/short equity, credit, convertibles, risk arbitrage/special situations and capital structure arbitrage. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 4.   </td> <td align="left" style="text-align:justify"> These funds invest globally, primarily in real estate companies, loan portfolios, debt recapitalizations and direct property. </td> </tr> </table> </div> </div>
</gs:InvestmentsInFundsThatCalculateNetAssetValuePerShareTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note6_table6 --> <!-- Begin Block Tagged Note Table: gs-20110630_note7_table1 -->
<gs:ExchangeTradedAndOTCDerivativesTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note7_table1 - gs:ExchangeTradedAndOTCDerivativesTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="63%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=02 type=lead --> <td width="3%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="4%"> </td><!-- colindex=04 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=04 type=lead --> <td width="3%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of June 2011</b> </td> <td>   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of December 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Derivative<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Derivative<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Derivative<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Derivative<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Assets</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Liabilities</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Assets</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Liabilities</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <font style="white-space: nowrap">Exchange-traded</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,878</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,877</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,601 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,794 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <font style="white-space: nowrap">Over-the-counter</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>68,646</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>44,615</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 65,692 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 51,936 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>73,524</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>47,492</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>73,293</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>54,730</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> </div>
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<us-gaap:ScheduleOfDerivativeInstrumentsInStatementOfFinancialPositionFairValueTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note7_table2 - us-gaap:ScheduleOfDerivativeInstrumentsInStatementOfFinancialPositionFairValueTextBlock--> <div align="left" style="font-size: 10pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="44%"> </td><!-- colindex=01 type=maindata --> <td width="2%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="5%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="5%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="5%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=05 type=lead --> <td width="5%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=06 type=lead --> <td width="5%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=07 type=lead --> <td width="5%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="1%"> </td><!-- colindex=08 type=gutter --> <td width="1%"> </td><!-- colindex=08 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 6pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom"> <b>  </b> </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="10" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of June 2011</b> </td> <td>   </td> <td>   </td> <td colspan="13" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of December 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Derivative<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Derivative<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Number of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Derivative<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Derivative<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Number of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions, except number of contracts</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Assets</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Liabilities</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Contracts</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Assets</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Liabilities</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Contracts</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Derivatives not accounted for as hedges</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Interest rates </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>432,136</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>388,733</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>283,299</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 463,145 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 422,514 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 272,279 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Credit </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>120,043</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>100,329</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>357,818</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 127,153 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 104,407 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 367,779 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currencies </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>84,280</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>67,173</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>288,321</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 87,959 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 70,273 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 222,706 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>35,348</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>37,468</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>74,870</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 36,689 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 41,666 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 70,890 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>67,975</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>51,807</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>421,571</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 65,815 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 51,948 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 289,059 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Subtotal </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>739,782</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>645,510</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,425,879</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 780,761 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 690,808 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,222,713 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Derivatives accounted for as hedges</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Interest rates </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>19,169</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>18</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>956</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 23,396 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 33 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 997 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currencies </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>148</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>68</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 162 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 72 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Subtotal </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>19,173</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>166</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,024</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 23,402 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 195 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,069 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Gross fair value of derivatives</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>758,955</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>645,676</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,426,903</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>804,163</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>691,003</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,223,782</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="27" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Counterparty netting <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(582,524</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(582,524</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (620,553 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (620,553 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cash collateral netting <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(102,907</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(15,660</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (110,317 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (15,720 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Fair value included in financial instruments owned</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>73,524</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>73,293</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="27" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Fair value included in financial instruments sold, but not yet purchased</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>47,492</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>54,730</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="27" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Represents the netting of receivable balances with payable balances for the same counterparty under enforceable netting agreements. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Represents the netting of cash collateral received and posted on a counterparty basis under credit support agreements. </td> </tr> </table> </div> </div>
</us-gaap:ScheduleOfDerivativeInstrumentsInStatementOfFinancialPositionFairValueTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note7_table2 --> <!-- Begin Block Tagged Note Table: gs-20110630_note7_table3 -->
<gs:FairValueDerivativeAssetsAndLiabilitiesMeasuredOnRecurringBasisTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note7_table3 - gs:FairValueDerivativeAssetsAndLiabilitiesMeasuredOnRecurringBasisTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 7pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="39%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=03 type=lead --> <td width="3%" align="right"> </td><!-- colindex=03 type=body --> <td width="2%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=04 type=lead --> <td width="3%" align="right"> </td><!-- colindex=04 type=body --> <td width="2%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=06 type=lead --> <td width="3%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="1%"> </td><!-- colindex=07 type=gutter --> <td width="1%"> </td><!-- colindex=07 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="21" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Derivative Assets at Fair Value as of June 2011 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Cross-Level<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 1</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 2</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Netting</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Interest rates </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>90</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>451,134</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>81</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>451,305</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Credit </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>109,832</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,211</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>120,043</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currencies </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>82,194</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,090</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>84,284</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>33,592</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,756</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>35,348</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>67</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>66,235</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,673</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>67,975</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Gross fair value of derivative assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>157</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>742,987</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>15,811</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>758,955</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Counterparty netting <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(576,298</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(4,289</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(1,937</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>) <sup style="font-size: 85%; vertical-align: top">3</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(582,524</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Subtotal </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>157</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>166,689</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,522</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(1,937</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>176,431</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cash collateral netting <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(102,907</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Fair value included in financial instruments owned</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>73,524</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="23" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 7pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="39%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=03 type=lead --> <td width="3%" align="right"> </td><!-- colindex=03 type=body --> <td width="2%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=04 type=lead --> <td width="3%" align="right"> </td><!-- colindex=04 type=body --> <td width="2%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=06 type=lead --> <td width="3%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="1%"> </td><!-- colindex=07 type=gutter --> <td width="1%"> </td><!-- colindex=07 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="21" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Derivative Liabilities at Fair Value as of June 2011 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Cross-Level<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 1</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 2</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Netting</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Interest rates </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>41</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>388,437</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>273</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>388,751</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Credit </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>96,137</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,192</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>100,329</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currencies </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>66,354</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>967</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>67,321</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>35,896</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,572</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>37,468</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>19</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>49,212</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,576</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>51,807</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Gross fair value of derivative liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>60</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>636,036</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,580</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>645,676</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Counterparty netting <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(576,298</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(4,289</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(1,937</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>) <sup style="font-size: 85%; vertical-align: top">3</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(582,524</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Subtotal </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>60</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>59,738</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,291</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(1,937</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>63,152</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cash collateral netting <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(15,660</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Fair value included in financial instruments sold, but not yet purchased</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>47,492</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="23" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Represents the netting of receivable balances with payable balances for the same counterparty under enforceable netting agreements. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Represents the netting of cash collateral received and posted on a counterparty basis under credit support agreements. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Represents the netting of receivable balances with payable balances for the same counterparty across levels of the fair value hierarchy under enforceable netting agreements. </td> </tr> </table> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 7pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="39%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="2%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="3%"> </td><!-- colindex=03 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=03 type=lead --> <td width="3%" align="right"> </td><!-- colindex=03 type=body --> <td width="2%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="3%"> </td><!-- colindex=04 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=04 type=lead --> <td width="3%" align="right"> </td><!-- colindex=04 type=body --> <td width="2%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="3%"> </td><!-- colindex=05 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="2%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="3%"> </td><!-- colindex=06 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=06 type=lead --> <td width="3%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="1%"> </td><!-- colindex=07 type=gutter --> <td width="1%"> </td><!-- colindex=07 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="21" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Derivative Assets at Fair Value as of December 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Cross-Level<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 1</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 2</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Netting</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Interest rates </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 49 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 486,037 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 455 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>486,541</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Credit </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 115,519 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 11,634 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>127,153</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currencies </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 86,158 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,807 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>87,965</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 34,511 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,178 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>36,689</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 44 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 64,267 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,504 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>65,815</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Gross fair value of derivative assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 93 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 786,492 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 17,578 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>804,163</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Counterparty netting <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (613,979 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (4,806 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (1,768 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) <sup style="font-size: 85%; vertical-align: top">3</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(620,553</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Subtotal </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 93 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 172,513 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 12,772 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (1,768 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>183,610</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cash collateral netting <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(110,317</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Fair value included in financial instruments owned</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>73,293</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="23" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="21" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Derivative Liabilities at Fair Value as of December 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Cross-Level<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 1</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 2</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Netting</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Interest rates </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 18 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 422,267 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 262 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>422,547</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Credit </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 99,813 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,594 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>104,407</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currencies </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 69,726 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 709 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>70,435</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 39,709 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,957 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>41,666</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 27 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 49,427 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,494 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>51,948</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Gross fair value of derivative liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 45 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 680,942 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 10,016 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>691,003</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Counterparty netting <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (613,979 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (4,806 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (1,768 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) <sup style="font-size: 85%; vertical-align: top">3</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(620,553</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Subtotal </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 45 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 66,963 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,210 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (1,768 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>70,450</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cash collateral netting <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(15,720</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Fair value included in financial instruments sold, but not yet purchased</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>54,730</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="23" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Represents the netting of receivable balances with payable balances for the same counterparty under enforceable netting agreements. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Represents the netting of cash collateral received and posted on a counterparty basis under credit support agreements. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Represents the netting of receivable balances with payable balances for the same counterparty across levels of the fair value hierarchy under enforceable netting agreements. </td> </tr> </table> </div> </div>
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<gs:FairValueDerivativeAssetsAndLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note7_table4 - gs:FairValueDerivativeAssetsAndLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTextBlock--> <div align="left" style="font-size: 10pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="22%"> </td><!-- colindex=01 type=maindata --> <td width="2%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="2%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="2%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="2%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="2%"> </td><!-- colindex=08 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=08 type=lead --> <td width="2%" align="right"> </td><!-- colindex=08 type=body --> <td width="1%" align="left"> </td><!-- colindex=08 type=hang1 --> <td width="2%"> </td><!-- colindex=09 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=09 type=lead --> <td width="2%" align="right"> </td><!-- colindex=09 type=body --> <td width="1%" align="left"> </td><!-- colindex=09 type=hang1 --> <td width="1%"> </td><!-- colindex=10 type=gutter --> <td width="1%"> </td><!-- colindex=10 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="33" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Derivative Assets and Liabilities at Fair Value for the Three Months Ended June 2011</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Asset/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/(losses)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Asset/<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(liability)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(liability)<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of period</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(losses)</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchases</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Sales</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Interest rates — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(97</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(18</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(10</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>14</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(90</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(192</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Credit — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,591</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>95</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>568</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>99</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(262</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(145</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(927</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,019</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currencies — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,132</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(22</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(17</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(8</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>29</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,123</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>193</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(131</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(159</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>118</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(91</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>143</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>111</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>184</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(1,016</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(84</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>74</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>181</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(214</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>45</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>111</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(903</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total derivatives — net</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,803</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(160</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>456</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>414</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(575</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>59</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(766</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,231</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="35" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="22%"> </td><!-- colindex=01 type=maindata --> <td width="2%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="2%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="2%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="2%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="2%"> </td><!-- colindex=08 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=08 type=lead --> <td width="2%" align="right"> </td><!-- colindex=08 type=body --> <td width="1%" align="left"> </td><!-- colindex=08 type=hang1 --> <td width="2%"> </td><!-- colindex=09 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=09 type=lead --> <td width="2%" align="right"> </td><!-- colindex=09 type=body --> <td width="1%" align="left"> </td><!-- colindex=09 type=hang1 --> <td width="1%"> </td><!-- colindex=10 type=gutter --> <td width="1%"> </td><!-- colindex=10 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="33" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Derivative Assets and Liabilities at Fair Value for the Six Months Ended June 2011</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Asset/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/(losses)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Asset/<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(liability)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(liability)<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of period</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(losses)</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchases</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Sales</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Interest rates — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>194</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(36</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(33</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(2</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>20</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(344</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(192</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Credit — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,040</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>136</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>388</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>140</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(334</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(465</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(886</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,019</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currencies — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,098</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(31</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(180</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>35</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(12</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(51</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>264</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,123</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>220</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(223</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(33</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>277</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(122</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>78</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(13</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>184</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(990</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>21</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(49</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>315</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(373</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>169</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(903</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total derivatives — net</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,562</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(133</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>93</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>776</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(843</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(414</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(810</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,231</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="35" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> </div>
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<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note7_table5 - gs:FairValueDerivativeAssetsAndLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="22%"> </td><!-- colindex=01 type=maindata --> <td width="4%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="2%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="2%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="4%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="4%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="4%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="2%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="4%"> </td><!-- colindex=07 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=07 type=lead --> <td width="2%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="1%"> </td><!-- colindex=08 type=gutter --> <td width="1%"> </td><!-- colindex=08 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="25" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Derivative Assets and Liabilities at Fair Value for the Three Months Ended June 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Asset/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/(losses)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Asset/<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(liability)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(liability)<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>purchases,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>sales and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of period</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(losses)</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Interest rates — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 94 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (6 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 43 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (51 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (195 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(115</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Credit — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,137 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (1 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 949 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 83 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 358 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,526</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currencies — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 468 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 75 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 287 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 270 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,100</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (244 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (92 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (4 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 92 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (23 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(271</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (1,119 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (5 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 323 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (500 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (67 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(1,368</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total derivatives — net</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,336</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(104</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,386</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(89</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>343</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,872</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="27" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="22%"> </td><!-- colindex=01 type=maindata --> <td width="4%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="2%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="2%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="4%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="4%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="4%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="2%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="4%"> </td><!-- colindex=07 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=07 type=lead --> <td width="2%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="1%"> </td><!-- colindex=08 type=gutter --> <td width="1%"> </td><!-- colindex=08 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="25" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Level 3 Derivative Assets and Liabilities at Fair Value for the Six Months Ended June 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net unrealized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Asset/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/(losses)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Asset/<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(liability)<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>relating to<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>transfers<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(liability)<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>balance,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>realized<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>instruments<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>purchases,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>in <font style="white-space: nowrap">and/or</font><br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>balance,<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>beginning<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>gains/<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>still held at<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>sales and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(out) of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>end of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of period</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(losses)</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period-end</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>settlements</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>level 3</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>period</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Interest rates — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (71 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (14 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 7 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 21 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (58 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(115</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Credit — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,366 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (39 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,238 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (19 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (20 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,526</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currencies — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 215 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (37 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 64 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 331 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 527 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,100</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (90 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (259 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 105 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 259 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (286 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(271</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities — net </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (1,224 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (52 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 438 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (439 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (91 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(1,368</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total derivatives — net</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,196</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(401</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,852</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>153</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>72</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,872</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="27" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> </div>
</gs:FairValueDerivativeAssetsAndLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note7_table4 --> <!-- Begin Block Tagged Note Table: gs-20110630_note7_table6 -->
<gs:BifurcatedEmbeddedDerivativesTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note7_table6 - gs:BifurcatedEmbeddedDerivativesTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="70%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=02 type=lead --> <td width="2%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions, except number<br /> </i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>of contracts</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Fair value of assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>398</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 383 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Fair value of liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>322</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 267 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Net</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>76</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>116</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="11" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Number of contracts </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>341</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 338 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> </div>
</gs:BifurcatedEmbeddedDerivativesTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note7_table6 --> <!-- Begin Block Tagged Note Table: gs-20110630_note7_table7 -->
<gs:OTCDerivativesByProductTypeAndTenorTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note7_table7 - gs:OTCDerivativesByProductTypeAndTenorTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="46%"> </td><!-- colindex=01 type=maindata --> <td width="7%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="7%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="7%"> </td><!-- colindex=04 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="7%"> </td><!-- colindex=05 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="17" align="center" valign="bottom"> <b>OTC Derivatives as of June 2011</b> </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <b>Assets<br /> </b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>0-12<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>1-5<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>5 Years or<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <b>Product Type</b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Months</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Years</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Greater</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Interest rates </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,590</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>28,596</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>62,772</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>98,958</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Credit </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,289</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>14,784</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>12,068</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>29,141</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currencies </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,400</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>12,381</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>14,266</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>36,047</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,708</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,439</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>500</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,647</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,312</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>13,023</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,899</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>25,234</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Netting across product types <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(2,496</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(6,120</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(4,715</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(13,331</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Subtotal </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>27,803</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>68,103</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>91,790</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>187,696</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cross maturity netting <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(16,143</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cash collateral netting <sup style="font-size: 85%; vertical-align: top">3</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(102,907</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>68,646</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="46%"> </td><!-- colindex=01 type=maindata --> <td width="7%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="7%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="7%"> </td><!-- colindex=04 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="7%"> </td><!-- colindex=05 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <b>Liabilities<br /> </b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>0-12<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>1-5<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>5 Years or<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <b>Product Type</b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Months</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Years</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Greater</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Interest rates </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,790</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>14,317</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>18,302</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>36,409</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Credit </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,220</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,056</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,152</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,428</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currencies </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,696</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,121</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,290</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>19,107</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,087</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,565</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,847</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>13,499</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,350</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,644</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,312</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,306</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Netting across product types <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(2,496</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(6,120</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(4,715</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(13,331</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Subtotal </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>19,647</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>29,583</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>27,188</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>76,418</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cross maturity netting <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(16,143</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cash collateral netting <sup style="font-size: 85%; vertical-align: top">3</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(15,660</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>44,615</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Represents the netting of receivable balances with payable balances for the same counterparty across product types within a tenor category under enforceable netting agreements. Receivable and payable balances with the same counterparty in the same product type and tenor category are netted within such product type and tenor category. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Represents the netting of receivable balances with payable balances for the same counterparty across tenor categories under enforceable netting agreements. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Represents the netting of cash collateral received and posted on a counterparty basis under credit support agreements. </td> </tr> </table> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="48%"> </td><!-- colindex=01 type=maindata --> <td width="7%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="7%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="7%"> </td><!-- colindex=04 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="7%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="17" align="center" valign="bottom"> <b>OTC Derivatives as of December 2010</b> </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <b>Assets<br /> </b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>0-12<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>1-5<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>5 Years or<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <b>Product Type</b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Months</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Years</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Greater</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Interest rates </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,137 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 34,384 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 60,750 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>102,271</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Credit </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,777 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 16,145 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 13,525 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>32,447</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currencies </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 9,968 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 10,696 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 14,868 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>35,532</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,664 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,996 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 248 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,908</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,795 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 10,942 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,037 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>22,774</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Netting across product types <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (2,937 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (5,513 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (5,077 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(13,527</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Subtotal </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 27,404 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 72,650 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 91,351 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>191,405</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cross maturity netting <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(15,396</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cash collateral netting <sup style="font-size: 85%; vertical-align: top">3</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(110,317</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>65,692</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="48%"> </td><!-- colindex=01 type=maindata --> <td width="7%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="7%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="7%"> </td><!-- colindex=04 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="7%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <b>Liabilities<br /> </b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>0-12<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>1-5<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>5 Years or<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <b>Product Type</b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Months</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Years</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Greater</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Interest rates </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,470 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 14,072 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 19,760 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>38,302</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Credit </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,024 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,862 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,816 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,702</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currencies </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 8,036 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,219 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,986 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>18,241</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commodities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,279 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,838 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,528 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>17,645</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Equities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,962 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,977 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,750 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>12,689</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Netting across product types <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (2,937 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (5,513 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (5,077 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(13,527</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Subtotal </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 21,834 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 31,455 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 29,763 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>83,052</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cross maturity netting <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(15,396</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cash collateral netting <sup style="font-size: 85%; vertical-align: top">3</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(15,720</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>51,936</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Represents the netting of receivable balances with payable balances for the same counterparty across product types within a tenor category under enforceable netting agreements. Receivable and payable balances with the same counterparty in the same product type and tenor category are netted within such product type and tenor category. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Represents the netting of receivable balances with payable balances for the same counterparty across tenor categories under enforceable netting agreements. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Represents the netting of cash collateral received and posted on a counterparty basis under credit support agreements. </td> </tr> </table> </div> </div>
</gs:OTCDerivativesByProductTypeAndTenorTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note7_table7 --> <!-- Begin Block Tagged Note Table: gs-20110630_note7_table8 -->
<gs:DerivativesCreditRiskRelatedContingentFeaturesTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note7_table8 - gs:DerivativesCreditRiskRelatedContingentFeaturesTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="64%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="9%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Net derivative liabilities under bilateral agreements </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>22,240</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 23,843 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Collateral posted </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>16,743</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 16,640 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Additional collateral or termination payments for a <font style="white-space: nowrap">one-notch</font> downgrade </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>662</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,353 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Additional collateral or termination payments for a <font style="white-space: nowrap">two-notch</font> downgrade </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,842</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,781 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="11" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> </div>
</gs:DerivativesCreditRiskRelatedContingentFeaturesTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note7_table8 --> <!-- Begin Block Tagged Note Table: gs-20110630_note7_table9 -->
<us-gaap:DisclosureOfCreditDerivativesTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note7_table9 - us-gaap:DisclosureOfCreditDerivativesTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 7pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="18%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="3%" align="right"> </td><!-- colindex=02 type=body --> <td width="2%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="3%" align="right"> </td><!-- colindex=03 type=body --> <td width="2%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="3%" align="right"> </td><!-- colindex=04 type=body --> <td width="2%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=05 type=lead --> <td width="3%" align="right"> </td><!-- colindex=05 type=body --> <td width="2%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="5%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="1%"> </td><!-- colindex=07 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=07 type=lead --> <td width="3%" align="right"> </td><!-- colindex=07 type=body --> <td width="2%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="2%"> </td><!-- colindex=08 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=08 type=lead --> <td width="5%" align="right"> </td><!-- colindex=08 type=body --> <td width="2%" align="left"> </td><!-- colindex=08 type=hang1 --> <td width="2%"> </td><!-- colindex=09 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=09 type=lead --> <td width="5%" align="right"> </td><!-- colindex=09 type=body --> <td width="2%" align="left"> </td><!-- colindex=09 type=hang1 --> <td width="2%"> </td><!-- colindex=10 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=10 type=lead --> <td width="5%" align="right"> </td><!-- colindex=10 type=body --> <td width="1%" align="left"> </td><!-- colindex=10 type=hang1 --> <td width="1%"> </td><!-- colindex=11 type=gutter --> <td width="1%"> </td><!-- colindex=11 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="39" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 7pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="14" nowrap="nowrap" align="center" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Maximum Payout/Notional<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="13" nowrap="nowrap" align="center" valign="bottom">   </td> </tr> <tr style="font-size: 7pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="14" nowrap="nowrap" align="center" valign="bottom"> <b>Maximum Payout/Notional Amount<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Amount of Purchased<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="13" nowrap="nowrap" align="center" valign="bottom"> <b>Fair Value of<br /> </b> </td> </tr> <tr style="font-size: 7pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="14" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>of Written Credit Derivatives by Tenor</b> </td> <td>   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Credit Derivatives</b> </td> <td>   </td> <td>   </td> <td colspan="13" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Written Credit Derivatives</b> </td> </tr> <tr style="font-size: 7pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Offsetting<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Other<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 7pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>5 Years<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchased<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchased<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 7pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>0 – 12<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>1 – 5<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>or<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Credit<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Credit<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Asset/<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 7pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>$ in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Months</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Years</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Greater</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Derivatives <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Derivatives <sup style="font-size: 85%; vertical-align: top">2</sup></b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Asset</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Liability</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(Liability)</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="39" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td colspan="39" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b><u>As of June 2011</u></b> </div> </td> </tr> <tr valign="bottom"> <td colspan="39" valign="bottom"> <b>Credit spread on<br /> underlying<br /> (basis points)</b> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 0-250 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>280,294</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,114,921</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>261,840</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,657,055</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,544,169</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>250,334</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>29,771</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>12,915</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>16,856</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <font style="white-space: nowrap">251-500</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>14,348</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>148,516</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>50,168</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>213,032</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>177,754</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>34,221</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,097</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,248</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>849</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <font style="white-space: nowrap">501-1,000</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,066</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>85,855</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>26,656</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>123,577</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>103,322</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>18,577</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,868</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,122</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(7,254</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Greater than 1,000 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,559</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>62,851</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>15,069</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>88,479</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>75,379</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>18,895</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>369</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>35,267</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(34,898</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="39" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="39" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>316,267</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,412,143</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>353,733</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,082,143</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,900,624</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>322,027</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>40,105</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>64,552</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(24,447</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="39" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Offsetting purchased credit derivatives represent the notional amount of purchased credit derivatives to the extent they economically hedge written credit derivatives with identical underlyings. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> This purchased protection represents the notional amount of purchased credit derivatives in excess of the notional amount included in “Offsetting Purchased Credit Derivatives.” </td> </tr> </table> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 7pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="18%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="3%" align="right"> </td><!-- colindex=02 type=body --> <td width="2%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="3%" align="right"> </td><!-- colindex=03 type=body --> <td width="2%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="3%" align="right"> </td><!-- colindex=04 type=body --> <td width="2%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=05 type=lead --> <td width="3%" align="right"> </td><!-- colindex=05 type=body --> <td width="2%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="5%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="1%"> </td><!-- colindex=07 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=07 type=lead --> <td width="3%" align="right"> </td><!-- colindex=07 type=body --> <td width="2%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="2%"> </td><!-- colindex=08 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=08 type=lead --> <td width="5%" align="right"> </td><!-- colindex=08 type=body --> <td width="2%" align="left"> </td><!-- colindex=08 type=hang1 --> <td width="2%"> </td><!-- colindex=09 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=09 type=lead --> <td width="5%" align="right"> </td><!-- colindex=09 type=body --> <td width="2%" align="left"> </td><!-- colindex=09 type=hang1 --> <td width="2%"> </td><!-- colindex=10 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=10 type=lead --> <td width="5%" align="right"> </td><!-- colindex=10 type=body --> <td width="1%" align="left"> </td><!-- colindex=10 type=hang1 --> <td width="1%"> </td><!-- colindex=11 type=gutter --> <td width="1%"> </td><!-- colindex=11 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="39" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 7pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="14" nowrap="nowrap" align="center" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Maximum Payout/Notional<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="13" nowrap="nowrap" align="center" valign="bottom">   </td> </tr> <tr style="font-size: 7pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="14" nowrap="nowrap" align="center" valign="bottom"> <b>Maximum Payout/Notional Amount<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Amount of Purchased<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="13" nowrap="nowrap" align="center" valign="bottom"> <b>Fair Value of<br /> </b> </td> </tr> <tr style="font-size: 7pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="14" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>of Written Credit Derivatives by Tenor</b> </td> <td>   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Credit Derivatives</b> </td> <td>   </td> <td>   </td> <td colspan="13" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Written Credit Derivatives</b> </td> </tr> <tr style="font-size: 7pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Offsetting<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Other<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 7pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>5 Years<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchased<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchased<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 7pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>0 – 12<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>1 – 5<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>or<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Credit<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Credit<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Asset/<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 7pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>$ in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Months</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Years</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Greater</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Derivatives <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Derivatives <sup style="font-size: 85%; vertical-align: top">2</sup></b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Asset</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Liability</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(Liability)</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="39" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td colspan="39" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b><u>As of December 2010</u></b> </div> </td> </tr> <tr valign="bottom"> <td colspan="39" valign="bottom"> <b>Credit spread on<br /> underlying<br /> (basis points)</b> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 0-250 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 235,798 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,094,308 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 288,851 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,618,957 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,511,113 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 232,506 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 32,071 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 14,780 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 17,291 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <font style="white-space: nowrap">251-500</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 14,412 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 144,448 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 52,072 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 210,932 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 183,613 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 36,713 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,368 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,739 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (371 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <font style="white-space: nowrap">501-1,000</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,384 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 89,212 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 33,553 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 129,149 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 110,019 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 18,686 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,571 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 11,256 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (8,685 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Greater than 1,000 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 11,721 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 63,982 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 12,022 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 87,725 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 70,945 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 23,795 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 483 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 33,670 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (33,187 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="39" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="39" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>268,315</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,391,950</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>386,498</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,046,763</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,875,690</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>311,700</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>42,493</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>67,445</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(24,952</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="39" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Offsetting purchased credit derivatives represent the notional amount of purchased credit derivatives to the extent they economically hedge written credit derivatives with identical underlyings. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> This purchased protection represents the notional amount of purchased credit derivatives in excess of the notional amount included in “Offsetting Purchased Credit Derivatives.” </td> </tr> </table> </div> </div>
</us-gaap:DisclosureOfCreditDerivativesTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note7_table9 --> <!-- Begin Block Tagged Note Table: gs-20110630_note7_table10 -->
<gs:GainsLossesOnNetInvestmentHedgesTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note7_table10 - gs:GainsLossesOnNetInvestmentHedgesTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="35%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="5%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="4%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="11%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="4%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="12%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="4%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="2%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Three Months<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom"> <b>Six Months<br /> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currency hedges </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(178</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 196 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(403</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 317 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Foreign <font style="white-space: nowrap">currency-</font> denominated debt </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(94</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (190 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(12</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (178 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> </div>
</gs:GainsLossesOnNetInvestmentHedgesTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note7_table10 --> <!-- Begin Block Tagged Note Table: gs-20110630_note8_table1 -->
<us-gaap:FairValueOptionQuantitativeDisclosuresTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note8_table1 - us-gaap:FairValueOptionQuantitativeDisclosuresTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="53%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="2%"> </td><!-- colindex=08 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=08 type=lead --> <td width="1%" align="right"> </td><!-- colindex=08 type=body --> <td width="1%" align="left"> </td><!-- colindex=08 type=hang1 --> <td width="2%"> </td><!-- colindex=09 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=09 type=lead --> <td width="1%" align="right"> </td><!-- colindex=09 type=body --> <td width="1%" align="left"> </td><!-- colindex=09 type=hang1 --> <td width="1%"> </td><!-- colindex=10 type=gutter --> <td width="1%"> </td><!-- colindex=10 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="33" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Gains/(Losses) on Financial Assets and Financial Liabilities at Fair Value</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="14" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Three Months Ended June</b> </td> <td>   </td> <td>   </td> <td colspan="17" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Six Months Ended June</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="6" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="6" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>2010</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Fair<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Fair<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Fair<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Fair<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Value<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Value<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Value<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Value<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Option</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Other</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Option</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Other</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Option</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Other</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Option</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Other</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Receivables from customers and counterparties <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(6</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>200</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (55 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(5</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>519</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (93 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other secured financings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>29</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(510</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 58 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>33</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(925</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 54 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (5 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">short-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>24</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>327</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 61 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 964 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>31</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>103</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 74 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 759 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">long-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>68</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>432</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 286 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (2,166 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>71</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(839</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 370 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (1,591 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other liabilities and accrued expenses <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(64</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(20</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (142 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 44 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(253</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>67</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (73 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 151 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other <sup style="font-size: 85%; vertical-align: top">3</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 20 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>45</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 17 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>61</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>429</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>228</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(1,158</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(78</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(1,075</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>349</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(686</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="35" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Primarily consists of gains/(losses) on certain transfers accounted for as receivables rather than purchases and certain reinsurance contracts. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Primarily consists of gains/(losses) on certain insurance and reinsurance contracts. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Primarily consists of gains/(losses) on resale and repurchase agreements, securities borrowed and loaned and deposits. </td> </tr> </table> </div> </div>
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<gs:LoansAndLendingCommitmentsTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note8_table2 - gs:LoansAndLendingCommitmentsTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="64%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="9%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Aggregate contractual principal amount of performing loans and <font style="white-space: nowrap">long-term</font> receivables in excess of the related fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,923</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,090 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Aggregate contractual principal amount of loans on nonaccrual status <font style="white-space: nowrap">and/or</font> more than 90 days past due in excess of the related fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>24,433</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 26,653 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total<sup style="font-size: 85%; vertical-align: top"> 1</sup></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>27,356</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>29,743</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="11" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Aggregate fair value of loans on nonaccrual status <font style="white-space: nowrap">and/or</font> more than 90 days past due </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,392</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,994 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="11" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.  </td> <td align="left" style="text-align:justify"> The aggregate contractual principal exceeds the related fair value primarily because the firm regularly purchases loans, such as distressed loans, at values significantly below contractual principal amounts. </td> </tr> </table> </div> </div>
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<gs:FairValueOptionBorrowingsCreditRiskGainLossTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note8_table3 - gs:FairValueOptionBorrowingsCreditRiskGainLossTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="42%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="5%"> </td><!-- colindex=03 type=gutter --> <td width="8%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="5%"> </td><!-- colindex=04 type=gutter --> <td width="8%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="5%"> </td><!-- colindex=05 type=gutter --> <td width="8%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="2%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Three Months<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom"> <b>Six Months<br /> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Net gains including hedges </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>85</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 390 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>126</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 497 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Net gains excluding hedges </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>75</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 405 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>119</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 514 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> </div>
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<gs:ResaleAndRepurchaseAgreementsAndSecuritiesBorrowedAndLoanedTransactionsTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note9_table1 - gs:ResaleAndRepurchaseAgreementsAndSecuritiesBorrowedAndLoanedTransactionsTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="62%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="11%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities purchased under agreements to resell <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>162,285</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 188,355 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities borrowed <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>175,472</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 166,306 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities sold under agreements to repurchase <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>155,450</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 162,345 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities loaned <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>14,474</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 11,212 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="11" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Resale and repurchase agreements are carried at fair value under the fair value option. See Note 8 for further information about the valuation techniques and significant inputs used to determine fair value. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> As of June 2011 and December 2010, $61.87 billion and $48.82 billion of securities borrowed and $4.84 billion and $1.51 billion of securities loaned were at fair value, respectively. </td> </tr> </table> </div> </div>
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<gs:OtherSecuredFinancingsTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note9_table2 - gs:OtherSecuredFinancingsTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="57%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="1%"> </td><!-- colindex=08 type=gutter --> <td width="1%"> </td><!-- colindex=08 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="10" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of June 2011</b> </td> <td>   </td> <td>   </td> <td colspan="13" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of December 2010</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>U.S.<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Non-U.S.<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>U.S.<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Non-U.S.<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>$ in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Dollar</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Dollar</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Dollar</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Dollar</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other secured financings <font style="white-space: nowrap">(short-term):</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> At fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>16,216</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,061</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>20,277</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 16,404 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,684 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 20,088 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> At amortized cost </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>135</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,097</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,232</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 99 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,342 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,441 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 24pt"> <i>Interest rates</i> <i><sup style="font-size: 85%; vertical-align: top">1</sup></i> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b><i>3.29%</i></b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b><i>0.26%</i></b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <i>2.96%</i> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <i>0.71%</i> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other secured financings <font style="white-space: nowrap">(long-term):</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> At fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,309</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,862</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,171</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 9,594 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,112 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 11,706 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> At amortized cost </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,376</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>464</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,840</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,565 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 577 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,142 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 24pt"> <i>Interest rates</i> <i><sup style="font-size: 85%; vertical-align: top">1</sup></i> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b><i>1.95%</i></b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b><i>2.23%</i></b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <i>2.14%</i> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <i>1.94%</i> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> <b><sup style="font-size: 85%; vertical-align: top">2</sup></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>21,036</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>13,484</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>34,520</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>27,662</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,715</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>38,377</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="27" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Amount of other secured financings collateralized by: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 32pt"> Financial instruments <sup style="font-size: 85%; vertical-align: top">3</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>20,614</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,872</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>32,486</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 27,014 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 8,760 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 35,774 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 32pt"> Other assets <sup style="font-size: 85%; vertical-align: top">4</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>422</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,612</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,034</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 648 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,955 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,603 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> The weighted average interest rates exclude secured financings at fair value and include the effect of hedging activities. See Note 7 for further information about hedging activities. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Includes $9.90 billion and $8.32 billion related to transfers of financial assets accounted for as financings rather than sales as of June 2011 and December 2010, respectively. Such financings were collateralized by financial assets included in “Financial instruments owned, at fair value” of $10.15 billion and $8.53 billion as of June 2011 and December 2010, respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Includes $19.70 billion and $25.63 billion of other secured financings collateralized by financial instruments owned, at fair value and $12.78 billion and $10.14 billion of other secured financings collateralized by financial instruments received as collateral and repledged as of June 2011 and December 2010, respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 4.   </td> <td align="left" style="text-align:justify"> Primarily real estate and cash. </td> </tr> </table> </div> </div>
</gs:OtherSecuredFinancingsTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note9_table2 --> <!-- Begin Block Tagged Note Table: gs-20110630_note9_table3 -->
<gs:OtherSecuredFinancingsByMaturityDateTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note9_table3 - gs:OtherSecuredFinancingsByMaturityDateTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="79%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="1%"> </td><!-- colindex=03 type=gutter --> <td width="2%"> </td><!-- colindex=03 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="7" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>As of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June 2011</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="7" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other secured financings <font style="white-space: nowrap">(short-term)</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>26,509</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other secured financings <font style="white-space: nowrap">(long-term):</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2012 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,470</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2013 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,596</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2014 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>921</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2015 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>578</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2016 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>257</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2017-thereafter </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,189</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="7" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="7" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total other secured financings <font style="white-space: nowrap">(long-term)</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,011</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="7" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="7" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total other secured financings</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>34,520</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="7" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> </div>
</gs:OtherSecuredFinancingsByMaturityDateTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note9_table3 --> <!-- Begin Block Tagged Note Table: gs-20110630_note9_table4 -->
<gs:FinancialInstrumentsReceivedAsCollateralAndRepledgedTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note9_table4 - gs:FinancialInstrumentsReceivedAsCollateralAndRepledgedTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="62%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="11%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Collateral available to be delivered or repledged </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>639,691</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 618,423 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Collateral that was delivered or repledged </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>476,343</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 447,882 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> </div>
</gs:FinancialInstrumentsReceivedAsCollateralAndRepledgedTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note9_table4 --> <!-- Begin Block Tagged Note Table: gs-20110630_note9_table5 -->
<gs:FinancialInstrumentsOwnedAtFairValueAndOtherAssetsPledgedAsCollateralTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note9_table5 - gs:FinancialInstrumentsOwnedAtFairValueAndOtherAssetsPledgedAsCollateralTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="62%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="11%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Financial instruments owned, at fair value pledged to counterparties that: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 24pt"> Had the right to deliver or repledge </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>57,687</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 51,010 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 24pt"> Did not have the right to deliver or repledge </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>112,430</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 112,750 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other assets pledged to counterparties that: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 24pt"> Did not have the right to deliver or repledge </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,791</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,482 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> </div>
</gs:FinancialInstrumentsOwnedAtFairValueAndOtherAssetsPledgedAsCollateralTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note9_table5 --> <!-- Begin Block Tagged Note Table: gs-20110630_note10_table1 -->
<gs:AmountOfFinancialAssetsSecuritizedAndCashFlowsReceivedOnRetainedInterestsTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note10_table1 - gs:AmountOfFinancialAssetsSecuritizedAndCashFlowsReceivedOnRetainedInterestsTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="35%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="9%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="5%"> </td><!-- colindex=03 type=gutter --> <td width="9%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="5%"> </td><!-- colindex=04 type=gutter --> <td width="9%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="5%"> </td><!-- colindex=05 type=gutter --> <td width="9%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="2%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Three Months<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom"> <b>Six Months<br /> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Residential mortgages </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>14,602</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 13,461 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>22,305</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 23,420 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commercial mortgages </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>325</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other financial assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>49</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>81</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 14 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>14,651</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>13,461</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>22,711</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>23,434</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Cash flows on retained interests</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>148</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>218</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>367</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>417</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> </div>
</gs:AmountOfFinancialAssetsSecuritizedAndCashFlowsReceivedOnRetainedInterestsTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note10_table1 --> <!-- Begin Block Tagged Note Table: gs-20110630_note10_table2 -->
<gs:ContinuingInvolvementInSecuritizationEntitiesToWhichFirmSoldAssetsTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note10_table2 - gs:ContinuingInvolvementInSecuritizationEntitiesToWhichFirmSoldAssetsTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="33%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="1%"> </td><!-- colindex=08 type=gutter --> <td width="1%"> </td><!-- colindex=08 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="10" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of June 2011</b> </td> <td>   </td> <td>   </td> <td colspan="13" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of December 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Outstanding<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Fair Value of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Fair Value of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Outstanding<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Fair Value of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Fair Value of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Principal<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Retained<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchased<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Principal<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Retained<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Purchased<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Amount</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Interests</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Interests</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Amount</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Interests</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Interests</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> U.S. government <font style="white-space: nowrap">agency-issued</font> collateralized mortgage obligations<sup style="font-size: 85%; vertical-align: top"> 1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>64,929</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,739</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 60,352 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,929 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other residential <font style="white-space: nowrap">mortgage-backed </font><sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,166</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>129</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 13,318 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 125 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commercial <font style="white-space: nowrap">mortgage-backed </font><sup style="font-size: 85%; vertical-align: top">3</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,642</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>753</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>272</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,040 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 849 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 82 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> CDOs, CLOs and other <sup style="font-size: 85%; vertical-align: top">4</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>12,131</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>61</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>201</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 12,872 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 62 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 229 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total<sup style="font-size: 85%; vertical-align: top"> 5</sup></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>92,868</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,682</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>478</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>91,582</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,965</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>316</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="27" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Outstanding principal amount and fair value of retained interests primarily relate to securitizations during 2011 and 2010 as of June 2011, and securitizations during 2010 and 2009 as of December 2010. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Outstanding principal amount and fair value of retained interests as of both June 2011 and December 2010 primarily relate to prime and <font style="white-space: nowrap">Alt-A</font> securitizations during 2007 and 2006. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Outstanding principal amount as of both June 2011 and December 2010 primarily relate to securitizations during 2010, 2007 and 2006. Fair value of retained interests as of both June 2011 and December 2010 primarily relate to securitizations during 2010. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 4.   </td> <td align="left" style="text-align:justify"> Outstanding principal amount and fair value of retained interests as of both June 2011 and December 2010 primarily relate to CDO and CLO securitizations during 2007 and 2006. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 5.   </td> <td align="left" style="text-align:justify"> Outstanding principal amount and fair value of retained interests include $6.86 billion and $16 million, respectively, as of June 2011, and $7.64 billion and $16 million, respectively, as of December 2010, related to securitization entities in which the firm’s only continuing involvement is retained servicing which is not a variable interest. </td> </tr> </table> </div> </div>
</gs:ContinuingInvolvementInSecuritizationEntitiesToWhichFirmSoldAssetsTextBlock>
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<gs:ScheduleOfWeightedAverageKeyEconomicAssumptionsUsedInMeasuringFairValueOfFirmsRetainedInterestsAndSensitivityOfThisFairValueToImmediateAdverseChangesTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note10_table3 - gs:ScheduleOfWeightedAverageKeyEconomicAssumptionsUsedInMeasuringFairValueOfFirmsRetainedInterestsAndSensitivityOfThisFairValueToImmediateAdverseChangesTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="51%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="11%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="11%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="4%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of June 2011</b> </td> <td>   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of December 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Type of Retained Interests</b> </td> <td>   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Type of Retained Interests </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>$ in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Mortgage-Backed</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Other <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Mortgage-Backed</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Other <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Fair value of retained interests </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,621</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>61</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,903 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 62 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Weighted average life (years) </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6.3</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3.8</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 7.4 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4.2 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Constant prepayment rate <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9.1%</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>N.M.</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 11.6% </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> N.M. </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Impact of 10% adverse change <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(36</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>N.M.</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (62 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> N.M. </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Impact of 20% adverse change <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(69</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>N.M.</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (128 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> N.M. </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Discount rate <sup style="font-size: 85%; vertical-align: top">3</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4.6%</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>N.M.</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5.3% </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> N.M. </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Impact of 10% adverse change </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(114</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>N.M.</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (175 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> N.M. </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Impact of 20% adverse change </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(223</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>N.M.</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (341 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> N.M. </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Due to the nature and current fair value of certain of these retained interests, the weighted average assumptions for constant prepayment and discount rates and the related sensitivity to adverse changes are not meaningful as of June 2011 and December 2010. The firm’s maximum exposure to adverse changes in the value of these interests is the carrying value of $61 million and $62 million as of June 2011 and December 2010, respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Constant prepayment rate is included only for positions for which constant prepayment rate is a key assumption in the determination of fair value. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> The majority of <font style="white-space: nowrap">mortgage-backed</font> retained interests are U.S. government <font style="white-space: nowrap">agency-issued</font> collateralized mortgage obligations, for which there is no anticipated credit loss. For the remainder of retained interests, the expected credit loss assumptions are reflected in the discount rate. </td> </tr> </table> </div> </div>
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<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note11_table1 - gs:NonConsolidatedVariableInterestEntitiesTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="36%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="11%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="2%"> </td><!-- colindex=08 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=08 type=lead --> <td width="1%" align="right"> </td><!-- colindex=08 type=body --> <td width="1%" align="left"> </td><!-- colindex=08 type=hang1 --> <td width="1%"> </td><!-- colindex=09 type=gutter --> <td width="1%"> </td><!-- colindex=09 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="31" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="29" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Nonconsolidated VIEs</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="29" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of June 2011</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Corporate<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Real estate, credit-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Other<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Mortgage-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>CDOs and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>related and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>asset-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Power-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Investment<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>backed</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>CLOs</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>other investing</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>backed</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>related</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>funds</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="31" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Assets in VIE</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>94,287</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">2</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>25,377</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,813</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,267</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>529</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,557</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>135,830</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Carrying Value of the Firm’s Variable Interests</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,835</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,383</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,421</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>220</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>271</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,134</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>87</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>25</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>118</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Maximum Exposure to Loss in Nonconsolidated VIEs</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Retained interests </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,605</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>43</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>18</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,666</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Purchased interests </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>905</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>701</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>190</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,796</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Commitments and guarantees <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>324</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>50</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>375</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Derivatives <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,673</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,207</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,152</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>12,032</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loans and investments </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>110</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,421</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>271</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,806</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="31" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="31" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,293</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">2</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,952</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,745</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,360</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>321</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>21,675</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="31" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="36%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="11%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="2%"> </td><!-- colindex=08 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=08 type=lead --> <td width="1%" align="right"> </td><!-- colindex=08 type=body --> <td width="1%" align="left"> </td><!-- colindex=08 type=hang1 --> <td width="1%"> </td><!-- colindex=09 type=gutter --> <td width="1%"> </td><!-- colindex=09 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="31" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="29" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Nonconsolidated VIEs</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="29" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of December 2010</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Corporate<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Real estate, credit-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Other<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Mortgage-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>CDOs and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>related and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>asset-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Power-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Investment<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>backed</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>CLOs</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>other investing</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>backed</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>related</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>funds</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="31" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Assets in VIE</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 88,755 </td> <td nowrap="nowrap" align="left" valign="bottom">  <sup style="font-size: 85%; vertical-align: top">2</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 21,644 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 12,568 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,513 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 552 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,330 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>131,362</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Carrying Value of the Firm’s Variable Interests</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 8,076 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 909 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,063 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 266 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 239 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,558</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 114 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 19 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 14 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>148</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Maximum Exposure to Loss in Nonconsolidated VIEs</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Retained interests </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,887 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 50 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 12 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,949</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Purchased interests </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 839 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 353 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 247 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,439</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Commitments and guarantees <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 125 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 69 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>195</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Derivatives <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,128 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,593 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,105 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,826</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Loans and investments </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 104 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,063 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 239 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,411</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="31" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="31" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,958</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">2</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,997</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,188</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,364</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>308</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>21,820</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="31" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> The aggregate amounts include $4.10 billion and $4.52 billion as of June 2011 and December 2010, respectively, related to guarantees and derivative transactions with VIEs to which the firm transferred assets. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Assets in VIE and maximum exposure to loss include $5.55 billion and $2.78 billion, respectively, as of June 2011, and $6.14 billion and $3.25 billion, respectively, as of December 2010, related to CDOs backed by mortgage obligations. </td> </tr> </table> </div> </div>
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<gs:ConsolidatedVariableInterestEntitiesTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note11_table2 - gs:ConsolidatedVariableInterestEntitiesTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="50%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="9%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="1%"> </td><!-- colindex=07 type=gutter --> <td width="1%"> </td><!-- colindex=07 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="21" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Consolidated VIEs</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="21" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of June 2011</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>CDOs,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Real estate,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>mortgage-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>credit-related<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Municipal<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>backed and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Principal-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>and other<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>bond<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>other asset-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>protected<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>investing</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>securitizations</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>backed</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>notes</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Assets</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cash and cash equivalents </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>446</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>48</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>13</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>507</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cash and securities segregated for regulatory and other purposes </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>169</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>169</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Receivables from brokers, dealers and clearing organizations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Receivables from customers and counterparties </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>17</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>17</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Financial instruments owned, at fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,277</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>191</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>580</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>699</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,747</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,546</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>468</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,014</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,441</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>191</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,113</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>712</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,457</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="23" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Liabilities</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other secured financings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,037</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>200</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>473</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,234</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,944</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Payables to customers and counterparties </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>24</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>36</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>60</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Financial instruments sold, but not yet purchased, at fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>58</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>58</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">short-term</font> borrowings, including the current portion of unsecured <font style="white-space: nowrap">long-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,132</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,136</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">long-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>173</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>173</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other liabilities and accrued expenses </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,691</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>32</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>305</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,028</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,905</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>200</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>587</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,707</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,399</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="23" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak Begin --> <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-family: Arial, Helvetica"> </font> </b> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <!-- XBRL Pagebreak End --> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="50%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="9%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="1%"> </td><!-- colindex=07 type=gutter --> <td width="1%"> </td><!-- colindex=07 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="21" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Consolidated VIEs</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="21" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of December 2010</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>CDOs,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Real estate,<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>mortgage-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>credit-related<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Municipal<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>backed and<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Principal-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>and other<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>bond<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>other asset-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>protected<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>investing</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>securitizations</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>backed</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>notes</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Assets</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cash and cash equivalents </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 248 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 39 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 52 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>339</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Cash and securities segregated for regulatory and other purposes </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 205 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>205</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Receivables from brokers, dealers and clearing organizations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Receivables from customers and counterparties </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 27 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>28</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Financial instruments owned, at fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,531 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 547 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 550 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 648 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,276</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,369 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 499 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,868</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,358</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>547</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,115</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>700</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,720</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="23" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Liabilities</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other secured financings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,434 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 630 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 417 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,224 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,705</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Payables to customers and counterparties </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 12 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>12</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Financial instruments sold, but not yet purchased, at fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 55 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>55</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">short-term</font> borrowings, including the current portion of unsecured <font style="white-space: nowrap">long-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 302 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,359 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,661</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">long-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other liabilities and accrued expenses </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,004 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 32 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,036</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,746</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>630</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>516</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,583</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,475</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="23" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> </div>
</gs:ConsolidatedVariableInterestEntitiesTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note11_table2 --> <!-- Begin Block Tagged Note Table: gs-20110630_note12_table1 -->
<gs:ScheduleOfOtherAssetsTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note12_table1 - gs:ScheduleOfOtherAssetsTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="64%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="9%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Property, leasehold improvements and equipment <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,743</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 11,106 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Goodwill and identifiable intangible assets<sup style="font-size: 85%; vertical-align: top"> 2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,187</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,522 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Income tax-related assets <sup style="font-size: 85%; vertical-align: top">3</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,917</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,239 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <font style="white-space: nowrap">Equity-method</font> investments <sup style="font-size: 85%; vertical-align: top">4</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,140</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,445 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Miscellaneous receivables and other<sup style="font-size: 85%; vertical-align: top"> 5</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,485</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,747 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>27,472</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>28,059</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="11" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Net of accumulated depreciation and amortization of $8.06 billion and $7.87 billion as of June 2011 and December 2010, respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> See Note 13 for further information about goodwill and identifiable intangible assets. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> See Note 24 for further information about income taxes. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 4.   </td> <td align="left" style="text-align:justify"> Excludes investments of $3.82 billion and $3.77 billion accounted for at fair value under the fair value option as of June 2011 and December 2010, respectively, which are included in “Financial instruments owned, at fair value.” See Note 8 for further information. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 5.   </td> <td align="left" style="text-align:justify"> Includes $2.93 billion of assets held for sale as of June 2011, primarily consisting of servicing advances. </td> </tr> </table> </div> </div>
</gs:ScheduleOfOtherAssetsTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note12_table1 --> <!-- Begin Block Tagged Note Table: gs-20110630_note13_table1 -->
<gs:GoodwillAndIntangibleAssetsTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note13_table1 - gs:GoodwillAndIntangibleAssetsTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="68%"> </td><!-- colindex=01 type=maindata --> <td width="2%"> </td><!-- colindex=02 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=02 type=lead --> <td width="5%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Goodwill</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Investment Banking: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Underwriting </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>125</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 125 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Institutional Client Services: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Fixed Income, Currency and Commodities Client Execution <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 159 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Equities Client Execution </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,361</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,361 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Securities Services </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>117</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 117 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Investing & Lending </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>154</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 172 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Investment Management </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>561</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 561 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,323</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,495</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="11" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> </div>
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<us-gaap:IntangibleAssetsDisclosureTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note13_table2 - us-gaap:IntangibleAssetsDisclosureTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="68%"> </td><!-- colindex=01 type=maindata --> <td width="2%"> </td><!-- colindex=02 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=02 type=lead --> <td width="5%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom"> <b>Identifiable<br /> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Intangible Assets</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Institutional Client Services: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Fixed Income, Currency and Commodities Client Execution </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>525</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 608 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Equities Client Execution </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>687</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 718 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Investing & Lending </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>538</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 579 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Investment Management </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>114</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 122 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,864</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,027</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="11" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.  </td> <td align="left" style="text-align:justify"> The decrease from December 2010 to June 2011 is related to the classification of Litton as held for sale. See Note 12 for further information. </td> </tr> </table> </div> </div>
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<gs:AmortizationExpenseForIdentifiableIntangibleAssetsTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note13_table3 - gs:AmortizationExpenseForIdentifiableIntangibleAssetsTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="38%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="23%"> </td><!-- colindex=02 type=maindata --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="2%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="7%"> </td><!-- colindex=04 type=gutter --> <td width="13%"> </td><!-- colindex=04 type=maindata --> <td width="3%"> </td><!-- colindex=05 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="15" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="11" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>Weighted Average<br /> </b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>$ in millions</i> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>Remaining Lives </b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="15" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Customer lists</b> </div> </td> <td>   </td> <td align="left" valign="bottom"> Gross carrying amount </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,104</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,104 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> Accumulated amortization </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(561</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (529 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="15" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="15" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td align="left" valign="bottom"> Net carrying amount </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>543</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom"> <b>10</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 575 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="line-height: 12pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Commodities-related intangibles</b> <b><sup style="font-size: 85%; vertical-align: top">1</sup></b> </div> </td> <td>   </td> <td align="left" valign="bottom"> Gross carrying amount </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>633</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 667 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> Accumulated amortization </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(100</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (52 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="15" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="15" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td align="left" valign="bottom"> Net carrying amount </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>533</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom"> <b>20</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 615 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="line-height: 12pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Broadcast royalties</b> <b><sup style="font-size: 85%; vertical-align: top">2</sup></b> </div> </td> <td>   </td> <td align="left" valign="bottom"> Gross carrying amount </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>560</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 560 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> Accumulated amortization </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(92</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (61 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="15" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="15" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td align="left" valign="bottom"> Net carrying amount </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>468</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom"> <b>8</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 499 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="line-height: 12pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Insurance-related intangibles</b> <b><sup style="font-size: 85%; vertical-align: top">3</sup></b> </div> </td> <td>   </td> <td align="left" valign="bottom"> Gross carrying amount </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>292</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 292 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> Accumulated amortization </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(146</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (146 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="15" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="15" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td align="left" valign="bottom"> Net carrying amount </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>146</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom"> <b>7</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 146 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="line-height: 12pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Other</b> <b><sup style="font-size: 85%; vertical-align: top">4</sup></b> </div> </td> <td>   </td> <td align="left" valign="bottom"> Gross carrying amount </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>941</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 953 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> Accumulated amortization </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(767</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (761 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="15" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="15" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td align="left" valign="bottom"> Net carrying amount </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>174</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom"> <b>13</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 192 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="line-height: 12pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td align="left" valign="bottom"> <b>Gross carrying amount</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,530</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,576</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>Accumulated amortization</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(1,666</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(1,549</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="15" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="15" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td align="left" valign="bottom"> <b>Net carrying amount</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,864</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="center" valign="bottom"> <b>12</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,027</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="15" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Primarily includes commodity-related customer contracts and relationships, permits and access rights. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Represents television broadcast royalties held by a consolidated VIE. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Represents value of business acquired related to the firm’s insurance businesses. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 4.   </td> <td align="left" style="text-align:justify"> Primarily includes the firm’s NYSE designated market maker rights and <font style="white-space: nowrap">exchange-traded</font> fund lead market maker rights. </td> </tr> </table> </div> </div>
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<gs:ScheduleOfFiniteLivedIntangibleAssetsFutureAmortizationExpenseTableTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note13_table4 - gs:ScheduleOfFiniteLivedIntangibleAssetsFutureAmortizationExpenseTableTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="53%"> </td><!-- colindex=01 type=maindata --> <td width="6%"> </td><!-- colindex=02 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="6%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="8%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="2%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="17" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Three Months<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="7" nowrap="nowrap" align="center" valign="bottom"> <b>Six Months<br /> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> <td>   </td> <td>   </td> <td colspan="7" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="17" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Amortization expense </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>66</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 82 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>123</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 126 </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="17" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="79%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="1%"> </td><!-- colindex=03 type=gutter --> <td width="2%"> </td><!-- colindex=03 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="7" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>As of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June 2011</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="7" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Estimated future amortization expense</b>: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Remainder of 2011 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>134</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2012 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>249</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2013 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>232</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2014 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>202</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2015 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>170</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2016 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>167</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="7" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="7" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> </div>
</gs:ScheduleOfFiniteLivedIntangibleAssetsFutureAmortizationExpenseTableTextBlock>
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<gs:DepositLiabilitiesByRegionTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note14_table1 - gs:DepositLiabilitiesByRegionTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="64%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="9%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> U.S. offices </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>31,851</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 32,353 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <font style="white-space: nowrap">Non-U.S. offices</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,153</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,216 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>39,004</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>38,569</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="11" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> </div>
</gs:DepositLiabilitiesByRegionTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note14_table1 --> <!-- Begin Block Tagged Note Table: gs-20110630_note14_table2 -->
<gs:MaturitiesOfTimeDepositsTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note14_table2 - gs:MaturitiesOfTimeDepositsTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="50%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="11%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="4%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="4%"> </td><!-- colindex=05 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="2%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="17" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of June 2011 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>U.S.</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Non-U.S.</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Remainder of 2011 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>989</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>815</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,804</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2012 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,015</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>652</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,667</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2013 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,982</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,982</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2014 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>499</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>499</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2015 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>801</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>801</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2016 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>83</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>83</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2017 − thereafter </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,372</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,372</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,741</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,467</b> </td> <td nowrap="nowrap" align="left" valign="bottom">  <b><sup style="font-size: 85%; vertical-align: top">2</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,208</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Includes $106 million greater than $100,000, of which $17 million matures within three months, $21 million matures within three to six months, $6 million matures within six to twelve months, and $62 million matures after twelve months. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Substantially all were greater than $100,000. </td> </tr> </table> </div> </div>
</gs:MaturitiesOfTimeDepositsTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note14_table2 --> <!-- Begin Block Tagged Note Table: gs-20110630_note15_table1 -->
<gs:ShortTermBorrowingsTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note15_table1 - gs:ShortTermBorrowingsTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="64%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="9%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other secured financings <font style="white-space: nowrap">(short-term)</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>26,509</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 24,529 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">short-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>56,554</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 47,842 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>83,063</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>72,371</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="11" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> </div>
</gs:ShortTermBorrowingsTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note15_table1 --> <!-- Begin Block Tagged Note Table: gs-20110630_note15_table2 -->
<gs:UnsecuredShortTermBorrowingsTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note15_table2 - gs:UnsecuredShortTermBorrowingsTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="64%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="9%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Current portion of unsecured <font style="white-space: nowrap">long-term</font> borrowings <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>33,236</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 25,396 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Hybrid financial instruments </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>14,456</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 13,223 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Promissory notes </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,252</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,265 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commercial paper </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>925</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,306 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other <font style="white-space: nowrap">short-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,685</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,652 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>56,554</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>47,842</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="11" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="line-height: 9pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Weighted average interest rate <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1.74</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>%</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1.77 </td> <td nowrap="nowrap" align="left" valign="bottom"> % </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Includes $17.14 billion and $10.43 billion as of June 2011 and December 2010, respectively, guaranteed by the Federal Deposit Insurance Corporation (FDIC) under the Temporary Liquidity Guarantee Program (TLGP). </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> The weighted average interest rates for these borrowings include the effect of hedging activities and exclude financial instruments accounted for at fair value under the fair value option. See Note 7 for further information about hedging activities. </td> </tr> </table> </div> </div>
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<gs:LongTermBorrowingsTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note16_table1 - gs:LongTermBorrowingsTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="81%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="1%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other secured financings <font style="white-space: nowrap">(long-term)</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,011</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 13,848 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured <font style="white-space: nowrap">long-term</font> borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>175,210</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 174,399 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>183,221</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>188,247</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="11" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> </div>
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<gs:UnsecuredLongTermBorrowingsTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note16_table2 - gs:UnsecuredLongTermBorrowingsTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="27%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="5%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="4%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="5%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="4%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="5%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="4%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="5%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="4%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="5%"> </td><!-- colindex=07 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=07 type=lead --> <td width="4%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="1%"> </td><!-- colindex=08 type=gutter --> <td width="1%"> </td><!-- colindex=08 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="10" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of June 2011</b> </td> <td>   </td> <td>   </td> <td colspan="13" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of December 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>U.S.<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Non-U.S.<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>U.S.<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Non-U.S.<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Dollar</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Dollar</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Dollar</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Dollar</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Fixed-rate obligations <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>77,837</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>40,387</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>118,224</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 82,814 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 35,885 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 118,699 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Floating-rate obligations <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>26,927</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>30,059</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>56,986</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 27,316 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 28,384 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 55,700 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> <b><sup style="font-size: 85%; vertical-align: top">3</sup></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>104,764</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>70,446</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>175,210</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>110,130</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>64,269</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>174,399</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="27" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Interest rates on <font style="white-space: nowrap">U.S. dollar-denominated</font> debt ranged from 0.10% to 10.04% (with a weighted average rate of 5.61%) and 0.20% to 10.04% (with a weighted average rate of 5.52%) as of June 2011 and December 2010, respectively. Interest rates on <font style="white-space: nowrap">non-U.S. dollar-denominated</font> debt ranged from 0.85% to 14.85% (with a weighted average rate of 4.75%) and 0.85% to 14.85% (with a weighted average rate of 4.65%) as of June 2011 and December 2010, respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Floating interest rates generally are based on LIBOR or the federal funds target rate. <font style="white-space: nowrap">Equity-linked</font> and indexed instruments are included in floating-rate obligations. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Includes $0 and $8.58 billion as of June 2011 and December 2010, respectively, guaranteed by the FDIC under the TLGP. </td> </tr> </table> </div> </div>
</gs:UnsecuredLongTermBorrowingsTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note16_table2 --> <!-- Begin Block Tagged Note Table: gs-20110630_note16_table3 -->
<gs:UnsecuredLongTermBorrowingsByMaturityDateTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note16_table3 - gs:UnsecuredLongTermBorrowingsByMaturityDateTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="79%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="1%"> </td><!-- colindex=03 type=gutter --> <td width="2%"> </td><!-- colindex=03 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="7" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>As of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June 2011</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="7" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2012 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,460</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2013 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>23,195</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2014 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>20,474</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2015 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>17,685</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2016 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>27,514</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2017 − thereafter </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>74,882</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="7" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="7" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> <b><sup style="font-size: 85%; vertical-align: top">1</sup></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>175,210</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="7" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.  </td> <td align="left" style="text-align:justify"> Amount includes an increase of $6.23 billion to the carrying amount of certain unsecured <font style="white-space: nowrap">long-term</font> borrowings related to hedge accounting. The amounts related to the carrying value of unsecured <font style="white-space: nowrap">long-term</font> borrowings associated with the effect of hedge accounting by year of maturity are as follows: $206 million in 2012, $563 million in 2013, $696 million in 2014, $374 million in 2015, $698 million in 2016 and $3.69 billion in 2017 and thereafter. </td> </tr> </table> </div> </div>
</gs:UnsecuredLongTermBorrowingsByMaturityDateTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note16_table3 --> <!-- Begin Block Tagged Note Table: gs-20110630_note16_table4 -->
<gs:UnsecuredLongtermBorrowingsAfterHedgingTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note16_table4 - gs:UnsecuredLongtermBorrowingsAfterHedgingTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="62%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="11%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Fixed-rate obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> At fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>516</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 22 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> At amortized cost <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>12,685</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,877 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Floating-rate obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> At fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>19,615</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 18,148 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> At amortized cost <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>142,394</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 150,352 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>175,210</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>174,399</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="11" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.  </td> <td align="left" style="text-align:justify"> The weighted average interest rates on the aggregate amounts were 2.31% (6.25% related to fixed-rate obligations and 1.99% related to floating-rate obligations) and 1.90% (5.69% related to fixed-rate obligations and 1.74% related to floating-rate obligations) as of June 2011 and December 2010, respectively. These rates exclude financial instruments accounted for at fair value under the fair value option. </td> </tr> </table> </div> </div>
</gs:UnsecuredLongtermBorrowingsAfterHedgingTextBlock>
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<gs:SubordinatedLongTermBorrowingsTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note16_table5 - gs:SubordinatedLongTermBorrowingsTextBlock--> <div align="left" style="font-size: 10pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="46%"> </td><!-- colindex=01 type=maindata --> <td width="2%"> </td><!-- colindex=02 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=02 type=lead --> <td width="5%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="10%"> </td><!-- colindex=05 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=05 type=lead --> <td width="5%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="1%"> </td><!-- colindex=08 type=gutter --> <td width="1%"> </td><!-- colindex=08 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="10" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of June 2011</b> </td> <td>   </td> <td>   </td> <td colspan="13" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of December 2010 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Par<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Carrying<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Par<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Carrying<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Amount</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Amount</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Rate <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Amount</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Amount</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Rate <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Subordinated debt </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$14,490</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>16,874</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4.08</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>%</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> $14,345 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 16,977 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1.19 </td> <td nowrap="nowrap" align="left" valign="bottom"> % </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Junior subordinated debt </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,085</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,613</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2.44</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>%</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,082 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,716 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2.50 </td> <td nowrap="nowrap" align="left" valign="bottom"> % </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total subordinated borrowings</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$19,575</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>22,487</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3.65</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>%</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$19,427</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>22,693</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1.54</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>%</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="27" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.  </td> <td align="left" style="text-align:justify"> Weighted average interest rate after giving effect to fair value hedges used to convert these fixed-rate obligations into floating-rate obligations. See Note 7 for further information about hedging activities. See below for information about interest rates on junior subordinated debt. </td> </tr> </table> </div> </div>
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<us-gaap:OtherLiabilitiesDisclosureTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note17_table1 - us-gaap:OtherLiabilitiesDisclosureTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="64%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="9%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Compensation and benefits </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,354</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 9,089 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Insurance-related liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>15,754</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 11,381 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Noncontrolling interests <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,192</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 872 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Income tax-related liabilities <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>478</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,042 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Employee interests in consolidated funds </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>297</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 451 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Subordinated liabilities issued by consolidated VIEs </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,376</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,526 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Accrued expenses and other </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,458</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,650 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>29,909</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>30,011</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="11" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Includes $556 million and $593 million related to consolidated investment funds as of June 2011 and December 2010, respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> See Note 24 for further information about income taxes. </td> </tr> </table> </div> </div>
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<gs:InsuranceRelatedLiabilitiesTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note17_table2 - gs:InsuranceRelatedLiabilitiesTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="64%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="9%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Separate account liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,867</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,024 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Liabilities for future benefits and unpaid claims </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,863</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,308 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Contract holder account balances </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>799</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 801 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Reserves for guaranteed minimum death and income benefits </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>225</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 248 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>15,754</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,381</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="11" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.  </td> <td align="left" style="text-align:justify"> Includes increased liabilities related to the acquisition of Paternoster U.K. Limited, a U.K. life insurance company, in the first quarter of 2011. In connection with this acquisition, the firm acquired $4.75 billion of assets (primarily financial instruments owned, at fair value, principally consisting of corporate debt securities) and assumed $4.35 billion of liabilities. </td> </tr> </table> </div> </div>
</gs:InsuranceRelatedLiabilitiesTextBlock>
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<gs:CommitmentsTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note18_table1 - gs:CommitmentsTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="29%"> </td><!-- colindex=01 type=maindata --> <td width="4%"> </td><!-- colindex=02 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=02 type=lead --> <td width="4%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="4%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="4%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="4%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="5%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="4%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="2%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="4%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="2%"> </td><!-- colindex=07 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=07 type=lead --> <td width="4%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="1%"> </td><!-- colindex=08 type=gutter --> <td width="1%"> </td><!-- colindex=08 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="14" nowrap="nowrap" align="center" valign="bottom"> <b>Commitment Amount by Period<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="14" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>of Expiration as of June 2011</b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Total Commitments as of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Remainder<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2012-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2014-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2016-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of 2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2013</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2015</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Thereafter</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commitments to extend credit <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Commercial lending: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> <font style="white-space: nowrap">Investment-grade</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$ 1,652</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,026</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,788</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,563</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$ 17,029</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ 12,330 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> <font style="white-space: nowrap">Non-investment-grade</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,711</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,369</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,972</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,943</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>15,995</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 11,919 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> William Street credit extension program </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,293</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>13,907</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,026</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,704</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>30,930</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 27,383 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Warehouse financing </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>63</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>269</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>332</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 265 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total commitments to extend credit </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,719</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>26,571</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>16,786</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>15,210</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>64,286</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 51,897 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Contingent and forward starting resale and securities borrowing agreements <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>71,177</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>71,177</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 46,886 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Forward starting repurchase and securities lending agreements <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>19,180</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>19,180</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 12,509 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Underwriting commitments </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>188</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>188</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 835 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Letters of credit <sup style="font-size: 85%; vertical-align: top">3</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,010</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>515</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>142</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,668</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,210 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Investment commitments </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,339</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,698</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>326</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>923</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,286</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 11,093 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>375</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>124</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>60</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>25</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>584</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 389 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total commitments</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$99,988</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>33,908</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>17,314</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>16,159</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$167,369</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$125,819</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="27" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Commitments to extend credit are presented net of amounts syndicated to third parties. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> These agreements generally settle within three business days. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Consists of commitments under letters of credit issued by various banks which the firm provides to counterparties in lieu of securities or cash to satisfy various collateral and margin deposit requirements. </td> </tr> </table> </div> </div>
</gs:CommitmentsTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note18_table1 --> <!-- Begin Block Tagged Note Table: gs-20110630_note18_table2 -->
<gs:OperatingLeasesFutureMinimumPaymentsDueTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note18_table2 - gs:OperatingLeasesFutureMinimumPaymentsDueTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="79%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="1%"> </td><!-- colindex=03 type=gutter --> <td width="2%"> </td><!-- colindex=03 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="7" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>As of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June 2011</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="7" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Remainder of 2011 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>251</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2012 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>493</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2013 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>428</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2014 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>399</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2015 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>366</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2016 </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>333</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> 2017-thereafter </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,437</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="7" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="7" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,707</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="7" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> </div>
</gs:OperatingLeasesFutureMinimumPaymentsDueTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note18_table2 --> <!-- Begin Block Tagged Note Table: gs-20110630_note18_table3 -->
<gs:GuaranteeMaximumPayoutAndCarryingValueTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note18_table3 - gs:GuaranteeMaximumPayoutAndCarryingValueTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="39%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="6%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="5%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="4%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="4%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="4%"> </td><!-- colindex=06 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=06 type=lead --> <td width="5%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="4%"> </td><!-- colindex=07 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="1%"> </td><!-- colindex=08 type=gutter --> <td width="1%"> </td><!-- colindex=08 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="25" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of June 2011 </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Carrying <br /> </b> </td> <td>   </td> <td>   </td> <td colspan="21" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Maximum Payout/Notional Amount by Period of Expiration</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Value of<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Remainder<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2012-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2014-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2016-<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net Liability</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>of 2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2013</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2015</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Thereafter</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Derivatives <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,941</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$282,572</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>397,688</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>72,796</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$75,698</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>828,754</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities lending indemnifications <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>32,604</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>32,604</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other financial guarantees<sup style="font-size: 85%; vertical-align: top"> 3</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>30</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>249</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,251</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>490</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,188</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,178</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> These derivatives are risk managed together with derivatives that do not meet the definition of a guarantee, and therefore these amounts do not reflect the firm’s overall risk related to its derivative activities. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Collateral held by the lenders in connection with securities lending indemnifications was $33.58 billion as of June 2011. Because the contractual nature of these arrangements requires the firm to obtain collateral with a market value that exceeds the value of the securities lent to the borrower, there is minimal performance risk associated with these guarantees. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Other financial guarantees excludes certain commitments to issue standby letters of credit that are included in “Commitments to extend credit.” See table in “Commitments” above for a summary of the firm’s commitments. </td> </tr> </table> </div> </div>
</gs:GuaranteeMaximumPayoutAndCarryingValueTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note18_table3 --> <!-- Begin Block Tagged Note Table: gs-20110630_note19_table1 -->
<gs:SummaryOfPerpetualPreferredStockIssuedAndOutstandingTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note19_table1 - gs:SummaryOfPerpetualPreferredStockIssuedAndOutstandingTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="1%"> </td><!-- colindex=01 type=maindata --> <td width="4%"> </td><!-- colindex=02 type=gutter --> <td width="3%"> </td><!-- colindex=02 type=maindata --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=03 type=lead --> <td width="4%" align="right"> </td><!-- colindex=03 type=body --> <td width="4%"> </td><!-- colindex=04 type=gutter --> <td width="4%" align="right"> </td><!-- colindex=04 type=lead --> <td width="5%" align="right"> </td><!-- colindex=04 type=body --> <td width="4%"> </td><!-- colindex=05 type=gutter --> <td width="21%"> </td><!-- colindex=05 type=maindata --> <td width="4%"> </td><!-- colindex=06 type=gutter --> <td width="12%"> </td><!-- colindex=06 type=maindata --> <td width="4%"> </td><!-- colindex=07 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="1%"> </td><!-- colindex=08 type=gutter --> <td width="1%"> </td><!-- colindex=08 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Redemption <br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>Shares<br /> </b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Shares<br /> </b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Shares<br /> </b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>Earliest<br /> </b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Value<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <b>Series</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>Authorized</b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Issued</b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Outstanding</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>Dividend Rate</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>Redemption Date</b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <i>(in millions)</i> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="center" valign="top"> <div style="text-indent: -8pt; margin-left: 8pt"> A </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top"> 50,000 </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top">   </td> <td nowrap="nowrap" align="right" valign="top"> 30,000 </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top">   </td> <td nowrap="nowrap" align="right" valign="top"> 29,999 </td> <td>   </td> <td align="right" valign="top"> 3 month LIBOR + 0.75%,<br /> with floor of 3.75% per annum </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top"> April 25, 2010 </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top"> $ </td> <td nowrap="nowrap" align="right" valign="top"> 750 </td> <td nowrap="nowrap" align="left" valign="top">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="line-height: 5pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="center" valign="top"> <div style="text-indent: -8pt; margin-left: 8pt"> B </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top"> 50,000 </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top">   </td> <td nowrap="nowrap" align="right" valign="top"> 32,000 </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top">   </td> <td nowrap="nowrap" align="right" valign="top"> 32,000 </td> <td>   </td> <td align="right" valign="top"> 6.20% per annum </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top"> October 31, 2010 </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top">   </td> <td nowrap="nowrap" align="right" valign="top"> 800 </td> <td nowrap="nowrap" align="left" valign="top">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="line-height: 5pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="center" valign="top"> <div style="text-indent: -8pt; margin-left: 8pt"> C </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top"> 25,000 </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top">   </td> <td nowrap="nowrap" align="right" valign="top"> 8,000 </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top">   </td> <td nowrap="nowrap" align="right" valign="top"> 8,000 </td> <td>   </td> <td align="right" valign="top"> 3 month LIBOR + 0.75%,<br /> with floor of 4.00% per annum </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top"> October 31, 2010 </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top">   </td> <td nowrap="nowrap" align="right" valign="top"> 200 </td> <td nowrap="nowrap" align="left" valign="top">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="line-height: 5pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="center" valign="top"> <div style="text-indent: -8pt; margin-left: 8pt"> D </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top"> 60,000 </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top">   </td> <td nowrap="nowrap" align="right" valign="top"> 54,000 </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top">   </td> <td nowrap="nowrap" align="right" valign="top"> 53,999 </td> <td>   </td> <td align="right" valign="top"> 3 month LIBOR + 0.67%,<br /> with floor of 4.00% per annum </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top"> May 24, 2011 </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top">   </td> <td nowrap="nowrap" align="right" valign="top"> 1,350 </td> <td nowrap="nowrap" align="left" valign="top">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" align="center" valign="top">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="center" valign="top">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top"> <b>185,000</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top">   </td> <td nowrap="nowrap" align="right" valign="top"> <b>124,000</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top">   </td> <td nowrap="nowrap" align="right" valign="top"> <b>123,998</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="top"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="top"> <b>3,100</b> </td> <td nowrap="nowrap" align="left" valign="top">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" align="center" valign="top"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> </div>
</gs:SummaryOfPerpetualPreferredStockIssuedAndOutstandingTextBlock>
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<gs:SummaryOfPreferredDividendsDeclaredOnPreferredStockIssuedTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note19_table2 - gs:SummaryOfPreferredDividendsDeclaredOnPreferredStockIssuedTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="14%"> </td><!-- colindex=01 type=maindata --> <td width="4%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="3%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="6%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="6%"> </td><!-- colindex=05 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="6%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="6%"> </td><!-- colindex=07 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="6%"> </td><!-- colindex=08 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=08 type=lead --> <td width="1%" align="right"> </td><!-- colindex=08 type=body --> <td width="1%" align="left"> </td><!-- colindex=08 type=hang1 --> <td width="6%"> </td><!-- colindex=09 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=09 type=lead --> <td width="1%" align="right"> </td><!-- colindex=09 type=body --> <td width="1%" align="left"> </td><!-- colindex=09 type=hang1 --> <td width="1%"> </td><!-- colindex=10 type=gutter --> <td width="1%"> </td><!-- colindex=10 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="14" nowrap="nowrap" align="center" valign="bottom"> <b>Three Months <br /> </b> </td> <td>   </td> <td>   </td> <td colspan="17" nowrap="nowrap" align="center" valign="bottom"> <b>Six Months <br /> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="14" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June </b> </td> <td>   </td> <td>   </td> <td colspan="17" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>2010</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <i>per share</i> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <i>per share</i> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <i>per share</i> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <i>per share</i> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Series A </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>231.77</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 231.77 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 7 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>471.35</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>14</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 471.35 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 14 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Series B </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>387.50</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>13</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 387.50 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 13 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>775.00</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>25</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 775.00 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 25 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Series C </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>247.22</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 247.22 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>502.78</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 502.78 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Series D </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>247.22</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>13</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 247.22 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 13 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>502.78</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>27</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 502.78 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 27 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Series G </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,500.00 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 125 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,500.00</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>125</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,000.00 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 250 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>35</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>160</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>195</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>320</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="35" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.  </td> <td align="left" style="text-align:justify"> Excludes preferred dividends related to the redemption of the firm’s Series G Preferred Stock. </td> </tr> </table> </div> </div>
</gs:SummaryOfPreferredDividendsDeclaredOnPreferredStockIssuedTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note19_table2 --> <!-- Begin Block Tagged Note Table: gs-20110630_note19_table3 -->
<gs:AccumulatedOtherComprehensiveIncomeTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note19_table3 - gs:AccumulatedOtherComprehensiveIncomeTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="85%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="5%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="1%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Currency translation adjustment, net of tax </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(205</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (170 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Pension and postretirement liability adjustments, net of tax </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(226</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (229 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Net unrealized gains on <font style="white-space: nowrap">available-for-sale</font> securities, net of tax <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>84</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 113 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total accumulated other comprehensive loss, net of tax</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(347</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(286</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="11" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.  </td> <td align="left" style="text-align:justify"> Substantially all consists of net unrealized gains on <font style="white-space: nowrap">available-for-sale</font> securities held by the firm’s insurance subsidiaries as of both June 2011 and December 2010. </td> </tr> </table> </div> </div>
</gs:AccumulatedOtherComprehensiveIncomeTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note19_table3 --> <!-- Begin Block Tagged Note Table: gs-20110630_note20_table1 -->
<gs:CapitalRatiosTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note20_table1 - gs:CapitalRatiosTextBlock--> <div align="left" style="font-size: 10pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="62%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="11%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>$ in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Tier 1 capital </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>66,365</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 71,233 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Tier 2 capital </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>13,811</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 13,660 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total capital </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>80,176</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 84,893 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Risk-weighted assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>451,010</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 444,290 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Tier 1 capital ratio </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>14.7%</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 16.0% </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total capital ratio </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>17.8%</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 19.1% </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Tier 1 leverage ratio </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7.3%</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 8.0% </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> </div>
</gs:CapitalRatiosTextBlock>
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<gs:CapitalRatiosBankTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note20_table2 - gs:CapitalRatiosBankTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="66%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="7%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Tier 1 capital ratio </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>19.1%</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 18.8% </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total capital ratio </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>20.1%</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b> <sup style="font-size: 85%; vertical-align: top">1</sup></b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 23.9% </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Tier 1 leverage ratio </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>21.5%</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 19.5% </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.  </td> <td align="left" style="text-align:justify"> The decrease from December 2010 to June 2011 is primarily related to GS Bank USA’s repayment of $4.00 billion of subordinated debt to Group Inc. and $1.00 billion dividend to Group Inc. in the first quarter of 2011. </td> </tr> </table> </div> </div>
</gs:CapitalRatiosBankTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note20_table2 --> <!-- Begin Block Tagged Note Table: gs-20110630_note21_table1 -->
<gs:ScheduleOfEarningsPerShareBasicByCommonClassAndScheduleOfEarningsPerShareDilutedByCommonClassTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note21_table1 - gs:ScheduleOfEarningsPerShareBasicByCommonClassAndScheduleOfEarningsPerShareDilutedByCommonClassTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="79%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Three Months<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom"> <b>Six Months <br /> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions, except per share amounts</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Numerator for basic and diluted EPS — net earnings applicable to common shareholders</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,052</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>453</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,960</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,749</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Denominator for basic EPS — weighted average number of common shares </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>531.9</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 539.8 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>536.2</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 542.9 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Effect of dilutive securities: </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> RSUs </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>14.3</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 14.2 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>13.4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 13.2 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Stock options and warrants </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>23.3</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 26.4 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>26.8</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 29.1 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Dilutive potential common shares </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>37.6</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 40.6 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>40.2</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 42.3 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Denominator for diluted EPS — weighted average number of common shares and dilutive potential common shares</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>569.5</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>580.4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>576.4</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>585.2</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Basic EPS </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1.96</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 0.82 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3.62</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 6.87 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Diluted EPS </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1.85</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 0.78 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3.40</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6.41 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> </div>
</gs:ScheduleOfEarningsPerShareBasicByCommonClassAndScheduleOfEarningsPerShareDilutedByCommonClassTextBlock>
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<gs:AntidilutiveSecuritiesTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note21_table2 - gs:AntidilutiveSecuritiesTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="77%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="3%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="3%"> </td><!-- colindex=05 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Three Months<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom"> <b>Six Months <br /> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Number of antidilutive RSUs and common shares underlying antidilutive stock options and warrants </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6.5</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6.1 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6.3</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6.0 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> </div>
</gs:AntidilutiveSecuritiesTextBlock>
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<gs:FeesEarnedFromAffiliatedFundsTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note22_table1 - gs:FeesEarnedFromAffiliatedFundsTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="55%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="4%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="3%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="4%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="5%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="5%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="5%"> </td><!-- colindex=05 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=05 type=lead --> <td width="5%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="2%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Three Months<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom"> <b>Six Months<br /> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Fees earned from affiliated funds </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>664</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 597 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,516</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,150 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> </div>
</gs:FeesEarnedFromAffiliatedFundsTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note22_table1 --> <!-- Begin Block Tagged Note Table: gs-20110630_note22_table2 -->
<gs:FeesReceivableFromAffiliatedFundsAndAggregateCarryingValueOfFirmsInterestsInTheseFundsTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note22_table2 - gs:FeesReceivableFromAffiliatedFundsAndAggregateCarryingValueOfFirmsInterestsInTheseFundsTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="64%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="9%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Fees receivable from funds </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>698</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 886 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Aggregate carrying value of interests in funds </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>15,071</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 14,773 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> </div>
</gs:FeesReceivableFromAffiliatedFundsAndAggregateCarryingValueOfFirmsInterestsInTheseFundsTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note22_table2 --> <!-- Begin Block Tagged Note Table: gs-20110630_note23_table1 -->
<gs:InterestIncomeAndInterestExpenseTablesTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note23_table1 - gs:InterestIncomeAndInterestExpenseTablesTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="79%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="2%"> </td><!-- colindex=05 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Three Months<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom"> <b>Six Months<br /> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Interest income</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Deposits with banks </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>27</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 18 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>56</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 33 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Securities borrowed, securities purchased under agreements to resell and federal funds sold </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>233</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 136 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>402</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 215 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Financial instruments owned, at fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,948</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,785 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,463</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,406 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Other interest <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>473</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 363 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>867</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 649 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> <b>Total interest income</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,681</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,302 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,788</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,303 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Interest expense</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Deposits </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>68</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 69 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>140</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 137 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Securities loaned and securities sold under agreements to repurchase </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>236</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 163 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>437</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 299 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Financial instruments sold, but not yet purchased, at fair value </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>763</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 481 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,259</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 976 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> <font style="white-space: nowrap">Short-term</font> borrowings <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>122</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 113 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>251</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 231 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> <font style="white-space: nowrap">Long-term</font> borrowings <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>856</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 738 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,642</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,484 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Other interest <sup style="font-size: 85%; vertical-align: top">3</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>223</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 119 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>288</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 139 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> <b>Total interest expense</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,268</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,683 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,017</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,266 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Net interest income</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,413</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,619</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,771</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,037</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Primarily includes interest income on customer debit balances and other interest-earning assets. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Includes interest on unsecured borrowings and other secured financings. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Primarily includes interest expense on customer credit balances and other interest-bearing liabilities. </td> </tr> </table> </div> </div>
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<us-gaap:SummaryOfIncomeTaxExaminationsTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note24_table1 - us-gaap:SummaryOfIncomeTaxExaminationsTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="79%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="1%"> </td><!-- colindex=03 type=gutter --> <td width="2%"> </td><!-- colindex=03 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="7" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>As of<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <b>Jurisdiction</b> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June 2011</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="7" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> U.S. Federal <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2005 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> New York State and City <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2004 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> United Kingdom </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2007 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Japan <sup style="font-size: 85%; vertical-align: top">3</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2005 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Hong Kong </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2005 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Korea </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2008 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="7" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="7" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> IRS examination of fiscal 2008 through calendar 2010 will begin during 2011. IRS examination of fiscal 2005, 2006 and 2007 began during 2008. IRS examination of fiscal 2003 and 2004 has been completed but the liabilities for those years are not yet final. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> New York State and City examination of fiscal 2004, 2005 and 2006 began in 2008. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Japan National Tax Agency examination of fiscal 2005 through 2009 began during the first quarter of 2010. </td> </tr> </table> </div> </div>
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<us-gaap:ScheduleOfSegmentReportingInformationBySegmentTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note25_table1 - us-gaap:ScheduleOfSegmentReportingInformationBySegmentTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="39%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="26%"> </td><!-- colindex=02 type=maindata --> <td width="2%"> </td><!-- colindex=03 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="4%"> </td><!-- colindex=04 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="4%"> </td><!-- colindex=05 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="4%"> </td><!-- colindex=06 type=gutter --> <td width="3%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="1%"> </td><!-- colindex=07 type=gutter --> <td width="1%"> </td><!-- colindex=07 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="21" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>For the Three<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom"> <b>For the Six<br /> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Months Ended<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom"> <b>Months Ended<br /> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>or as of June</b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>or as of June</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="21" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Investment Banking</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> Net revenues </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,448</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 941 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,717</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,144 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> Operating expenses </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>981</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 713 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,904</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,593 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="21" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="21" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>Pre-tax earnings</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>467</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>228</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>813</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>551</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="21" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>Segment assets</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,670</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,345</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,670</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,345</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="21" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="line-height: 12pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Institutional Client Services</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> Net revenues <sup style="font-size: 85%; vertical-align: top">1</sup> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,515</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,981 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,162</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 13,488 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> Operating expenses </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,040</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,173 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,624</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 9,004 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="21" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="21" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>Pre-tax earnings</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>475</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>808</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,538</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,484</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="21" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>Segment assets</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>844,569</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>787,148</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>844,569</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>787,148</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="21" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="line-height: 12pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Investing & Lending</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> Net revenues </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,044</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,786 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,749</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,756 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> Operating expenses </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>547</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 934 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,778</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,842 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="21" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="21" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>Pre-tax earnings</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>497</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>852</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,971</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,914</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="21" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>Segment assets</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>79,058</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>83,727</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>79,058</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>83,727</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="21" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="line-height: 12pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Investment Management</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> Net revenues </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,274</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,133 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,547</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,228 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> Operating expenses </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,056</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 954 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,123</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,903 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="21" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="21" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>Pre-tax earnings</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>218</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>179</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>424</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>325</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="21" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>Segment assets</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,613</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,968</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,613</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,968</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="21" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="line-height: 12pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>Net revenues</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,281</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,841</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>19,175</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>21,616</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>Operating expenses</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,669</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,393</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>13,523</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>15,009</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="21" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="21" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>Pre-tax earnings</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,612</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,448</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,652</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,607</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="21" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>Total assets</b> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>936,910</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>883,188</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>936,910</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>883,188</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="21" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.  </td> <td align="left" style="text-align:justify"> Includes $21 million and $37 million for the three months ended June 2011 and June 2010, respectively, and $50 million and $63 million for the six months ended June 2011 and June 2010, respectively, of realized gains on securities held in the firm’s insurance subsidiaries which are accounted for as <font style="white-space: nowrap">available-for-sale.</font> </td> </tr> </table> </div> </div>
</us-gaap:ScheduleOfSegmentReportingInformationBySegmentTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note25_table1 --> <!-- Begin Block Tagged Note Table: gs-20110630_note25_table2 -->
<gs:NetInterestIncomeTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note25_table2 - gs:NetInterestIncomeTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="46%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="7%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="4%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="7%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="4%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="7%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="4%"> </td><!-- colindex=05 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=05 type=lead --> <td width="7%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="2%"> </td><!-- colindex=06 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Three Months<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom"> <b>Six Months<br /> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Investment Banking </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>—</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Institutional Client Services </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>918</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,190 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,132</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,468 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Investing & Lending </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>442</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 379 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>535</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 468 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Investment Management </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>53</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 50 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>104</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 101 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total net interest</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,413</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,619</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,771</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,037</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> </div> </div>
</gs:NetInterestIncomeTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note25_table2 --> <!-- Begin Block Tagged Note Table: gs-20110630_note25_table3 -->
<gs:DepreciationAndAmortizationTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note25_table3 - gs:DepreciationAndAmortizationTextBlock--> <div align="left" style="font-size: 0pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Three Months<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom"> <b>Six Months<br /> </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> <td>   </td> <td>   </td> <td colspan="9" nowrap="nowrap" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Ended June</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="19" nowrap="nowrap" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Investment Banking </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$  38</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> $  40 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$  89</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> $  84 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Institutional Client Services </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>192</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 225 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>523</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 448 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Investing & Lending </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>94</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 130 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>262</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 191 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Investment Management </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>48</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 45 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>92</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 92 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="19" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total depreciation and amortization</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$372</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$440</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b> $966</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$815</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="19" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div> </div>
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<gs:NetRevenuesAndPreTaxEarningsForEachGeographicRegionTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note25_table4 - gs:NetRevenuesAndPreTaxEarningsForEachGeographicRegionTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="32%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="2%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="5%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="5%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="2%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="5%"> </td><!-- colindex=05 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="5%"> </td><!-- colindex=06 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=06 type=lead --> <td width="3%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="5%"> </td><!-- colindex=07 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="5%"> </td><!-- colindex=08 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=08 type=lead --> <td width="3%" align="right"> </td><!-- colindex=08 type=body --> <td width="1%" align="left"> </td><!-- colindex=08 type=hang1 --> <td width="5%"> </td><!-- colindex=09 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=09 type=lead --> <td width="1%" align="right"> </td><!-- colindex=09 type=body --> <td width="1%" align="left"> </td><!-- colindex=09 type=hang1 --> <td width="1%"> </td><!-- colindex=10 type=gutter --> <td width="1%"> </td><!-- colindex=10 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="14" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Three Months Ended June</b> </td> <td>   </td> <td>   </td> <td colspan="17" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>Six Months Ended June</b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>$ in millions</i> </td> <td>   </td> <td colspan="6" align="center" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="6" align="center" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="6" align="center" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="6" align="center" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Net revenues </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Americas <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,825</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>66</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>%</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,575 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 52 </td> <td nowrap="nowrap" align="left" valign="bottom"> % </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,664</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>61</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>%</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 11,706 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 54 </td> <td nowrap="nowrap" align="left" valign="bottom"> % </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> EMEA <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,751</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>24</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,146 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 24 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,625</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>24</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,051 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 28 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Asia </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>705</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,120 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 24 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,886</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>15</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,859 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 18 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total net revenues</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,281</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>100</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>%</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,841</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>100</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>%</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>19,175</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>100</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>%</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>21,616</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>100</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>%</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="35" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="line-height: 12pt"> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> <td>   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <font style="white-space: nowrap">Pre-tax</font> earnings </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Americas <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,202</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>73</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>%</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,202 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 58 </td> <td nowrap="nowrap" align="left" valign="bottom"> % </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,475</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>61</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>%</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,991 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 55 </td> <td nowrap="nowrap" align="left" valign="bottom"> % </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> EMEA <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>483</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>29</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 117 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,571</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>27</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,917 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 26 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Asia </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(28</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(2</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 748 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 36 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>700</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>12</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,366 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 19 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Subtotal </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,657</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>100</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>%</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,067 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 100 </td> <td nowrap="nowrap" align="left" valign="bottom"> % </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,746</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>100</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>%</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,274 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 100 </td> <td nowrap="nowrap" align="left" valign="bottom"> % </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Corporate <sup style="font-size: 85%; vertical-align: top">3</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(45</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (619 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(94</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (667 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" style="border-top: 1px solid #000000">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> <b>Total <font style="white-space: nowrap">pre-tax</font> earnings</b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,612</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,448</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,652</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,607</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 2pt"> <td colspan="35" valign="bottom"> <div style="font-size: 0pt; margin-left: 0%; width: 100%; border-bottom: 2pt solid #000000"> </div> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Substantially all relates to the U.S. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> EMEA (Europe, Middle East and Africa). </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3.   </td> <td align="left" style="text-align:justify"> Consists of net provisions for a number of litigation and regulatory proceedings of $45 million and $615 million for the three months ended June 2011 and June 2010, respectively, and $69 million and $636 million for the six months ended June 2011 and June 2010, respectively; charitable contributions of $25 million for both the six months ended June 2011 and June 2010; and real estate-related exit costs of $4 million and $6 million for the three and six months ended June 2010, respectively. </td> </tr> </table> </div> </div>
</gs:NetRevenuesAndPreTaxEarningsForEachGeographicRegionTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note25_table4 --> <!-- Begin Block Tagged Note Table: gs-20110630_note26_table1 -->
<gs:CreditConcentrationGovernmentAndFederalAgencyObligationsTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note26_table1 - gs:CreditConcentrationGovernmentAndFederalAgencyObligationsTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="66%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="9%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>$ in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> U.S. government and federal agency obligations <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>94,283</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 96,350 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> % of total assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10.1%</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 10.6% </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other sovereign obligations <sup style="font-size: 85%; vertical-align: top">1,</sup> <sup style="font-size: 85%; vertical-align: top">2</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>54,740</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 40,379 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> % of total assets </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5.8%</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4.4% </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.   </td> <td align="left" style="text-align:justify"> Included in “Financial instruments owned, at fair value” and “Cash and securities segregated for regulatory and other purposes.” </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2.   </td> <td align="left" style="text-align:justify"> Principally consisting of securities issued by the governments of the United Kingdom, Japan and Germany as of June 2011, and the United Kingdom, Japan and France as of December 2010. </td> </tr> </table> </div> </div>
</gs:CreditConcentrationGovernmentAndFederalAgencyObligationsTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note26_table1 --> <!-- Begin Block Tagged Note Table: gs-20110630_note26_table2 -->
<gs:CreditConcentrationResaleAgreementsAndSecuritiesBorrowedTextBlock contextRef="SixMonthsEnded_30Jun2011">
<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note Table: gs-20110630_note26_table2 - gs:CreditConcentrationResaleAgreementsAndSecuritiesBorrowedTextBlock--> <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <div style="margin-left: 0%"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="66%"> </td><!-- colindex=01 type=maindata --> <td width="3%"> </td><!-- colindex=02 type=gutter --> <td width="2%" align="right"> </td><!-- colindex=02 type=lead --> <td width="1%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="9%"> </td><!-- colindex=03 type=gutter --> <td width="13%" align="right"> </td><!-- colindex=03 type=lead --> <td width="1%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="2%"> </td><!-- colindex=04 type=maindata --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> <b>As of </b> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>June<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December<br /> </b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <i>in millions</i> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2011</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> U.S. government and federal agency obligations </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>106,982</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 121,366 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other sovereign obligations <sup style="font-size: 85%; vertical-align: top">1</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>97,628</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 73,357 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom">   </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt">  </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1.  </td> <td align="left" style="text-align:justify"> Principally consisting of securities issued by the governments of France and Germany. </td> </tr> </table> </div> </div>
</gs:CreditConcentrationResaleAgreementsAndSecuritiesBorrowedTextBlock>
<!-- End Block Tagged Note Table: gs-20110630_note26_table2 --> <!-- Element Section -->
<dei:AmendmentFlag contextRef="SixMonthsEnded_30Jun2011"> false </dei:AmendmentFlag>
<dei:CurrentFiscalYearEndDate contextRef="SixMonthsEnded_30Jun2011"> --12-31 </dei:CurrentFiscalYearEndDate>
<dei:DocumentFiscalPeriodFocus contextRef="SixMonthsEnded_30Jun2011"> Q2 </dei:DocumentFiscalPeriodFocus>
<dei:DocumentFiscalYearFocus contextRef="SixMonthsEnded_30Jun2011"> 2011 </dei:DocumentFiscalYearFocus>
<dei:DocumentPeriodEndDate contextRef="SixMonthsEnded_30Jun2011"> 2011-06-30 </dei:DocumentPeriodEndDate>
<dei:DocumentType contextRef="SixMonthsEnded_30Jun2011"> 10-Q </dei:DocumentType>
<dei:EntityCentralIndexKey contextRef="SixMonthsEnded_30Jun2011"> 0000886982 </dei:EntityCentralIndexKey>
<dei:EntityCommonStockSharesOutstanding contextRef="BalanceAsOf_29Jul2011" unitRef="Shares" decimals="INF"> 505793947 </dei:EntityCommonStockSharesOutstanding>
<dei:EntityCurrentReportingStatus contextRef="SixMonthsEnded_30Jun2011"> Yes </dei:EntityCurrentReportingStatus>
<dei:EntityFilerCategory contextRef="SixMonthsEnded_30Jun2011"> Large Accelerated Filer </dei:EntityFilerCategory>
<dei:EntityPublicFloat contextRef="BalanceAsOf_30Jun2010" unitRef="USD" decimals="-8"> 66700000000 </dei:EntityPublicFloat>
<dei:EntityRegistrantName contextRef="SixMonthsEnded_30Jun2011"> GOLDMAN SACHS GROUP INC </dei:EntityRegistrantName>
<dei:EntityVoluntaryFilers contextRef="SixMonthsEnded_30Jun2011"> No </dei:EntityVoluntaryFilers>
<dei:EntityWellKnownSeasonedIssuer contextRef="SixMonthsEnded_30Jun2011"> Yes </dei:EntityWellKnownSeasonedIssuer>
<gs:AccelerationOfPreferredStockDividends contextRef="OneMonthEnded_18Apr2011_Series_G_Preferred_Stock_Member" unitRef="USD" decimals="-6"> 24000000 </gs:AccelerationOfPreferredStockDividends>
<gs:AcquiredAssets contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-7"> 4750000000 </gs:AcquiredAssets>
<gs:AcquiredLiabilities contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-7"> 4350000000 </gs:AcquiredLiabilities>
<gs:AggregateCarryingValueOfFirmsInterestsInNonConsolidatedInvestmentFunds contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 14773000000 </gs:AggregateCarryingValueOfFirmsInterestsInNonConsolidatedInvestmentFunds>
<gs:AggregateCarryingValueOfFirmsInterestsInNonConsolidatedInvestmentFunds contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 15071000000 </gs:AggregateCarryingValueOfFirmsInterestsInNonConsolidatedInvestmentFunds>
<gs:AggregateCumulativeLossesExperiencedByPlaintiffsRelatedToMortgageMatters contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 485000000 </gs:AggregateCumulativeLossesExperiencedByPlaintiffsRelatedToMortgageMatters>
<gs:AllegedPaymentsMadeToCertainBrokerageFirms contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-5"> 62900000 </gs:AllegedPaymentsMadeToCertainBrokerageFirms>
<gs:AmountDepositedByFirmsDepositoryInstitutionSubsidiariesHeldAtFederalReserveBank contextRef="BalanceAsOf_31Dec2010_Subsidiary_Three_Member" unitRef="USD" decimals="-7"> 28120000000 </gs:AmountDepositedByFirmsDepositoryInstitutionSubsidiariesHeldAtFederalReserveBank>
<gs:AmountDepositedByFirmsDepositoryInstitutionSubsidiariesHeldAtFederalReserveBank contextRef="BalanceAsOf_30Jun2011_Subsidiary_Three_Member" unitRef="USD" decimals="-7"> 31770000000 </gs:AmountDepositedByFirmsDepositoryInstitutionSubsidiariesHeldAtFederalReserveBank>
<gs:AmountOfBrokerDealerNetCapitalRequiredToBeHeld contextRef="BalanceAsOf_30Jun2011_Subsidiary_Two_Member" unitRef="USD" decimals="-6"> 500000000 </gs:AmountOfBrokerDealerNetCapitalRequiredToBeHeld>
<gs:AmountOfBrokerDealerTentativeNetCapitalRequiredToBeHeld contextRef="BalanceAsOf_30Jun2011_Subsidiary_Two_Member" unitRef="USD" decimals="-9"> 1000000000 </gs:AmountOfBrokerDealerTentativeNetCapitalRequiredToBeHeld>
<gs:AmountOfCompensatoryDamages contextRef="BalanceAsOf_30Jun2011"> at least $30 million </gs:AmountOfCompensatoryDamages>
<gs:AmountOfContributionRelatedToSettlement4 contextRef="BalanceAsOf_30Jun2011"> up to €48 million </gs:AmountOfContributionRelatedToSettlement4>
<gs:AmountOfFineRelatedToSettlement1 contextRef="BalanceAsOf_30Jun2011" unitRef="GBP" decimals="-5"> 17500000 </gs:AmountOfFineRelatedToSettlement1>
<gs:AmountOfFineRelatedToSettlement2 contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="INF"> 650000 </gs:AmountOfFineRelatedToSettlement2>
<gs:AmountOfFineRelatedToSettlement3 contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-5"> 22500000 </gs:AmountOfFineRelatedToSettlement3>
<gs:AmountOfInitialPublicOffering contextRef="BalanceAsOf_30Jun2011" unitRef="EUR" decimals="-8"> 2900000000 </gs:AmountOfInitialPublicOffering>
<gs:AmountOfLoansSoldToGovernmentSponseredEnterprises contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-9"> 10000000000 </gs:AmountOfLoansSoldToGovernmentSponseredEnterprises>
<gs:AmountOfLoansSoldToOtherThirdParties contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-9"> 11000000000 </gs:AmountOfLoansSoldToOtherThirdParties>
<gs:AmountOfLossIncurredOnRepurchaseOfMortgageLoans contextRef="SixMonthsEnded_30Jun2011"> Less than $10 million </gs:AmountOfLossIncurredOnRepurchaseOfMortgageLoans>
<gs:AmountOfLossIncurredOnRepurchaseOfMortgageLoans contextRef="ThreeMonthsEnded_30Jun2011"> Less than $10 million </gs:AmountOfLossIncurredOnRepurchaseOfMortgageLoans>
<gs:AmountOfPunitiveDamages contextRef="BalanceAsOf_30Jun2011"> at least $90 million </gs:AmountOfPunitiveDamages>
<gs:AmountOfRSUsCancelled contextRef="SixMonthsEnded_30Jun2011" unitRef="Shares" decimals="-5"> 11000000 </gs:AmountOfRSUsCancelled>
<gs:AmountOfSettlementRelatedToResearchMatters contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 10000000 </gs:AmountOfSettlementRelatedToResearchMatters>
<gs:AmountOfSharesRemitted contextRef="SixMonthsEnded_30Jun2011" unitRef="Shares" decimals="INF"> 75378 </gs:AmountOfSharesRemitted>
<gs:AmountOfSharesUnderwrittenInConnectionWithInitialPublicOffering1 contextRef="BalanceAsOf_30Jun2011" unitRef="Shares" decimals="INF"> 20268846 </gs:AmountOfSharesUnderwrittenInConnectionWithInitialPublicOffering1>
<gs:AmountOfSharesUnderwrittenInConnectionWithInitialPublicOffering2 contextRef="BalanceAsOf_30Jun2011" unitRef="Shares" decimals="INF"> 6756282 </gs:AmountOfSharesUnderwrittenInConnectionWithInitialPublicOffering2>
<gs:AmountOfUnsecuredLongTermBorrowingsGuaranteedByFDICUnderTemporaryLiquidityGuaranteeProgramTLGP contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-7"> 8580000000 </gs:AmountOfUnsecuredLongTermBorrowingsGuaranteedByFDICUnderTemporaryLiquidityGuaranteeProgramTLGP>
<gs:AmountOfUnsecuredLongTermBorrowingsGuaranteedByFDICUnderTemporaryLiquidityGuaranteeProgramTLGP contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-7"> 0 </gs:AmountOfUnsecuredLongTermBorrowingsGuaranteedByFDICUnderTemporaryLiquidityGuaranteeProgramTLGP>
<gs:ApproximateAmountOfLevel3LiabilityTransfersFromUnsecuredShortTermBorrowingsToUnsecuredLongTermBorrowings contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 230000000 </gs:ApproximateAmountOfLevel3LiabilityTransfersFromUnsecuredShortTermBorrowingsToUnsecuredLongTermBorrowings>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 637514000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Interest_Rate_Contract_Member" unitRef="USD" decimals="-6"> 486541000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 566535000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Equity_Contract_Member" unitRef="USD" decimals="-6"> 65815000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Netting_And_Collateral_Member" unitRef="USD" decimals="-6"> -112085000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Derivative_Net_Of_Counterparty_Netting_Member" unitRef="USD" decimals="-6"> 183610000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Counterparty_Netting_Member" unitRef="USD" decimals="-6"> -620553000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 137687000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Credit_Risk_Contract_Member_2" unitRef="USD" decimals="-6"> 127153000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Commodity_Contract_Member_2" unitRef="USD" decimals="-6"> 36689000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Cross_Level_Netting_Member" unitRef="USD" decimals="-6"> -1768000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Cash_Collateral_Netting_Member" unitRef="USD" decimals="-6"> -110317000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Gross_Fair_Value_Of_Derivative_Member" unitRef="USD" decimals="-6"> 804163000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 45377000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Foreign_Exchange_Contract_Member" unitRef="USD" decimals="-6"> 87965000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Other_Debt_Securities_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Fair_Value_Inputs_Level1_Member_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 117800000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Credit_Risk_Contract_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 11634000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Commercial_Paper_Certificates_Of_Deposit_Time_Deposits_And_Other_Money_Market_Instruments_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 0 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Commodities_Investment_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 0 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_U_S_States_And_Political_Subdivisions_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Bank_Loans_And_Bridge_Loans_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_U_S_Treasury_And_Government_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 0 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Loans_And_Securities_Backed_By_Residential_Real_Estate_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Receivables_From_Customers_And_Counterparties_At_Fair_Value_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Fair_Value_Inputs_Level2_Member_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 133653000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Loan_Portfolios_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 1285000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Fair_Value_Inputs_Level3_Member_Securities_Segregated_For_Regulatory_And_Other_Purposes_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 0 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Commercial_Paper_Certificates_Of_Deposit_Time_Deposits_And_Other_Money_Market_Instruments_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 6918000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Commodity_Contract_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 2178000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Fair_Value_Inputs_Level2_Member_Cdos_And_Collateralized_Loan_Obligations_Clos_Backed_By_Real_Estate_Member" unitRef="USD" decimals="-6"> 212000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Equities_And_Convertible_Debentures_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 11060000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Foreign_Government_Debt_Securities_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 35504000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Foreign_Exchange_Contract_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Loan_Portfolios_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Equity_Contract_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 64267000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Fair_Value_Inputs_Level3_Member_C_D_Os_And_C_L_Os_Backed_By_Corporate_And_Other_Debt_Obligations_Assets_Member" unitRef="USD" decimals="-7"> 1070000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Fair_Value_Inputs_Level3_Member_Convertible_Debt_Securities_Member" unitRef="USD" decimals="-6"> 156000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Counterparty_Netting_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Commodity_Contract_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Derivative_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 93000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Corporate_Debt_Securities_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 2737000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Fair_Value_Inputs_Level1_Member_Securities_Segregated_For_Regulatory_And_Other_Purposes_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 19794000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Other_Debt_Securities_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 1958000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_U_S_Treasury_And_Government_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 48744000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Counterparty_Netting_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> -4806000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Loans_And_Securities_Backed_By_Residential_Real_Estate_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 7031000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Equities_And_Convertible_Debentures_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 41660000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Corporate_Debt_Securities_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 21874000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Loans_And_Securities_Backed_By_Commercial_Real_Estate_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 3381000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Equities_And_Convertible_Debentures_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 15113000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Credit_Risk_Contract_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 115519000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Netting_And_Collateral_Member_Financial_Instruments_Owned_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -112085000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Fair_Value_Inputs_Level3_Member_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 32207000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Securities_Purchased_Under_Agreements_To_Resell_At_Fair_Value_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Fair_Value_Inputs_Level3_Member_Cdos_And_Collateralized_Loan_Obligations_Clos_Backed_By_Real_Estate_Member" unitRef="USD" decimals="-6"> 565000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Interest_Rate_Contract_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 455000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Fair_Value_Inputs_Level2_Member_Financial_Instruments_Owned_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 306166000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Receivables_From_Customers_And_Counterparties_At_Fair_Value_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 6904000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Bank_Loans_And_Bridge_Loans_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 9905000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Corporate_Debt_Securities_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 108000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Gross_Fair_Value_Of_Derivative_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 786492000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_U_S_States_And_Political_Subdivisions_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 2038000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Securities_Purchased_Under_Agreements_To_Resell_At_Fair_Value_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 100000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Credit_Risk_Contract_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Counterparty_Netting_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> -613979000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Gross_Fair_Value_Of_Derivative_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 93000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Interest_Rate_Contract_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 49000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Fair_Value_Inputs_Level1_Member_Financial_Instruments_Owned_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 117893000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Fair_Value_Inputs_Level2_Member_Securities_Segregated_For_Regulatory_And_Other_Purposes_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 16388000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Derivative_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 12772000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Equity_Contract_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 1504000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Loans_And_Securities_Backed_By_Commercial_Real_Estate_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 2819000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Securities_Borrowed_At_Fair_Value_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 0 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Foreign_Exchange_Contract_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 1807000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Derivative_Member_Netting_And_Collateral_Member" unitRef="USD" decimals="-6"> -112085000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Bank_Loans_And_Bridge_Loans_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 8134000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Private_Equity_Investments_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-7"> 10030000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Receivables_From_Customers_And_Counterparties_At_Fair_Value_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 298000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Equity_Contract_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 44000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Foreign_Government_Debt_Securities_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 0 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Fair_Value_Inputs_Level3_Member_Real_Estate_Investments_Member" unitRef="USD" decimals="-6"> 874000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Interest_Rate_Contract_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 486037000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Derivative_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 172513000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Loans_And_Securities_Backed_By_Commercial_Real_Estate_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Commercial_Paper_Certificates_Of_Deposit_Time_Deposits_And_Other_Money_Market_Instruments_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 4344000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Other_Debt_Securities_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 1274000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Foreign_Government_Debt_Securities_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 5171000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Fair_Value_Inputs_Level3_Member_Financial_Instruments_Owned_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 44979000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Securities_Borrowed_At_Fair_Value_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 48822000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Commodities_Investment_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Securities_Borrowed_At_Fair_Value_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Loan_Portfolios_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 153000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Foreign_Exchange_Contract_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 86158000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Securities_Purchased_Under_Agreements_To_Resell_At_Fair_Value_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 188255000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Gross_Fair_Value_Of_Derivative_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 17578000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_U_S_Treasury_And_Government_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 36184000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Loans_And_Securities_Backed_By_Residential_Real_Estate_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 2373000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Commodities_Investment_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 13138000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_U_S_States_And_Political_Subdivisions_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 754000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Fair_Value_Inputs_Level2_Member_C_D_Os_And_C_L_Os_Backed_By_Corporate_And_Other_Debt_Obligations_Assets_Member" unitRef="USD" decimals="-6"> 368000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Commodity_Contract_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 34511000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Mar2011" unitRef="USD" decimals="-6"> 641556000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_31Mar2011_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 45843000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 644772000000 </gs:AssetsFairValueDisclosure>
<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Commodity_Contract_Member" unitRef="USD" decimals="-6"> 35348000000 </gs:AssetsFairValueDisclosure>
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<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Fair_Value_Inputs_Level2_Member_Cdos_And_Collateralized_Loan_Obligations_Clos_Backed_By_Real_Estate_Member" unitRef="USD" decimals="-6"> 210000000 </gs:AssetsFairValueDisclosure>
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<gs:AssetsFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Fair_Value_Inputs_Level3_Member_C_D_Os_And_C_L_Os_Backed_By_Corporate_And_Other_Debt_Obligations_Assets_Member" unitRef="USD" decimals="-7"> 1450000000 </gs:AssetsFairValueDisclosure>
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<gs:CharitableContributions contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 25000000 </gs:CharitableContributions>
<gs:CollateralHeldByLendersInConnectionWithSecuritiesLendingIndemnifications contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-7"> 33580000000 </gs:CollateralHeldByLendersInConnectionWithSecuritiesLendingIndemnifications>
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<gs:CommercialLendingInvestmentGrade contextRef="BalanceAsOf_30Jun2011_Maturities_Year_Five_And_Thereafter_Member" unitRef="USD" decimals="-6"> 3563000000 </gs:CommercialLendingInvestmentGrade>
<gs:CommercialLendingInvestmentGrade contextRef="BalanceAsOf_30Jun2011_Maturities_Current_Fiscal_Year_Member" unitRef="USD" decimals="-6"> 1652000000 </gs:CommercialLendingInvestmentGrade>
<gs:CommercialLendingInvestmentGrade contextRef="BalanceAsOf_30Jun2011_Maturities_Year_One_And_Year_Two_Member" unitRef="USD" decimals="-6"> 8026000000 </gs:CommercialLendingInvestmentGrade>
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<gs:CommercialLendingNonInvestmentGrade contextRef="BalanceAsOf_30Jun2011_Maturities_Year_Five_And_Thereafter_Member" unitRef="USD" decimals="-6"> 5943000000 </gs:CommercialLendingNonInvestmentGrade>
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<gs:CommissionsAndFees contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 978000000 </gs:CommissionsAndFees>
<gs:CommissionsAndFees contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 1913000000 </gs:CommissionsAndFees>
<gs:CommissionsAndFees contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 894000000 </gs:CommissionsAndFees>
<gs:Commitments contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 125819000000 </gs:Commitments>
<gs:Commitments contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 167369000000 </gs:Commitments>
<gs:Commitments contextRef="BalanceAsOf_30Jun2011_Maturities_Year_One_And_Year_Two_Member" unitRef="USD" decimals="-6"> 33908000000 </gs:Commitments>
<gs:Commitments contextRef="BalanceAsOf_30Jun2011_Maturities_Year_Five_And_Thereafter_Member" unitRef="USD" decimals="-6"> 16159000000 </gs:Commitments>
<gs:Commitments contextRef="BalanceAsOf_30Jun2011_Maturities_Current_Fiscal_Year_Member" unitRef="USD" decimals="-6"> 99988000000 </gs:Commitments>
<gs:Commitments contextRef="BalanceAsOf_30Jun2011_Maturities_Year_Three_And_Year_Four_Member" unitRef="USD" decimals="-6"> 17314000000 </gs:Commitments>
<gs:CommitmentsContingenciesAndGuarantees xsi:nil="true" contextRef="BalanceAsOf_31Dec2010" unitRef="USD"/>
<gs:CommitmentsContingenciesAndGuarantees xsi:nil="true" contextRef="BalanceAsOf_30Jun2011" unitRef="USD"/>
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<gs:CommitmentsToExtendCredit contextRef="BalanceAsOf_30Jun2011_Maturities_Year_Three_And_Year_Four_Member" unitRef="USD" decimals="-6"> 16786000000 </gs:CommitmentsToExtendCredit>
<gs:CommitmentsToExtendCredit contextRef="BalanceAsOf_30Jun2011_Maturities_Current_Fiscal_Year_Member" unitRef="USD" decimals="-6"> 5719000000 </gs:CommitmentsToExtendCredit>
<gs:CommitmentsToExtendCredit contextRef="BalanceAsOf_30Jun2011_Maturities_Year_Five_And_Thereafter_Member" unitRef="USD" decimals="-6"> 15210000000 </gs:CommitmentsToExtendCredit>
<gs:CommitmentsToExtendCreditToNonconsolidatedInvestmentFunds contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 160000000 </gs:CommitmentsToExtendCreditToNonconsolidatedInvestmentFunds>
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<gs:CommitmentsToInvestInCorporateAndOtherPrivateInvestments contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-7"> 8430000000 </gs:CommitmentsToInvestInCorporateAndOtherPrivateInvestments>
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<gs:CommitmentsToInvestInFundsManagedByFirm contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-7"> 9480000000 </gs:CommitmentsToInvestInFundsManagedByFirm>
<gs:CommitmentsToInvestInRealEstatePrivateInvestments contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-7"> 1970000000 </gs:CommitmentsToInvestInRealEstatePrivateInvestments>
<gs:CommitmentsToInvestInRealEstatePrivateInvestments contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-7"> 1860000000 </gs:CommitmentsToInvestInRealEstatePrivateInvestments>
<gs:ConcentrationRiskCreditRiskFinancialInstrumentMaximumExposureAsPercentageOfAssets contextRef="BalanceAsOf_31Dec2010_U_S_Government_And_Federal_Agency_Obligations_Included_In_Financial_Instruments_Owned_At_Fair_Value_And_Cash_And_Securities_Segregated_For_Regulatory_And_Other_Purposes_Member" unitRef="Pure" decimals="3"> 0.106 </gs:ConcentrationRiskCreditRiskFinancialInstrumentMaximumExposureAsPercentageOfAssets>
<gs:ConcentrationRiskCreditRiskFinancialInstrumentMaximumExposureAsPercentageOfAssets contextRef="BalanceAsOf_31Dec2010_Other_Sovereign_Obligations_Included_In_Financial_Instruments_Owned_At_Fair_Value_And_Cash_And_Securities_Segregated_For_Regulatory_And_Other_Purposes_Member" unitRef="Pure" decimals="3"> 0.044 </gs:ConcentrationRiskCreditRiskFinancialInstrumentMaximumExposureAsPercentageOfAssets>
<gs:ConcentrationRiskCreditRiskFinancialInstrumentMaximumExposureAsPercentageOfAssets contextRef="BalanceAsOf_30Jun2011_Other_Sovereign_Obligations_Included_In_Financial_Instruments_Owned_At_Fair_Value_And_Cash_And_Securities_Segregated_For_Regulatory_And_Other_Purposes_Member" unitRef="Pure" decimals="3"> 0.058 </gs:ConcentrationRiskCreditRiskFinancialInstrumentMaximumExposureAsPercentageOfAssets>
<gs:ConcentrationRiskCreditRiskFinancialInstrumentMaximumExposureAsPercentageOfAssets contextRef="BalanceAsOf_30Jun2011_U_S_Government_And_Federal_Agency_Obligations_Included_In_Financial_Instruments_Owned_At_Fair_Value_And_Cash_And_Securities_Segregated_For_Regulatory_And_Other_Purposes_Member" unitRef="Pure" decimals="3"> 0.101 </gs:ConcentrationRiskCreditRiskFinancialInstrumentMaximumExposureAsPercentageOfAssets>
<gs:ConcentrationRiskCreditRiskFinancialInstrumentsMaximumExposure contextRef="BalanceAsOf_31Dec2010_U_S_Government_And_Federal_Agency_Obligations_Included_In_Financial_Instruments_Owned_At_Fair_Value_And_Cash_And_Securities_Segregated_For_Regulatory_And_Other_Purposes_Member" unitRef="USD" decimals="-6"> 96350000000 </gs:ConcentrationRiskCreditRiskFinancialInstrumentsMaximumExposure>
<gs:ConcentrationRiskCreditRiskFinancialInstrumentsMaximumExposure contextRef="BalanceAsOf_31Dec2010_Securities_Purchased_Under_Agreements_To_Resell_And_Securities_Borrowed_Collateralized_By_U_S_Government_And_Federal_Agency_Obligations_Including_Those_In_Cash_And_Securities_Segregated_For_Regulatory_And_Other_Purposes_Member" unitRef="USD" decimals="-6"> 121366000000 </gs:ConcentrationRiskCreditRiskFinancialInstrumentsMaximumExposure>
<gs:ConcentrationRiskCreditRiskFinancialInstrumentsMaximumExposure contextRef="BalanceAsOf_31Dec2010_Other_Sovereign_Obligations_Included_In_Financial_Instruments_Owned_At_Fair_Value_And_Cash_And_Securities_Segregated_For_Regulatory_And_Other_Purposes_Member" unitRef="USD" decimals="-6"> 40379000000 </gs:ConcentrationRiskCreditRiskFinancialInstrumentsMaximumExposure>
<gs:ConcentrationRiskCreditRiskFinancialInstrumentsMaximumExposure contextRef="BalanceAsOf_31Dec2010_Securities_Purchased_Under_Agreements_To_Resell_And_Securities_Borrowed_Collateralized_By_Other_Sovereign_Obligations_Including_Those_In_Cash_And_Securities_Segregated_For_Regulatory_And_Other_Purposes_Member" unitRef="USD" decimals="-6"> 73357000000 </gs:ConcentrationRiskCreditRiskFinancialInstrumentsMaximumExposure>
<gs:ConcentrationRiskCreditRiskFinancialInstrumentsMaximumExposure contextRef="BalanceAsOf_30Jun2011_Securities_Purchased_Under_Agreements_To_Resell_And_Securities_Borrowed_Collateralized_By_U_S_Government_And_Federal_Agency_Obligations_Including_Those_In_Cash_And_Securities_Segregated_For_Regulatory_And_Other_Purposes_Member" unitRef="USD" decimals="-6"> 106982000000 </gs:ConcentrationRiskCreditRiskFinancialInstrumentsMaximumExposure>
<gs:ConcentrationRiskCreditRiskFinancialInstrumentsMaximumExposure contextRef="BalanceAsOf_30Jun2011_Securities_Purchased_Under_Agreements_To_Resell_And_Securities_Borrowed_Collateralized_By_Other_Sovereign_Obligations_Including_Those_In_Cash_And_Securities_Segregated_For_Regulatory_And_Other_Purposes_Member" unitRef="USD" decimals="-6"> 97628000000 </gs:ConcentrationRiskCreditRiskFinancialInstrumentsMaximumExposure>
<gs:ConcentrationRiskCreditRiskFinancialInstrumentsMaximumExposure contextRef="BalanceAsOf_30Jun2011_U_S_Government_And_Federal_Agency_Obligations_Included_In_Financial_Instruments_Owned_At_Fair_Value_And_Cash_And_Securities_Segregated_For_Regulatory_And_Other_Purposes_Member" unitRef="USD" decimals="-6"> 94283000000 </gs:ConcentrationRiskCreditRiskFinancialInstrumentsMaximumExposure>
<gs:ConcentrationRiskCreditRiskFinancialInstrumentsMaximumExposure contextRef="BalanceAsOf_30Jun2011_Other_Sovereign_Obligations_Included_In_Financial_Instruments_Owned_At_Fair_Value_And_Cash_And_Securities_Segregated_For_Regulatory_And_Other_Purposes_Member" unitRef="USD" decimals="-6"> 54740000000 </gs:ConcentrationRiskCreditRiskFinancialInstrumentsMaximumExposure>
<gs:ContingentAndForwardStartingResaleAndSecuritiesBorrowingAgreements contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 46886000000 </gs:ContingentAndForwardStartingResaleAndSecuritiesBorrowingAgreements>
<gs:ContingentAndForwardStartingResaleAndSecuritiesBorrowingAgreements contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 71177000000 </gs:ContingentAndForwardStartingResaleAndSecuritiesBorrowingAgreements>
<gs:ContingentAndForwardStartingResaleAndSecuritiesBorrowingAgreements contextRef="BalanceAsOf_30Jun2011_Maturities_Year_Five_And_Thereafter_Member" unitRef="USD" decimals="-6"> 0 </gs:ContingentAndForwardStartingResaleAndSecuritiesBorrowingAgreements>
<gs:ContingentAndForwardStartingResaleAndSecuritiesBorrowingAgreements contextRef="BalanceAsOf_30Jun2011_Maturities_Year_Three_And_Year_Four_Member" unitRef="USD" decimals="-6"> 0 </gs:ContingentAndForwardStartingResaleAndSecuritiesBorrowingAgreements>
<gs:ContingentAndForwardStartingResaleAndSecuritiesBorrowingAgreements contextRef="BalanceAsOf_30Jun2011_Maturities_Current_Fiscal_Year_Member" unitRef="USD" decimals="-6"> 71177000000 </gs:ContingentAndForwardStartingResaleAndSecuritiesBorrowingAgreements>
<gs:ContingentAndForwardStartingResaleAndSecuritiesBorrowingAgreements contextRef="BalanceAsOf_30Jun2011_Maturities_Year_One_And_Year_Two_Member" unitRef="USD" decimals="-6"> 0 </gs:ContingentAndForwardStartingResaleAndSecuritiesBorrowingAgreements>
<gs:CreditExtensionProgram contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 27383000000 </gs:CreditExtensionProgram>
<gs:CreditExtensionProgram contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 30930000000 </gs:CreditExtensionProgram>
<gs:CreditExtensionProgram contextRef="BalanceAsOf_30Jun2011_Maturities_Year_One_And_Year_Two_Member" unitRef="USD" decimals="-6"> 13907000000 </gs:CreditExtensionProgram>
<gs:CreditExtensionProgram contextRef="BalanceAsOf_30Jun2011_Maturities_Year_Three_And_Year_Four_Member" unitRef="USD" decimals="-6"> 9026000000 </gs:CreditExtensionProgram>
<gs:CreditExtensionProgram contextRef="BalanceAsOf_30Jun2011_Maturities_Year_Five_And_Thereafter_Member" unitRef="USD" decimals="-6"> 5704000000 </gs:CreditExtensionProgram>
<gs:CreditExtensionProgram contextRef="BalanceAsOf_30Jun2011_Maturities_Current_Fiscal_Year_Member" unitRef="USD" decimals="-6"> 2293000000 </gs:CreditExtensionProgram>
<gs:CreditLossProtectionForAdditionalLossesPercentage contextRef="BalanceAsOf_30Jun2011" unitRef="Pure" decimals="2"> 0.70 </gs:CreditLossProtectionForAdditionalLossesPercentage>
<gs:CreditLossProtectionPercentageOfFirstLossOnLoanCommitments contextRef="BalanceAsOf_30Jun2011" unitRef="Pure" decimals="2"> 0.95 </gs:CreditLossProtectionPercentageOfFirstLossOnLoanCommitments>
<gs:CumulativeLossesIncurredByTrustsAndOtherMortgageSecuritizationVehicles contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-9"> 16000000000 </gs:CumulativeLossesIncurredByTrustsAndOtherMortgageSecuritizationVehicles>
<gs:CumulativeLossesIncurredByTrustsAndOtherMortgageSecuritizationVehiclesRelatingToFirmsSecuritizationsThatWereStructuredWithCreditProtectionObtainedFromMonolineInsurers contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 440000000 </gs:CumulativeLossesIncurredByTrustsAndOtherMortgageSecuritizationVehiclesRelatingToFirmsSecuritizationsThatWereStructuredWithCreditProtectionObtainedFromMonolineInsurers>
<gs:CurrentPortionOfUnsecuredLongTermBorrowingsGuaranteedByFDICUnderTemporaryLiquidityGuaranteeProgramTLGP contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-7"> 10430000000 </gs:CurrentPortionOfUnsecuredLongTermBorrowingsGuaranteedByFDICUnderTemporaryLiquidityGuaranteeProgramTLGP>
<gs:CurrentPortionOfUnsecuredLongTermBorrowingsGuaranteedByFDICUnderTemporaryLiquidityGuaranteeProgramTLGP contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-7"> 17140000000 </gs:CurrentPortionOfUnsecuredLongTermBorrowingsGuaranteedByFDICUnderTemporaryLiquidityGuaranteeProgramTLGP>
<gs:DeliveryOfCommonStockUnderlyingRestrictedStockUnits contextRef="TwelveMonthsEnded_31Dec2010_Restricted_Stock_Units_And_Employee_Stock_Options_Member" unitRef="USD" decimals="-6"> -2521000000 </gs:DeliveryOfCommonStockUnderlyingRestrictedStockUnits>
<gs:DeliveryOfCommonStockUnderlyingRestrictedStockUnits contextRef="SixMonthsEnded_30Jun2011_Restricted_Stock_Units_And_Employee_Stock_Options_Member" unitRef="USD" decimals="-6"> -4453000000 </gs:DeliveryOfCommonStockUnderlyingRestrictedStockUnits>
<gs:DeliveryOfCommonStockUnderlyingRestrictedStockUnitsAndProceedsFromExerciseOfEmployeeStockOptions contextRef="TwelveMonthsEnded_31Dec2010_Additional_Paid_In_Capital_Member" unitRef="USD" decimals="-6"> 3067000000 </gs:DeliveryOfCommonStockUnderlyingRestrictedStockUnitsAndProceedsFromExerciseOfEmployeeStockOptions>
<gs:DeliveryOfCommonStockUnderlyingRestrictedStockUnitsAndProceedsFromExerciseOfEmployeeStockOptions contextRef="SixMonthsEnded_30Jun2011_Additional_Paid_In_Capital_Member" unitRef="USD" decimals="-6"> 4545000000 </gs:DeliveryOfCommonStockUnderlyingRestrictedStockUnitsAndProceedsFromExerciseOfEmployeeStockOptions>
<gs:DepositarySharesOfNonCumulativePreferredStock contextRef="BalanceAsOf_30Jun2011_Series_A_Preferred_Stock_Member" unitRef="Shares" decimals="INF"> 1000 </gs:DepositarySharesOfNonCumulativePreferredStock>
<gs:DepositarySharesOfNonCumulativePreferredStock contextRef="BalanceAsOf_30Jun2011_Series_C_Preferred_Stock_Member" unitRef="Shares" decimals="INF"> 1000 </gs:DepositarySharesOfNonCumulativePreferredStock>
<gs:DepositarySharesOfNonCumulativePreferredStock contextRef="BalanceAsOf_30Jun2011_Series_D_Preferred_Stock_Member" unitRef="Shares" decimals="INF"> 1000 </gs:DepositarySharesOfNonCumulativePreferredStock>
<gs:DepositarySharesOfNonCumulativePreferredStock contextRef="BalanceAsOf_30Jun2011_Series_B_Preferred_Stock_Member" unitRef="Shares" decimals="INF"> 1000 </gs:DepositarySharesOfNonCumulativePreferredStock>
<gs:DepositsFairValueDisclosure contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 1975000000 </gs:DepositsFairValueDisclosure>
<gs:DepositsFairValueDisclosure contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 2165000000 </gs:DepositsFairValueDisclosure>
<gs:DepreciationAndAmortizationCF contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 815000000 </gs:DepreciationAndAmortizationCF>
<gs:DepreciationAndAmortizationCF contextRef="SixMonthsEnded_30Jun2010_Investment_Banking_Member" unitRef="USD" decimals="-6"> 84000000 </gs:DepreciationAndAmortizationCF>
<gs:DepreciationAndAmortizationCF contextRef="SixMonthsEnded_30Jun2010_Investing_And_Lending_Member" unitRef="USD" decimals="-6"> 191000000 </gs:DepreciationAndAmortizationCF>
<gs:DepreciationAndAmortizationCF contextRef="SixMonthsEnded_30Jun2010_Institutional_Client_Services_Member" unitRef="USD" decimals="-6"> 448000000 </gs:DepreciationAndAmortizationCF>
<gs:DepreciationAndAmortizationCF contextRef="SixMonthsEnded_30Jun2010_Investment_Management_Member" unitRef="USD" decimals="-6"> 92000000 </gs:DepreciationAndAmortizationCF>
<gs:DepreciationAndAmortizationCF contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 440000000 </gs:DepreciationAndAmortizationCF>
<gs:DepreciationAndAmortizationCF contextRef="ThreeMonthsEnded_30Jun2010_Investment_Banking_Member" unitRef="USD" decimals="-6"> 40000000 </gs:DepreciationAndAmortizationCF>
<gs:DepreciationAndAmortizationCF contextRef="ThreeMonthsEnded_30Jun2010_Institutional_Client_Services_Member" unitRef="USD" decimals="-6"> 225000000 </gs:DepreciationAndAmortizationCF>
<gs:DepreciationAndAmortizationCF contextRef="ThreeMonthsEnded_30Jun2010_Investment_Management_Member" unitRef="USD" decimals="-6"> 45000000 </gs:DepreciationAndAmortizationCF>
<gs:DepreciationAndAmortizationCF contextRef="ThreeMonthsEnded_30Jun2010_Investing_And_Lending_Member" unitRef="USD" decimals="-6"> 130000000 </gs:DepreciationAndAmortizationCF>
<gs:DepreciationAndAmortizationCF contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 966000000 </gs:DepreciationAndAmortizationCF>
<gs:DepreciationAndAmortizationCF contextRef="SixMonthsEnded_30Jun2011_Institutional_Client_Services_Member" unitRef="USD" decimals="-6"> 523000000 </gs:DepreciationAndAmortizationCF>
<gs:DepreciationAndAmortizationCF contextRef="SixMonthsEnded_30Jun2011_Investing_And_Lending_Member" unitRef="USD" decimals="-6"> 262000000 </gs:DepreciationAndAmortizationCF>
<gs:DepreciationAndAmortizationCF contextRef="SixMonthsEnded_30Jun2011_Investment_Banking_Member" unitRef="USD" decimals="-6"> 89000000 </gs:DepreciationAndAmortizationCF>
<gs:DepreciationAndAmortizationCF contextRef="SixMonthsEnded_30Jun2011_Investment_Management_Member" unitRef="USD" decimals="-6"> 92000000 </gs:DepreciationAndAmortizationCF>
<gs:DepreciationAndAmortizationCF contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 372000000 </gs:DepreciationAndAmortizationCF>
<gs:DepreciationAndAmortizationCF contextRef="ThreeMonthsEnded_30Jun2011_Investing_And_Lending_Member" unitRef="USD" decimals="-6"> 94000000 </gs:DepreciationAndAmortizationCF>
<gs:DepreciationAndAmortizationCF contextRef="ThreeMonthsEnded_30Jun2011_Institutional_Client_Services_Member" unitRef="USD" decimals="-6"> 192000000 </gs:DepreciationAndAmortizationCF>
<gs:DepreciationAndAmortizationCF contextRef="ThreeMonthsEnded_30Jun2011_Investment_Management_Member" unitRef="USD" decimals="-6"> 48000000 </gs:DepreciationAndAmortizationCF>
<gs:DepreciationAndAmortizationCF contextRef="ThreeMonthsEnded_30Jun2011_Investment_Banking_Member" unitRef="USD" decimals="-6"> 38000000 </gs:DepreciationAndAmortizationCF>
<gs:DepreciationAndAmortizationIS contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 809000000 </gs:DepreciationAndAmortizationIS>
<gs:DepreciationAndAmortizationIS contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 437000000 </gs:DepreciationAndAmortizationIS>
<gs:DepreciationAndAmortizationIS contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 962000000 </gs:DepreciationAndAmortizationIS>
<gs:DepreciationAndAmortizationIS contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 372000000 </gs:DepreciationAndAmortizationIS>
<gs:DerivativesCreditRiskGainsLossesNet contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 189000000 </gs:DerivativesCreditRiskGainsLossesNet>
<gs:DerivativesCreditRiskGainsLossesNet contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 145000000 </gs:DerivativesCreditRiskGainsLossesNet>
<gs:DerivativesCreditRiskGainsLossesNet contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 131000000 </gs:DerivativesCreditRiskGainsLossesNet>
<gs:DerivativesCreditRiskGainsLossesNet contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 156000000 </gs:DerivativesCreditRiskGainsLossesNet>
<gs:DifferenceBetweenAggregateContractualPrincipalAmountOfOtherSecuredFinancingsLongTermAndRelatedFairValue contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 352000000 </gs:DifferenceBetweenAggregateContractualPrincipalAmountOfOtherSecuredFinancingsLongTermAndRelatedFairValue>
<gs:DifferenceBetweenAggregateContractualPrincipalAmountOfOtherSecuredFinancingsLongTermAndRelatedFairValue contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 294000000 </gs:DifferenceBetweenAggregateContractualPrincipalAmountOfOtherSecuredFinancingsLongTermAndRelatedFairValue>
<gs:DifferenceBetweenAggregateContractualPrincipalAmountOfUnsecuredLongTermBorrowingsAndRelatedFairValue contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 349000000 </gs:DifferenceBetweenAggregateContractualPrincipalAmountOfUnsecuredLongTermBorrowingsAndRelatedFairValue>
<gs:DifferenceBetweenAggregateContractualPrincipalAmountOfUnsecuredLongTermBorrowingsAndRelatedFairValue contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 538000000 </gs:DifferenceBetweenAggregateContractualPrincipalAmountOfUnsecuredLongTermBorrowingsAndRelatedFairValue>
<gs:DisgorgementAndCivilPenaltyAmountRelatedToSettlementOfSecAction contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 550000000 </gs:DisgorgementAndCivilPenaltyAmountRelatedToSettlementOfSecAction>
<gs:DisgorgementAndPenaltyAmountRelatedToSettlement contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-5"> 45300000 </gs:DisgorgementAndPenaltyAmountRelatedToSettlement>
<gs:DividendRatePreferredStockSeriesE contextRef="SixMonthsEnded_30Jun2011_Series_E_Preferred_Stock_Member"> per annum equal to the greater of 3 month LIBOR + 0.77% and 4.00% </gs:DividendRatePreferredStockSeriesE>
<gs:DividendRatePreferredStockSeriesF contextRef="SixMonthsEnded_30Jun2011_Series_F_Preferred_Stock_Member"> per annum equal to the greater of 3 month LIBOR + 0.77% and 4.00% </gs:DividendRatePreferredStockSeriesF>
<gs:DividendsAndDividendEquivalentsDeclaredOnCommonStockAndRestrictedStockunits contextRef="TwelveMonthsEnded_31Dec2010_Retained_Earnings_Member" unitRef="USD" decimals="-6"> -802000000 </gs:DividendsAndDividendEquivalentsDeclaredOnCommonStockAndRestrictedStockunits>
<gs:DividendsAndDividendEquivalentsDeclaredOnCommonStockAndRestrictedStockunits contextRef="SixMonthsEnded_30Jun2011_Retained_Earnings_Member" unitRef="USD" decimals="-6"> -394000000 </gs:DividendsAndDividendEquivalentsDeclaredOnCommonStockAndRestrictedStockunits>
<gs:DividendsDeclaredPerCommonShare contextRef="BalanceAsOf_30Jun2011" unitRef="USDEPS" decimals="2"> 0.35 </gs:DividendsDeclaredPerCommonShare>
<gs:DividendsPayableDateDeclared contextRef="SixMonthsEnded_30Jun2011"> 2011-07-18 </gs:DividendsPayableDateDeclared>
<gs:DividendsPreferredStockExcludingSeriesG contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 195000000 </gs:DividendsPreferredStockExcludingSeriesG>
<gs:DividendsPreferredStockExcludingSeriesG contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 35000000 </gs:DividendsPreferredStockExcludingSeriesG>
<gs:DomesticDeposits contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 32353000000 </gs:DomesticDeposits>
<gs:DomesticDeposits contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 31851000000 </gs:DomesticDeposits>
<gs:DomesticTimeDepositsGreaterThanOneHundredThousand contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 106000000 </gs:DomesticTimeDepositsGreaterThanOneHundredThousand>
<gs:DomesticTimeDepositsGreaterThanOneHundredThousandMaturingAfterTwelveMonths contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 62000000 </gs:DomesticTimeDepositsGreaterThanOneHundredThousandMaturingAfterTwelveMonths>
<gs:DomesticTimeDepositsGreaterThanOneHundredThousandMaturingWithinSixToTwelveMonths contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 6000000 </gs:DomesticTimeDepositsGreaterThanOneHundredThousandMaturingWithinSixToTwelveMonths>
<gs:DomesticTimeDepositsGreaterThanOneHundredThousandMaturingWithinThreeMonths contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 17000000 </gs:DomesticTimeDepositsGreaterThanOneHundredThousandMaturingWithinThreeMonths>
<gs:DomesticTimeDepositsGreaterThanOneHundredThousandMaturingWithinThreeToSixMonths contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 21000000 </gs:DomesticTimeDepositsGreaterThanOneHundredThousandMaturingWithinThreeToSixMonths>
<gs:DurationOfWarrantIssued contextRef="BalanceAsOf_30Jun2011_Series_G_Preferred_Stock_Member"> 5 years </gs:DurationOfWarrantIssued>
<gs:EffectiveWeightedAverageInterestRatesForUnsecuredLongTermBorrowingsAfterHedging contextRef="BalanceAsOf_31Dec2010" unitRef="Pure" decimals="4"> 0.0190 </gs:EffectiveWeightedAverageInterestRatesForUnsecuredLongTermBorrowingsAfterHedging>
<gs:EffectiveWeightedAverageInterestRatesForUnsecuredLongTermBorrowingsAfterHedging contextRef="BalanceAsOf_30Jun2011" unitRef="Pure" decimals="4"> 0.0231 </gs:EffectiveWeightedAverageInterestRatesForUnsecuredLongTermBorrowingsAfterHedging>
<gs:EffectiveWeightedAverageInterestRatesForUnsecuredLongTermBorrowingsAfterHedgingFixedRateObligations contextRef="BalanceAsOf_31Dec2010" unitRef="Pure" decimals="4"> 0.0569 </gs:EffectiveWeightedAverageInterestRatesForUnsecuredLongTermBorrowingsAfterHedgingFixedRateObligations>
<gs:EffectiveWeightedAverageInterestRatesForUnsecuredLongTermBorrowingsAfterHedgingFixedRateObligations contextRef="BalanceAsOf_30Jun2011" unitRef="Pure" decimals="4"> 0.0625 </gs:EffectiveWeightedAverageInterestRatesForUnsecuredLongTermBorrowingsAfterHedgingFixedRateObligations>
<gs:EffectiveWeightedAverageInterestRatesForUnsecuredLongTermBorrowingsAfterHedgingVariableRateObligations contextRef="BalanceAsOf_31Dec2010" unitRef="Pure" decimals="4"> 0.0174 </gs:EffectiveWeightedAverageInterestRatesForUnsecuredLongTermBorrowingsAfterHedgingVariableRateObligations>
<gs:EffectiveWeightedAverageInterestRatesForUnsecuredLongTermBorrowingsAfterHedgingVariableRateObligations contextRef="BalanceAsOf_30Jun2011" unitRef="Pure" decimals="4"> 0.0199 </gs:EffectiveWeightedAverageInterestRatesForUnsecuredLongTermBorrowingsAfterHedgingVariableRateObligations>
<gs:EmployeeInterestsInConsolidatedFunds contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 451000000 </gs:EmployeeInterestsInConsolidatedFunds>
<gs:EmployeeInterestsInConsolidatedFunds contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 297000000 </gs:EmployeeInterestsInConsolidatedFunds>
<gs:EquityMethodInvestmentsAtFairValueUnderFairValueOption contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-7"> 3770000000 </gs:EquityMethodInvestmentsAtFairValueUnderFairValueOption>
<gs:EquityMethodInvestmentsAtFairValueUnderFairValueOption contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-7"> 3820000000 </gs:EquityMethodInvestmentsAtFairValueUnderFairValueOption>
<gs:EstimatedAggregateAmountOfReasonablyPossibleLossesForLegalProceedings contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-8"> 2000000000 </gs:EstimatedAggregateAmountOfReasonablyPossibleLossesForLegalProceedings>
<gs:ExcessAmountDepositedByFirmsDepositoryInstitutionSubsidiariesHeldAtFederalReserveBank contextRef="BalanceAsOf_31Dec2010_Subsidiary_Three_Member" unitRef="USD" decimals="-7"> 27450000000 </gs:ExcessAmountDepositedByFirmsDepositoryInstitutionSubsidiariesHeldAtFederalReserveBank>
<gs:ExcessAmountDepositedByFirmsDepositoryInstitutionSubsidiariesHeldAtFederalReserveBank contextRef="BalanceAsOf_30Jun2011_Subsidiary_Three_Member" unitRef="USD" decimals="-7"> 31190000000 </gs:ExcessAmountDepositedByFirmsDepositoryInstitutionSubsidiariesHeldAtFederalReserveBank>
<gs:ExchangeTradedDerivativeAssets contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 7601000000 </gs:ExchangeTradedDerivativeAssets>
<gs:ExchangeTradedDerivativeAssets contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 4878000000 </gs:ExchangeTradedDerivativeAssets>
<gs:ExchangeTradedDerivativeLiabilities contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 2794000000 </gs:ExchangeTradedDerivativeLiabilities>
<gs:ExchangeTradedDerivativeLiabilities contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 2877000000 </gs:ExchangeTradedDerivativeLiabilities>
<gs:ExposureToLoansAndGuaranteesWithNonconsolidatedInvestmentFunds contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 253000000 </gs:ExposureToLoansAndGuaranteesWithNonconsolidatedInvestmentFunds>
<gs:ExposureToLoansAndGuaranteesWithNonconsolidatedInvestmentFunds contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 297000000 </gs:ExposureToLoansAndGuaranteesWithNonconsolidatedInvestmentFunds>
<gs:FairValueAssetOfWrittenCreditDerivatives contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 42493000000 </gs:FairValueAssetOfWrittenCreditDerivatives>
<gs:FairValueAssetOfWrittenCreditDerivatives contextRef="BalanceAsOf_31Dec2010_Credit_Spread_On_Underlying_Basis_Points_Three_Member" unitRef="USD" decimals="-6"> 2571000000 </gs:FairValueAssetOfWrittenCreditDerivatives>
<gs:FairValueAssetOfWrittenCreditDerivatives contextRef="BalanceAsOf_31Dec2010_Credit_Spread_On_Underlying_Basis_Points_Four_Member" unitRef="USD" decimals="-6"> 483000000 </gs:FairValueAssetOfWrittenCreditDerivatives>
<gs:FairValueAssetOfWrittenCreditDerivatives contextRef="BalanceAsOf_31Dec2010_Credit_Spread_On_Underlying_Basis_Points_One_Member" unitRef="USD" decimals="-6"> 32071000000 </gs:FairValueAssetOfWrittenCreditDerivatives>
<gs:FairValueAssetOfWrittenCreditDerivatives contextRef="BalanceAsOf_31Dec2010_Credit_Spread_On_Underlying_Basis_Points_Two_Member" unitRef="USD" decimals="-6"> 7368000000 </gs:FairValueAssetOfWrittenCreditDerivatives>
<gs:FairValueAssetOfWrittenCreditDerivatives contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 40105000000 </gs:FairValueAssetOfWrittenCreditDerivatives>
<gs:FairValueAssetOfWrittenCreditDerivatives contextRef="BalanceAsOf_30Jun2011_Credit_Spread_On_Underlying_Basis_Points_Three_Member" unitRef="USD" decimals="-6"> 2868000000 </gs:FairValueAssetOfWrittenCreditDerivatives>
<gs:FairValueAssetOfWrittenCreditDerivatives contextRef="BalanceAsOf_30Jun2011_Credit_Spread_On_Underlying_Basis_Points_One_Member" unitRef="USD" decimals="-6"> 29771000000 </gs:FairValueAssetOfWrittenCreditDerivatives>
<gs:FairValueAssetOfWrittenCreditDerivatives contextRef="BalanceAsOf_30Jun2011_Credit_Spread_On_Underlying_Basis_Points_Four_Member" unitRef="USD" decimals="-6"> 369000000 </gs:FairValueAssetOfWrittenCreditDerivatives>
<gs:FairValueAssetOfWrittenCreditDerivatives contextRef="BalanceAsOf_30Jun2011_Credit_Spread_On_Underlying_Basis_Points_Two_Member" unitRef="USD" decimals="-6"> 7097000000 </gs:FairValueAssetOfWrittenCreditDerivatives>
<gs:FairValueAssetsMeasuredOnRecurringBasisGainLossIncludedInInterestIncome contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 658000000 </gs:FairValueAssetsMeasuredOnRecurringBasisGainLossIncludedInInterestIncome>
<gs:FairValueAssetsMeasuredOnRecurringBasisGainLossIncludedInInterestIncome contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 352000000 </gs:FairValueAssetsMeasuredOnRecurringBasisGainLossIncludedInInterestIncome>
<gs:FairValueAssetsMeasuredOnRecurringBasisGainLossIncludedInInterestIncome contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 758000000 </gs:FairValueAssetsMeasuredOnRecurringBasisGainLossIncludedInInterestIncome>
<gs:FairValueAssetsMeasuredOnRecurringBasisGainLossIncludedInInterestIncome contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 372000000 </gs:FairValueAssetsMeasuredOnRecurringBasisGainLossIncludedInInterestIncome>
<gs:FairValueAssetsMeasuredOnRecurringBasisGainLossIncludedInMarketMakingRevenue contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 416000000 </gs:FairValueAssetsMeasuredOnRecurringBasisGainLossIncludedInMarketMakingRevenue>
<gs:FairValueAssetsMeasuredOnRecurringBasisGainLossIncludedInMarketMakingRevenue contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 28000000 </gs:FairValueAssetsMeasuredOnRecurringBasisGainLossIncludedInMarketMakingRevenue>
<gs:FairValueAssetsMeasuredOnRecurringBasisGainLossIncludedInMarketMakingRevenue contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 688000000 </gs:FairValueAssetsMeasuredOnRecurringBasisGainLossIncludedInMarketMakingRevenue>
<gs:FairValueAssetsMeasuredOnRecurringBasisGainLossIncludedInMarketMakingRevenue contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 277000000 </gs:FairValueAssetsMeasuredOnRecurringBasisGainLossIncludedInMarketMakingRevenue>
<gs:FairValueAssetsMeasuredOnRecurringBasisGainLossIncludedInOtherPrincipalTransactionsRevenue contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 516000000 </gs:FairValueAssetsMeasuredOnRecurringBasisGainLossIncludedInOtherPrincipalTransactionsRevenue>
<gs:FairValueAssetsMeasuredOnRecurringBasisGainLossIncludedInOtherPrincipalTransactionsRevenue contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 145000000 </gs:FairValueAssetsMeasuredOnRecurringBasisGainLossIncludedInOtherPrincipalTransactionsRevenue>
<gs:FairValueAssetsMeasuredOnRecurringBasisGainLossIncludedInOtherPrincipalTransactionsRevenue contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-7"> 1380000000 </gs:FairValueAssetsMeasuredOnRecurringBasisGainLossIncludedInOtherPrincipalTransactionsRevenue>
<gs:FairValueAssetsMeasuredOnRecurringBasisGainLossIncludedInOtherPrincipalTransactionsRevenue contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 606000000 </gs:FairValueAssetsMeasuredOnRecurringBasisGainLossIncludedInOtherPrincipalTransactionsRevenue>
<gs:FairValueInvestmentsEntitiesThatCalculateNetAssetValuePerShareInvestmentRedemptionDescription contextRef="SixMonthsEnded_30Jun2011"> 91 </gs:FairValueInvestmentsEntitiesThatCalculateNetAssetValuePerShareInvestmentRedemptionDescription>
<gs:FairValueInvestmentsEntitiesThatCalculateNetAssetValuePerShareLiquidatingInvestmentRemainingPeriod contextRef="SixMonthsEnded_30Jun2011" unitRef="Pure" decimals="INF"> 10 </gs:FairValueInvestmentsEntitiesThatCalculateNetAssetValuePerShareLiquidatingInvestmentRemainingPeriod>
<gs:FairValueInvestmentsEntitiesThatCalculateNetAssetValuePerShareRedemptionRestrictionDescription contextRef="SixMonthsEnded_30Jun2011"> 0.25 </gs:FairValueInvestmentsEntitiesThatCalculateNetAssetValuePerShareRedemptionRestrictionDescription>
<gs:FairValueInvestmentsEntitiesThatCalculateNetAssetValuePerShareUnfundedCommittments contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 10421000000 </gs:FairValueInvestmentsEntitiesThatCalculateNetAssetValuePerShareUnfundedCommittments>
<gs:FairValueInvestmentsEntitiesThatCalculateNetAssetValuePerShareUnfundedCommittments contextRef="BalanceAsOf_31Dec2010_Hedge_Funds_Member" unitRef="USD" decimals="-6"> 0 </gs:FairValueInvestmentsEntitiesThatCalculateNetAssetValuePerShareUnfundedCommittments>
<gs:FairValueInvestmentsEntitiesThatCalculateNetAssetValuePerShareUnfundedCommittments contextRef="BalanceAsOf_31Dec2010_Private_Equity_Funds_Member" unitRef="USD" decimals="-6"> 4816000000 </gs:FairValueInvestmentsEntitiesThatCalculateNetAssetValuePerShareUnfundedCommittments>
<gs:FairValueInvestmentsEntitiesThatCalculateNetAssetValuePerShareUnfundedCommittments contextRef="BalanceAsOf_31Dec2010_Real_Estate_And_Other_Funds_Member" unitRef="USD" decimals="-6"> 1884000000 </gs:FairValueInvestmentsEntitiesThatCalculateNetAssetValuePerShareUnfundedCommittments>
<gs:FairValueInvestmentsEntitiesThatCalculateNetAssetValuePerShareUnfundedCommittments contextRef="BalanceAsOf_31Dec2010_Private_Debt_Funds_Member" unitRef="USD" decimals="-6"> 3721000000 </gs:FairValueInvestmentsEntitiesThatCalculateNetAssetValuePerShareUnfundedCommittments>
<gs:FairValueInvestmentsEntitiesThatCalculateNetAssetValuePerShareUnfundedCommittments contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 9541000000 </gs:FairValueInvestmentsEntitiesThatCalculateNetAssetValuePerShareUnfundedCommittments>
<gs:FairValueInvestmentsEntitiesThatCalculateNetAssetValuePerShareUnfundedCommittments contextRef="BalanceAsOf_30Jun2011_Real_Estate_And_Other_Funds_Member" unitRef="USD" decimals="-6"> 1809000000 </gs:FairValueInvestmentsEntitiesThatCalculateNetAssetValuePerShareUnfundedCommittments>
<gs:FairValueInvestmentsEntitiesThatCalculateNetAssetValuePerShareUnfundedCommittments contextRef="BalanceAsOf_30Jun2011_Private_Equity_Funds_Member" unitRef="USD" decimals="-6"> 4326000000 </gs:FairValueInvestmentsEntitiesThatCalculateNetAssetValuePerShareUnfundedCommittments>
<gs:FairValueInvestmentsEntitiesThatCalculateNetAssetValuePerShareUnfundedCommittments contextRef="BalanceAsOf_30Jun2011_Hedge_Funds_Member" unitRef="USD" decimals="-6"> 0 </gs:FairValueInvestmentsEntitiesThatCalculateNetAssetValuePerShareUnfundedCommittments>
<gs:FairValueInvestmentsEntitiesThatCalculateNetAssetValuePerShareUnfundedCommittments contextRef="BalanceAsOf_30Jun2011_Private_Debt_Funds_Member" unitRef="USD" decimals="-6"> 3406000000 </gs:FairValueInvestmentsEntitiesThatCalculateNetAssetValuePerShareUnfundedCommittments>
<gs:FairValueLiabilityOfWrittenCreditDerivatives contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 67445000000 </gs:FairValueLiabilityOfWrittenCreditDerivatives>
<gs:FairValueLiabilityOfWrittenCreditDerivatives contextRef="BalanceAsOf_31Dec2010_Credit_Spread_On_Underlying_Basis_Points_Four_Member" unitRef="USD" decimals="-6"> 33670000000 </gs:FairValueLiabilityOfWrittenCreditDerivatives>
<gs:FairValueLiabilityOfWrittenCreditDerivatives contextRef="BalanceAsOf_31Dec2010_Credit_Spread_On_Underlying_Basis_Points_Two_Member" unitRef="USD" decimals="-6"> 7739000000 </gs:FairValueLiabilityOfWrittenCreditDerivatives>
<gs:FairValueLiabilityOfWrittenCreditDerivatives contextRef="BalanceAsOf_31Dec2010_Credit_Spread_On_Underlying_Basis_Points_Three_Member" unitRef="USD" decimals="-6"> 11256000000 </gs:FairValueLiabilityOfWrittenCreditDerivatives>
<gs:FairValueLiabilityOfWrittenCreditDerivatives contextRef="BalanceAsOf_31Dec2010_Credit_Spread_On_Underlying_Basis_Points_One_Member" unitRef="USD" decimals="-6"> 14780000000 </gs:FairValueLiabilityOfWrittenCreditDerivatives>
<gs:FairValueLiabilityOfWrittenCreditDerivatives contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 64552000000 </gs:FairValueLiabilityOfWrittenCreditDerivatives>
<gs:FairValueLiabilityOfWrittenCreditDerivatives contextRef="BalanceAsOf_30Jun2011_Credit_Spread_On_Underlying_Basis_Points_One_Member" unitRef="USD" decimals="-6"> 12915000000 </gs:FairValueLiabilityOfWrittenCreditDerivatives>
<gs:FairValueLiabilityOfWrittenCreditDerivatives contextRef="BalanceAsOf_30Jun2011_Credit_Spread_On_Underlying_Basis_Points_Two_Member" unitRef="USD" decimals="-6"> 6248000000 </gs:FairValueLiabilityOfWrittenCreditDerivatives>
<gs:FairValueLiabilityOfWrittenCreditDerivatives contextRef="BalanceAsOf_30Jun2011_Credit_Spread_On_Underlying_Basis_Points_Four_Member" unitRef="USD" decimals="-6"> 35267000000 </gs:FairValueLiabilityOfWrittenCreditDerivatives>
<gs:FairValueLiabilityOfWrittenCreditDerivatives contextRef="BalanceAsOf_30Jun2011_Credit_Spread_On_Underlying_Basis_Points_Three_Member" unitRef="USD" decimals="-6"> 10122000000 </gs:FairValueLiabilityOfWrittenCreditDerivatives>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetAndLiabilityNetUnrealizedGainLossIncludedInEarningsValue contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 4129000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetAndLiabilityNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetAndLiabilityNetUnrealizedGainLossIncludedInEarningsValue contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 1828000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetAndLiabilityNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetAndLiabilityNetUnrealizedGainLossIncludedInEarningsValue contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 1665000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetAndLiabilityNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetAndLiabilityNetUnrealizedGainLossIncludedInEarningsValue contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 768000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetAndLiabilityNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetLiabilityNetNetUnrealizedGainLossIncludedInEarningsValue contextRef="SixMonthsEnded_30Jun2010_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 795000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetLiabilityNetNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetLiabilityNetNetUnrealizedGainLossIncludedInEarningsValue contextRef="ThreeMonthsEnded_30Jun2010_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 82000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetLiabilityNetNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetLiabilityNetNetUnrealizedGainLossIncludedInEarningsValue contextRef="SixMonthsEnded_30Jun2011_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 1846000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetLiabilityNetNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetLiabilityNetNetUnrealizedGainLossIncludedInEarningsValue contextRef="ThreeMonthsEnded_30Jun2011_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 651000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetLiabilityNetNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_U_S_States_And_Political_Subdivisions_Member" unitRef="USD" decimals="-6"> -3000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Loan_Portfolios_Member" unitRef="USD" decimals="-6"> 28000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 735000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Receivables_From_Customers_And_Counterparties_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 10000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Loans_And_Securities_Backed_By_Commercial_Real_Estate_Member" unitRef="USD" decimals="-6"> 172000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Loans_And_Securities_Backed_By_Residential_Real_Estate_Member" unitRef="USD" decimals="-6"> 66000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Equities_And_Convertible_Debentures_Member" unitRef="USD" decimals="-6"> 150000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Bank_Loans_And_Bridge_Loans_Member" unitRef="USD" decimals="-6"> 260000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Other_Debt_Securities_Member" unitRef="USD" decimals="-6"> -10000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Corporate_Debt_Securities_Member" unitRef="USD" decimals="-6"> 72000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 334000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Equities_And_Convertible_Debentures_Member" unitRef="USD" decimals="-6"> 21000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Corporate_Debt_Securities_Member" unitRef="USD" decimals="-6"> 36000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_U_S_States_And_Political_Subdivisions_Member" unitRef="USD" decimals="-6"> -5000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Bank_Loans_And_Bridge_Loans_Member" unitRef="USD" decimals="-6"> 134000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Loan_Portfolios_Member" unitRef="USD" decimals="-6"> 4000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Receivables_From_Customers_And_Counterparties_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 5000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Other_Debt_Securities_Member" unitRef="USD" decimals="-6"> -1000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Loans_And_Securities_Backed_By_Commercial_Real_Estate_Member" unitRef="USD" decimals="-6"> 88000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Loans_And_Securities_Backed_By_Residential_Real_Estate_Member" unitRef="USD" decimals="-6"> 57000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Corporate_Debt_Securities_Member" unitRef="USD" decimals="-6"> 209000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Loan_Portfolios_Member" unitRef="USD" decimals="-6"> 7000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Bank_Loans_And_Bridge_Loans_Member" unitRef="USD" decimals="-6"> 344000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Equities_And_Convertible_Debentures_Member" unitRef="USD" decimals="-6"> 61000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Securities_Purchased_Under_Agreements_To_Resell_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 2000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Other_Debt_Securities_Member" unitRef="USD" decimals="-6"> 87000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Loans_And_Securities_Backed_By_Residential_Real_Estate_Member" unitRef="USD" decimals="-6"> 122000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 912000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_U_S_States_And_Political_Subdivisions_Member" unitRef="USD" decimals="-6"> 3000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Loans_And_Securities_Backed_By_Commercial_Real_Estate_Member" unitRef="USD" decimals="-6"> 79000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Loans_And_Securities_Backed_By_Commercial_Real_Estate_Member" unitRef="USD" decimals="-6"> 41000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Loans_And_Securities_Backed_By_Residential_Real_Estate_Member" unitRef="USD" decimals="-6"> 60000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Bank_Loans_And_Bridge_Loans_Member" unitRef="USD" decimals="-6"> 189000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Corporate_Debt_Securities_Member" unitRef="USD" decimals="-6"> 93000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 509000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_U_S_States_And_Political_Subdivisions_Member" unitRef="USD" decimals="-6"> 1000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Equities_And_Convertible_Debentures_Member" unitRef="USD" decimals="-6"> 89000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Other_Debt_Securities_Member" unitRef="USD" decimals="-6"> 51000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Loan_Portfolios_Member" unitRef="USD" decimals="-6"> -15000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Loan_Portfolios_Member" unitRef="USD" decimals="-6"> -6000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Corporate_Debt_Securities_Member" unitRef="USD" decimals="-6"> 141000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Loans_And_Securities_Backed_By_Commercial_Real_Estate_Member" unitRef="USD" decimals="-6"> 202000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Loans_And_Securities_Backed_By_Residential_Real_Estate_Member" unitRef="USD" decimals="-6"> 143000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Bank_Loans_And_Bridge_Loans_Member" unitRef="USD" decimals="-6"> 83000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_U_S_States_And_Political_Subdivisions_Member" unitRef="USD" decimals="-6"> 26000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 855000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Other_Debt_Securities_Member" unitRef="USD" decimals="-6"> 119000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Equities_And_Convertible_Debentures_Member" unitRef="USD" decimals="-6"> 147000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Loan_Portfolios_Member" unitRef="USD" decimals="-6"> -16000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_U_S_States_And_Political_Subdivisions_Member" unitRef="USD" decimals="-6"> 34000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Other_Debt_Securities_Member" unitRef="USD" decimals="-6"> 78000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Equities_And_Convertible_Debentures_Member" unitRef="USD" decimals="-6"> 130000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Loans_And_Securities_Backed_By_Residential_Real_Estate_Member" unitRef="USD" decimals="-6"> 61000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 191000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Corporate_Debt_Securities_Member" unitRef="USD" decimals="-6"> 49000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Bank_Loans_And_Bridge_Loans_Member" unitRef="USD" decimals="-6"> -205000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Loans_And_Securities_Backed_By_Commercial_Real_Estate_Member" unitRef="USD" decimals="-6"> 60000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Loans_And_Securities_Backed_By_Commercial_Real_Estate_Member" unitRef="USD" decimals="-6"> 142000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_U_S_States_And_Political_Subdivisions_Member" unitRef="USD" decimals="-6"> 4000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Loan_Portfolios_Member" unitRef="USD" decimals="-6"> 81000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Bank_Loans_And_Bridge_Loans_Member" unitRef="USD" decimals="-6"> 721000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 1913000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Other_Debt_Securities_Member" unitRef="USD" decimals="-6"> 48000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Equities_And_Convertible_Debentures_Member" unitRef="USD" decimals="-6"> 679000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Loans_And_Securities_Backed_By_Residential_Real_Estate_Member" unitRef="USD" decimals="-6"> 90000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Corporate_Debt_Securities_Member" unitRef="USD" decimals="-6"> 148000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 746000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Loan_Portfolios_Member" unitRef="USD" decimals="-6"> 62000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Equities_And_Convertible_Debentures_Member" unitRef="USD" decimals="-6"> 380000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Loans_And_Securities_Backed_By_Commercial_Real_Estate_Member" unitRef="USD" decimals="-6"> 31000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Bank_Loans_And_Bridge_Loans_Member" unitRef="USD" decimals="-6"> 220000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_U_S_States_And_Political_Subdivisions_Member" unitRef="USD" decimals="-6"> 4000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Corporate_Debt_Securities_Member" unitRef="USD" decimals="-6"> 14000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Other_Debt_Securities_Member" unitRef="USD" decimals="-6"> 20000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Loans_And_Securities_Backed_By_Residential_Real_Estate_Member" unitRef="USD" decimals="-6"> 15000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarningsValue contextRef="SixMonthsEnded_30Jun2010_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 855000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarningsValue contextRef="SixMonthsEnded_30Jun2010_Receivables_From_Customers_And_Counterparties_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -48000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarningsValue contextRef="ThreeMonthsEnded_30Jun2010_Receivables_From_Customers_And_Counterparties_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -21000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarningsValue contextRef="ThreeMonthsEnded_30Jun2010_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 191000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarningsValue contextRef="SixMonthsEnded_30Jun2011_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 1913000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarningsValue contextRef="SixMonthsEnded_30Jun2011_Receivables_From_Customers_And_Counterparties_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 21000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarningsValue contextRef="ThreeMonthsEnded_30Jun2011_Receivables_From_Customers_And_Counterparties_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 5000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarningsValue contextRef="ThreeMonthsEnded_30Jun2011_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 746000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases contextRef="SixMonthsEnded_30Jun2011_Loans_And_Securities_Backed_By_Commercial_Real_Estate_Member" unitRef="USD" decimals="-6"> 659000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases contextRef="SixMonthsEnded_30Jun2011_Other_Debt_Securities_Member" unitRef="USD" decimals="-6"> 441000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases contextRef="SixMonthsEnded_30Jun2011_Bank_Loans_And_Bridge_Loans_Member" unitRef="USD" decimals="-6"> 2269000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases contextRef="SixMonthsEnded_30Jun2011_Receivables_From_Customers_And_Counterparties_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 14000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases contextRef="SixMonthsEnded_30Jun2011_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 7452000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases contextRef="SixMonthsEnded_30Jun2011_Securities_Purchased_Under_Agreements_To_Resell_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 245000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases contextRef="SixMonthsEnded_30Jun2011_Equities_And_Convertible_Debentures_Member" unitRef="USD" decimals="-6"> 2055000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases contextRef="SixMonthsEnded_30Jun2011_Corporate_Debt_Securities_Member" unitRef="USD" decimals="-6"> 1154000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases contextRef="SixMonthsEnded_30Jun2011_U_S_States_And_Political_Subdivisions_Member" unitRef="USD" decimals="-6"> 29000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases contextRef="SixMonthsEnded_30Jun2011_Loans_And_Securities_Backed_By_Residential_Real_Estate_Member" unitRef="USD" decimals="-6"> 829000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases contextRef="SixMonthsEnded_30Jun2011_Loan_Portfolios_Member" unitRef="USD" decimals="-6"> 16000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases contextRef="ThreeMonthsEnded_30Jun2011_Loan_Portfolios_Member" unitRef="USD" decimals="-6"> 3000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases contextRef="ThreeMonthsEnded_30Jun2011_Securities_Purchased_Under_Agreements_To_Resell_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 181000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases contextRef="ThreeMonthsEnded_30Jun2011_Bank_Loans_And_Bridge_Loans_Member" unitRef="USD" decimals="-6"> 1249000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases contextRef="ThreeMonthsEnded_30Jun2011_Corporate_Debt_Securities_Member" unitRef="USD" decimals="-6"> 404000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases contextRef="ThreeMonthsEnded_30Jun2011_U_S_States_And_Political_Subdivisions_Member" unitRef="USD" decimals="-6"> 26000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases contextRef="ThreeMonthsEnded_30Jun2011_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 2856000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases contextRef="ThreeMonthsEnded_30Jun2011_Equities_And_Convertible_Debentures_Member" unitRef="USD" decimals="-6"> 332000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases contextRef="ThreeMonthsEnded_30Jun2011_Other_Debt_Securities_Member" unitRef="USD" decimals="-6"> 158000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases contextRef="ThreeMonthsEnded_30Jun2011_Loans_And_Securities_Backed_By_Commercial_Real_Estate_Member" unitRef="USD" decimals="-6"> 302000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases contextRef="ThreeMonthsEnded_30Jun2011_Loans_And_Securities_Backed_By_Residential_Real_Estate_Member" unitRef="USD" decimals="-6"> 382000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales contextRef="SixMonthsEnded_30Jun2011_U_S_States_And_Political_Subdivisions_Member" unitRef="USD" decimals="-6"> -135000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales contextRef="SixMonthsEnded_30Jun2011_Other_Debt_Securities_Member" unitRef="USD" decimals="-6"> -306000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales contextRef="SixMonthsEnded_30Jun2011_Loan_Portfolios_Member" unitRef="USD" decimals="-6"> -77000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales contextRef="SixMonthsEnded_30Jun2011_Corporate_Debt_Securities_Member" unitRef="USD" decimals="-6"> -889000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales contextRef="SixMonthsEnded_30Jun2011_Loans_And_Securities_Backed_By_Commercial_Real_Estate_Member" unitRef="USD" decimals="-6"> -803000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales contextRef="SixMonthsEnded_30Jun2011_Loans_And_Securities_Backed_By_Residential_Real_Estate_Member" unitRef="USD" decimals="-6"> -394000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales contextRef="SixMonthsEnded_30Jun2011_Equities_And_Convertible_Debentures_Member" unitRef="USD" decimals="-6"> -700000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales contextRef="SixMonthsEnded_30Jun2011_Cash_Instruments_Member" unitRef="USD" decimals="-6"> -4106000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales contextRef="SixMonthsEnded_30Jun2011_Bank_Loans_And_Bridge_Loans_Member" unitRef="USD" decimals="-6"> -802000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales contextRef="ThreeMonthsEnded_30Jun2011_Bank_Loans_And_Bridge_Loans_Member" unitRef="USD" decimals="-6"> -559000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales contextRef="ThreeMonthsEnded_30Jun2011_Other_Debt_Securities_Member" unitRef="USD" decimals="-6"> -316000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales contextRef="ThreeMonthsEnded_30Jun2011_U_S_States_And_Political_Subdivisions_Member" unitRef="USD" decimals="-6"> -119000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales contextRef="ThreeMonthsEnded_30Jun2011_Loan_Portfolios_Member" unitRef="USD" decimals="-6"> -44000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales contextRef="ThreeMonthsEnded_30Jun2011_Corporate_Debt_Securities_Member" unitRef="USD" decimals="-6"> -627000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales contextRef="ThreeMonthsEnded_30Jun2011_Cash_Instruments_Member" unitRef="USD" decimals="-6"> -2492000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales contextRef="ThreeMonthsEnded_30Jun2011_Loans_And_Securities_Backed_By_Residential_Real_Estate_Member" unitRef="USD" decimals="-6"> -183000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales contextRef="ThreeMonthsEnded_30Jun2011_Loans_And_Securities_Backed_By_Commercial_Real_Estate_Member" unitRef="USD" decimals="-6"> -436000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales contextRef="ThreeMonthsEnded_30Jun2011_Equities_And_Convertible_Debentures_Member" unitRef="USD" decimals="-6"> -208000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements contextRef="SixMonthsEnded_30Jun2011_Loan_Portfolios_Member" unitRef="USD" decimals="-6"> -187000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements contextRef="SixMonthsEnded_30Jun2011_Securities_Purchased_Under_Agreements_To_Resell_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -48000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements contextRef="SixMonthsEnded_30Jun2011_Corporate_Debt_Securities_Member" unitRef="USD" decimals="-6"> -173000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements contextRef="SixMonthsEnded_30Jun2011_U_S_States_And_Political_Subdivisions_Member" unitRef="USD" decimals="-6"> -3000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements contextRef="SixMonthsEnded_30Jun2011_Cash_Instruments_Member" unitRef="USD" decimals="-6"> -2956000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements contextRef="SixMonthsEnded_30Jun2011_Equities_And_Convertible_Debentures_Member" unitRef="USD" decimals="-6"> -437000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements contextRef="SixMonthsEnded_30Jun2011_Loans_And_Securities_Backed_By_Commercial_Real_Estate_Member" unitRef="USD" decimals="-6"> -304000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements contextRef="SixMonthsEnded_30Jun2011_Loans_And_Securities_Backed_By_Residential_Real_Estate_Member" unitRef="USD" decimals="-6"> -369000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements contextRef="SixMonthsEnded_30Jun2011_Other_Debt_Securities_Member" unitRef="USD" decimals="-6"> -153000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements contextRef="SixMonthsEnded_30Jun2011_Receivables_From_Customers_And_Counterparties_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -12000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements contextRef="SixMonthsEnded_30Jun2011_Bank_Loans_And_Bridge_Loans_Member" unitRef="USD" decimals="-6"> -1330000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements contextRef="ThreeMonthsEnded_30Jun2011_Cash_Instruments_Member" unitRef="USD" decimals="-6"> -1378000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements contextRef="ThreeMonthsEnded_30Jun2011_Loans_And_Securities_Backed_By_Residential_Real_Estate_Member" unitRef="USD" decimals="-6"> -148000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements contextRef="ThreeMonthsEnded_30Jun2011_U_S_States_And_Political_Subdivisions_Member" unitRef="USD" decimals="-6"> -2000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements contextRef="ThreeMonthsEnded_30Jun2011_Securities_Purchased_Under_Agreements_To_Resell_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -40000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements contextRef="ThreeMonthsEnded_30Jun2011_Equities_And_Convertible_Debentures_Member" unitRef="USD" decimals="-6"> -218000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements contextRef="ThreeMonthsEnded_30Jun2011_Receivables_From_Customers_And_Counterparties_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -6000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements contextRef="ThreeMonthsEnded_30Jun2011_Corporate_Debt_Securities_Member" unitRef="USD" decimals="-6"> -127000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements contextRef="ThreeMonthsEnded_30Jun2011_Bank_Loans_And_Bridge_Loans_Member" unitRef="USD" decimals="-6"> -524000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements contextRef="ThreeMonthsEnded_30Jun2011_Loans_And_Securities_Backed_By_Commercial_Real_Estate_Member" unitRef="USD" decimals="-6"> -225000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements contextRef="ThreeMonthsEnded_30Jun2011_Other_Debt_Securities_Member" unitRef="USD" decimals="-6"> -90000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements contextRef="ThreeMonthsEnded_30Jun2011_Loan_Portfolios_Member" unitRef="USD" decimals="-6"> -44000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Commodity_Contract_Net_Member" unitRef="USD" decimals="-6"> -259000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Foreign_Exchange_Contract_Net_Member" unitRef="USD" decimals="-6"> -37000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Credit_Risk_Contract_Net_Member" unitRef="USD" decimals="-6"> -39000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Derivatives_Net_Member" unitRef="USD" decimals="-6"> -401000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Interest_Rate_Contract_Net_Member" unitRef="USD" decimals="-6"> -14000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Equities_Contract_Net_Member" unitRef="USD" decimals="-6"> -52000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Derivatives_Net_Member" unitRef="USD" decimals="-6"> -104000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Commodity_Contract_Net_Member" unitRef="USD" decimals="-6"> -92000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Foreign_Exchange_Contract_Net_Member" unitRef="USD" decimals="-6"> 0 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Equities_Contract_Net_Member" unitRef="USD" decimals="-6"> -5000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Credit_Risk_Contract_Net_Member" unitRef="USD" decimals="-6"> -1000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Interest_Rate_Contract_Net_Member" unitRef="USD" decimals="-6"> -6000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Credit_Risk_Contract_Net_Member" unitRef="USD" decimals="-6"> 136000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Interest_Rate_Contract_Net_Member" unitRef="USD" decimals="-6"> -36000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Derivatives_Net_Member" unitRef="USD" decimals="-6"> -133000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Foreign_Exchange_Contract_Net_Member" unitRef="USD" decimals="-6"> -31000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Commodity_Contract_Net_Member" unitRef="USD" decimals="-6"> -223000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Equities_Contract_Net_Member" unitRef="USD" decimals="-6"> 21000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Foreign_Exchange_Contract_Net_Member" unitRef="USD" decimals="-6"> -22000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Interest_Rate_Contract_Net_Member" unitRef="USD" decimals="-6"> -18000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Equities_Contract_Net_Member" unitRef="USD" decimals="-6"> -84000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Commodity_Contract_Net_Member" unitRef="USD" decimals="-6"> -131000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Derivatives_Net_Member" unitRef="USD" decimals="-6"> -160000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Credit_Risk_Contract_Net_Member" unitRef="USD" decimals="-6"> 95000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Derivatives_Net_Member" unitRef="USD" decimals="-6"> 2852000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Commodity_Contract_Net_Member" unitRef="USD" decimals="-6"> 105000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Foreign_Exchange_Contract_Net_Member" unitRef="USD" decimals="-6"> 64000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Equities_Contract_Net_Member" unitRef="USD" decimals="-6"> 438000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Credit_Risk_Contract_Net_Member" unitRef="USD" decimals="-6"> 2238000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Interest_Rate_Contract_Net_Member" unitRef="USD" decimals="-6"> 7000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Commodity_Contract_Net_Member" unitRef="USD" decimals="-6"> -4000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Foreign_Exchange_Contract_Net_Member" unitRef="USD" decimals="-6"> 75000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Interest_Rate_Contract_Net_Member" unitRef="USD" decimals="-6"> 43000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Derivatives_Net_Member" unitRef="USD" decimals="-6"> 1386000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Credit_Risk_Contract_Net_Member" unitRef="USD" decimals="-6"> 949000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Equities_Contract_Net_Member" unitRef="USD" decimals="-6"> 323000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Foreign_Exchange_Contract_Net_Member" unitRef="USD" decimals="-6"> -180000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Derivatives_Net_Member" unitRef="USD" decimals="-6"> 93000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Credit_Risk_Contract_Net_Member" unitRef="USD" decimals="-6"> 388000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Interest_Rate_Contract_Net_Member" unitRef="USD" decimals="-6"> -33000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Equities_Contract_Net_Member" unitRef="USD" decimals="-6"> -49000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Commodity_Contract_Net_Member" unitRef="USD" decimals="-6"> -33000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Commodity_Contract_Net_Member" unitRef="USD" decimals="-6"> -159000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Foreign_Exchange_Contract_Net_Member" unitRef="USD" decimals="-6"> -17000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Derivatives_Net_Member" unitRef="USD" decimals="-6"> 456000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Credit_Risk_Contract_Net_Member" unitRef="USD" decimals="-6"> 568000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Interest_Rate_Contract_Net_Member" unitRef="USD" decimals="-6"> -10000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Equities_Contract_Net_Member" unitRef="USD" decimals="-6"> 74000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarningsValue contextRef="SixMonthsEnded_30Jun2010_Derivatives_Net_Member" unitRef="USD" decimals="-6"> 2852000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarningsValue contextRef="ThreeMonthsEnded_30Jun2010_Derivatives_Net_Member" unitRef="USD" decimals="-6"> 1386000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarningsValue contextRef="SixMonthsEnded_30Jun2011_Derivatives_Net_Member" unitRef="USD" decimals="-6"> 93000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarningsValue contextRef="ThreeMonthsEnded_30Jun2011_Derivatives_Net_Member" unitRef="USD" decimals="-6"> 456000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchases contextRef="SixMonthsEnded_30Jun2011_Foreign_Exchange_Contract_Net_Member" unitRef="USD" decimals="-6"> 35000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchases contextRef="SixMonthsEnded_30Jun2011_Credit_Risk_Contract_Net_Member" unitRef="USD" decimals="-6"> 140000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchases contextRef="SixMonthsEnded_30Jun2011_Equities_Contract_Net_Member" unitRef="USD" decimals="-6"> 315000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchases contextRef="SixMonthsEnded_30Jun2011_Derivatives_Net_Member" unitRef="USD" decimals="-6"> 776000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchases contextRef="SixMonthsEnded_30Jun2011_Commodity_Contract_Net_Member" unitRef="USD" decimals="-6"> 277000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchases contextRef="SixMonthsEnded_30Jun2011_Interest_Rate_Contract_Net_Member" unitRef="USD" decimals="-6"> 9000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchases contextRef="ThreeMonthsEnded_30Jun2011_Equities_Contract_Net_Member" unitRef="USD" decimals="-6"> 181000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchases contextRef="ThreeMonthsEnded_30Jun2011_Commodity_Contract_Net_Member" unitRef="USD" decimals="-6"> 118000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchases contextRef="ThreeMonthsEnded_30Jun2011_Interest_Rate_Contract_Net_Member" unitRef="USD" decimals="-6"> 9000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchases contextRef="ThreeMonthsEnded_30Jun2011_Credit_Risk_Contract_Net_Member" unitRef="USD" decimals="-6"> 99000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchases contextRef="ThreeMonthsEnded_30Jun2011_Derivatives_Net_Member" unitRef="USD" decimals="-6"> 414000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchases contextRef="ThreeMonthsEnded_30Jun2011_Foreign_Exchange_Contract_Net_Member" unitRef="USD" decimals="-6"> 7000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchasesSalesIssuancesSettlements contextRef="SixMonthsEnded_30Jun2010_Commodity_Contract_Net_Member" unitRef="USD" decimals="-6"> 259000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchasesSalesIssuancesSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchasesSalesIssuancesSettlements contextRef="SixMonthsEnded_30Jun2010_Foreign_Exchange_Contract_Net_Member" unitRef="USD" decimals="-6"> 331000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchasesSalesIssuancesSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchasesSalesIssuancesSettlements contextRef="SixMonthsEnded_30Jun2010_Derivatives_Net_Member" unitRef="USD" decimals="-6"> 153000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchasesSalesIssuancesSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchasesSalesIssuancesSettlements contextRef="SixMonthsEnded_30Jun2010_Interest_Rate_Contract_Net_Member" unitRef="USD" decimals="-6"> 21000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchasesSalesIssuancesSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchasesSalesIssuancesSettlements contextRef="SixMonthsEnded_30Jun2010_Equities_Contract_Net_Member" unitRef="USD" decimals="-6"> -439000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchasesSalesIssuancesSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchasesSalesIssuancesSettlements contextRef="SixMonthsEnded_30Jun2010_Credit_Risk_Contract_Net_Member" unitRef="USD" decimals="-6"> -19000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchasesSalesIssuancesSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchasesSalesIssuancesSettlements contextRef="ThreeMonthsEnded_30Jun2010_Foreign_Exchange_Contract_Net_Member" unitRef="USD" decimals="-6"> 287000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchasesSalesIssuancesSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchasesSalesIssuancesSettlements contextRef="ThreeMonthsEnded_30Jun2010_Derivatives_Net_Member" unitRef="USD" decimals="-6"> -89000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchasesSalesIssuancesSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchasesSalesIssuancesSettlements contextRef="ThreeMonthsEnded_30Jun2010_Interest_Rate_Contract_Net_Member" unitRef="USD" decimals="-6"> -51000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchasesSalesIssuancesSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchasesSalesIssuancesSettlements contextRef="ThreeMonthsEnded_30Jun2010_Credit_Risk_Contract_Net_Member" unitRef="USD" decimals="-6"> 83000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchasesSalesIssuancesSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchasesSalesIssuancesSettlements contextRef="ThreeMonthsEnded_30Jun2010_Equities_Contract_Net_Member" unitRef="USD" decimals="-6"> -500000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchasesSalesIssuancesSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchasesSalesIssuancesSettlements contextRef="ThreeMonthsEnded_30Jun2010_Commodity_Contract_Net_Member" unitRef="USD" decimals="-6"> 92000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetPurchasesSalesIssuancesSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSales contextRef="SixMonthsEnded_30Jun2011_Derivatives_Net_Member" unitRef="USD" decimals="-6"> -843000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSales>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSales contextRef="SixMonthsEnded_30Jun2011_Equities_Contract_Net_Member" unitRef="USD" decimals="-6"> -373000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSales>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSales contextRef="SixMonthsEnded_30Jun2011_Commodity_Contract_Net_Member" unitRef="USD" decimals="-6"> -122000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSales>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSales contextRef="SixMonthsEnded_30Jun2011_Credit_Risk_Contract_Net_Member" unitRef="USD" decimals="-6"> -334000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSales>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSales contextRef="SixMonthsEnded_30Jun2011_Interest_Rate_Contract_Net_Member" unitRef="USD" decimals="-6"> -2000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSales>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSales contextRef="SixMonthsEnded_30Jun2011_Foreign_Exchange_Contract_Net_Member" unitRef="USD" decimals="-6"> -12000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSales>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSales contextRef="ThreeMonthsEnded_30Jun2011_Interest_Rate_Contract_Net_Member" unitRef="USD" decimals="-6"> 0 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSales>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSales contextRef="ThreeMonthsEnded_30Jun2011_Foreign_Exchange_Contract_Net_Member" unitRef="USD" decimals="-6"> -8000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSales>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSales contextRef="ThreeMonthsEnded_30Jun2011_Credit_Risk_Contract_Net_Member" unitRef="USD" decimals="-6"> -262000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSales>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSales contextRef="ThreeMonthsEnded_30Jun2011_Derivatives_Net_Member" unitRef="USD" decimals="-6"> -575000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSales>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSales contextRef="ThreeMonthsEnded_30Jun2011_Equities_Contract_Net_Member" unitRef="USD" decimals="-6"> -214000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSales>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSales contextRef="ThreeMonthsEnded_30Jun2011_Commodity_Contract_Net_Member" unitRef="USD" decimals="-6"> -91000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSales>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSettlements contextRef="SixMonthsEnded_30Jun2011_Commodity_Contract_Net_Member" unitRef="USD" decimals="-6"> 78000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSettlements contextRef="SixMonthsEnded_30Jun2011_Derivatives_Net_Member" unitRef="USD" decimals="-6"> -414000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSettlements contextRef="SixMonthsEnded_30Jun2011_Interest_Rate_Contract_Net_Member" unitRef="USD" decimals="-6"> 20000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSettlements contextRef="SixMonthsEnded_30Jun2011_Equities_Contract_Net_Member" unitRef="USD" decimals="-6"> 4000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSettlements contextRef="SixMonthsEnded_30Jun2011_Foreign_Exchange_Contract_Net_Member" unitRef="USD" decimals="-6"> -51000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSettlements contextRef="SixMonthsEnded_30Jun2011_Credit_Risk_Contract_Net_Member" unitRef="USD" decimals="-6"> -465000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSettlements contextRef="ThreeMonthsEnded_30Jun2011_Foreign_Exchange_Contract_Net_Member" unitRef="USD" decimals="-6"> 2000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSettlements contextRef="ThreeMonthsEnded_30Jun2011_Equities_Contract_Net_Member" unitRef="USD" decimals="-6"> 45000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSettlements contextRef="ThreeMonthsEnded_30Jun2011_Derivatives_Net_Member" unitRef="USD" decimals="-6"> 59000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSettlements contextRef="ThreeMonthsEnded_30Jun2011_Credit_Risk_Contract_Net_Member" unitRef="USD" decimals="-6"> -145000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSettlements contextRef="ThreeMonthsEnded_30Jun2011_Commodity_Contract_Net_Member" unitRef="USD" decimals="-6"> 143000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSettlements contextRef="ThreeMonthsEnded_30Jun2011_Interest_Rate_Contract_Net_Member" unitRef="USD" decimals="-6"> 14000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetSettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet contextRef="SixMonthsEnded_30Jun2010_Derivatives_Net_Member" unitRef="USD" decimals="-6"> 72000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet contextRef="SixMonthsEnded_30Jun2010_Commodity_Contract_Net_Member" unitRef="USD" decimals="-6"> -286000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet contextRef="SixMonthsEnded_30Jun2010_Credit_Risk_Contract_Net_Member" unitRef="USD" decimals="-6"> -20000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet contextRef="SixMonthsEnded_30Jun2010_Foreign_Exchange_Contract_Net_Member" unitRef="USD" decimals="-6"> 527000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet contextRef="SixMonthsEnded_30Jun2010_Interest_Rate_Contract_Net_Member" unitRef="USD" decimals="-6"> -58000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet contextRef="SixMonthsEnded_30Jun2010_Equities_Contract_Net_Member" unitRef="USD" decimals="-6"> -91000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet contextRef="ThreeMonthsEnded_30Jun2010_Commodity_Contract_Net_Member" unitRef="USD" decimals="-6"> -23000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet contextRef="ThreeMonthsEnded_30Jun2010_Foreign_Exchange_Contract_Net_Member" unitRef="USD" decimals="-6"> 270000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet contextRef="ThreeMonthsEnded_30Jun2010_Credit_Risk_Contract_Net_Member" unitRef="USD" decimals="-6"> 358000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet contextRef="ThreeMonthsEnded_30Jun2010_Equities_Contract_Net_Member" unitRef="USD" decimals="-6"> -67000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet contextRef="ThreeMonthsEnded_30Jun2010_Derivatives_Net_Member" unitRef="USD" decimals="-6"> 343000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet contextRef="ThreeMonthsEnded_30Jun2010_Interest_Rate_Contract_Net_Member" unitRef="USD" decimals="-6"> -195000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet contextRef="SixMonthsEnded_30Jun2011_Derivatives_Net_Member" unitRef="USD" decimals="-6"> -810000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet contextRef="SixMonthsEnded_30Jun2011_Commodity_Contract_Net_Member" unitRef="USD" decimals="-6"> -13000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet contextRef="SixMonthsEnded_30Jun2011_Interest_Rate_Contract_Net_Member" unitRef="USD" decimals="-6"> -344000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet contextRef="SixMonthsEnded_30Jun2011_Foreign_Exchange_Contract_Net_Member" unitRef="USD" decimals="-6"> 264000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet contextRef="SixMonthsEnded_30Jun2011_Credit_Risk_Contract_Net_Member" unitRef="USD" decimals="-6"> -886000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet contextRef="SixMonthsEnded_30Jun2011_Equities_Contract_Net_Member" unitRef="USD" decimals="-6"> 169000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet contextRef="ThreeMonthsEnded_30Jun2011_Equities_Contract_Net_Member" unitRef="USD" decimals="-6"> 111000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet contextRef="ThreeMonthsEnded_30Jun2011_Foreign_Exchange_Contract_Net_Member" unitRef="USD" decimals="-6"> 29000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet contextRef="ThreeMonthsEnded_30Jun2011_Commodity_Contract_Net_Member" unitRef="USD" decimals="-6"> 111000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet contextRef="ThreeMonthsEnded_30Jun2011_Interest_Rate_Contract_Net_Member" unitRef="USD" decimals="-6"> -90000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet contextRef="ThreeMonthsEnded_30Jun2011_Derivatives_Net_Member" unitRef="USD" decimals="-6"> -766000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet contextRef="ThreeMonthsEnded_30Jun2011_Credit_Risk_Contract_Net_Member" unitRef="USD" decimals="-6"> -927000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetTransfersNet>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_31Dec2009_Foreign_Exchange_Contract_Net_Member" unitRef="USD" decimals="-6"> 215000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_31Dec2009_Derivatives_Net_Member" unitRef="USD" decimals="-6"> 5196000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_31Dec2009_Commodity_Contract_Net_Member" unitRef="USD" decimals="-6"> -90000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_31Dec2009_Credit_Risk_Contract_Net_Member" unitRef="USD" decimals="-6"> 6366000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_31Dec2009_Equities_Contract_Net_Member" unitRef="USD" decimals="-6"> -1224000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_31Dec2009_Interest_Rate_Contract_Net_Member" unitRef="USD" decimals="-6"> -71000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_31Mar2010_Derivatives_Net_Member" unitRef="USD" decimals="-6"> 6336000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_31Mar2010_Foreign_Exchange_Contract_Net_Member" unitRef="USD" decimals="-6"> 468000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_31Mar2010_Equities_Contract_Net_Member" unitRef="USD" decimals="-6"> -1119000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_31Mar2010_Interest_Rate_Contract_Net_Member" unitRef="USD" decimals="-6"> 94000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_31Mar2010_Commodity_Contract_Net_Member" unitRef="USD" decimals="-6"> -244000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_31Mar2010_Credit_Risk_Contract_Net_Member" unitRef="USD" decimals="-6"> 7137000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_30Jun2010_Foreign_Exchange_Contract_Net_Member" unitRef="USD" decimals="-6"> 1100000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_30Jun2010_Interest_Rate_Contract_Net_Member" unitRef="USD" decimals="-6"> -115000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_30Jun2010_Derivatives_Net_Member" unitRef="USD" decimals="-6"> 7872000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_30Jun2010_Credit_Risk_Contract_Net_Member" unitRef="USD" decimals="-6"> 8526000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_30Jun2010_Equities_Contract_Net_Member" unitRef="USD" decimals="-6"> -1368000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_30Jun2010_Commodity_Contract_Net_Member" unitRef="USD" decimals="-6"> -271000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_31Dec2010_Interest_Rate_Contract_Net_Member" unitRef="USD" decimals="-6"> 194000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_31Dec2010_Equities_Contract_Net_Member" unitRef="USD" decimals="-6"> -990000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_31Dec2010_Credit_Risk_Contract_Net_Member" unitRef="USD" decimals="-6"> 7040000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_31Dec2010_Foreign_Exchange_Contract_Net_Member" unitRef="USD" decimals="-6"> 1098000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_31Dec2010_Derivatives_Net_Member" unitRef="USD" decimals="-6"> 7562000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_31Dec2010_Commodity_Contract_Net_Member" unitRef="USD" decimals="-6"> 220000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_31Mar2011_Derivatives_Net_Member" unitRef="USD" decimals="-6"> 6803000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_31Mar2011_Foreign_Exchange_Contract_Net_Member" unitRef="USD" decimals="-6"> 1132000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_31Mar2011_Equities_Contract_Net_Member" unitRef="USD" decimals="-6"> -1016000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_31Mar2011_Credit_Risk_Contract_Net_Member" unitRef="USD" decimals="-6"> 6591000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_31Mar2011_Commodity_Contract_Net_Member" unitRef="USD" decimals="-6"> 193000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_31Mar2011_Interest_Rate_Contract_Net_Member" unitRef="USD" decimals="-6"> -97000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_30Jun2011_Commodity_Contract_Net_Member" unitRef="USD" decimals="-6"> 184000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_30Jun2011_Interest_Rate_Contract_Net_Member" unitRef="USD" decimals="-6"> -192000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_30Jun2011_Foreign_Exchange_Contract_Net_Member" unitRef="USD" decimals="-6"> 1123000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_30Jun2011_Equities_Contract_Net_Member" unitRef="USD" decimals="-6"> -903000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_30Jun2011_Credit_Risk_Contract_Net_Member" unitRef="USD" decimals="-6"> 6019000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue contextRef="BalanceAsOf_30Jun2011_Derivatives_Net_Member" unitRef="USD" decimals="-6"> 6231000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisDerivativeContractsNetValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityIssues contextRef="SixMonthsEnded_30Jun2011_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 541000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityIssues>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityIssues contextRef="SixMonthsEnded_30Jun2011_Securities_Sold_Under_Agreements_To_Repurchase_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 194000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityIssues>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityIssues contextRef="SixMonthsEnded_30Jun2011_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 291000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityIssues>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityIssues contextRef="SixMonthsEnded_30Jun2011_Other_Secured_Financings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 274000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityIssues>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityIssues contextRef="ThreeMonthsEnded_30Jun2011_Other_Secured_Financings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 261000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityIssues>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityIssues contextRef="ThreeMonthsEnded_30Jun2011_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 22000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityIssues>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityIssues contextRef="ThreeMonthsEnded_30Jun2011_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 179000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityIssues>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityIssues contextRef="ThreeMonthsEnded_30Jun2011_Securities_Sold_Under_Agreements_To_Repurchase_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 130000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityIssues>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Cash_Instruments_Member" unitRef="USD" decimals="-6"> -132000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Other_Liabilities_And_Accrued_Expenses_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 5000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 67000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 15000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Other_Secured_Financings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 21000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Other_Secured_Financings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 12000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Cash_Instruments_Member" unitRef="USD" decimals="-6"> -112000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Other_Liabilities_And_Accrued_Expenses_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 2000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 2000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 47000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 10000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Cash_Instruments_Member" unitRef="USD" decimals="-6"> -15000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Other_Secured_Financings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 9000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 68000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 1000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 6000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -41000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Other_Secured_Financings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 9000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetRealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -137000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Other_Liabilities_And_Accrued_Expenses_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -47000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -307000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 60000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2010_Other_Secured_Financings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -39000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Other_Secured_Financings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -50000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -224000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 109000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -124000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2010_Other_Liabilities_And_Accrued_Expenses_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 17000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Other_Liabilities_And_Accrued_Expenses_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 303000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 162000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -174000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 67000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings contextRef="SixMonthsEnded_30Jun2011_Other_Secured_Financings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 4000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 95000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 82000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 117000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Other_Liabilities_And_Accrued_Expenses_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 150000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings contextRef="ThreeMonthsEnded_30Jun2011_Other_Secured_Financings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -5000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarnings>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue contextRef="SixMonthsEnded_30Jun2010_Other_Liabilities_And_Accrued_Expenses_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 47000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue contextRef="SixMonthsEnded_30Jun2010_Cash_Instruments_Member" unitRef="USD" decimals="-6"> -60000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue contextRef="SixMonthsEnded_30Jun2010_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 307000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue contextRef="SixMonthsEnded_30Jun2010_Other_Secured_Financings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 39000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue contextRef="SixMonthsEnded_30Jun2010_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 137000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue contextRef="ThreeMonthsEnded_30Jun2010_Other_Secured_Financings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 50000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue contextRef="ThreeMonthsEnded_30Jun2010_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 124000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue contextRef="ThreeMonthsEnded_30Jun2010_Other_Liabilities_And_Accrued_Expenses_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -17000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue contextRef="ThreeMonthsEnded_30Jun2010_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 224000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue contextRef="ThreeMonthsEnded_30Jun2010_Cash_Instruments_Member" unitRef="USD" decimals="-6"> -109000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue contextRef="SixMonthsEnded_30Jun2011_Other_Liabilities_And_Accrued_Expenses_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -303000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue contextRef="SixMonthsEnded_30Jun2011_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 174000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue contextRef="SixMonthsEnded_30Jun2011_Other_Secured_Financings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -4000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue contextRef="SixMonthsEnded_30Jun2011_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -162000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue contextRef="SixMonthsEnded_30Jun2011_Cash_Instruments_Member" unitRef="USD" decimals="-6"> -67000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue contextRef="ThreeMonthsEnded_30Jun2011_Cash_Instruments_Member" unitRef="USD" decimals="-6"> -95000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue contextRef="ThreeMonthsEnded_30Jun2011_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -82000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue contextRef="ThreeMonthsEnded_30Jun2011_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -117000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue contextRef="ThreeMonthsEnded_30Jun2011_Other_Secured_Financings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 5000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue contextRef="ThreeMonthsEnded_30Jun2011_Other_Liabilities_And_Accrued_Expenses_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -150000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityNetUnrealizedGainLossIncludedInEarningsValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityPurchases contextRef="SixMonthsEnded_30Jun2011_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -50000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityPurchases contextRef="SixMonthsEnded_30Jun2011_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -31000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityPurchases contextRef="SixMonthsEnded_30Jun2011_Cash_Instruments_Member" unitRef="USD" decimals="-6"> -193000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityPurchases contextRef="SixMonthsEnded_30Jun2011_Other_Liabilities_And_Accrued_Expenses_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 4337000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityPurchases contextRef="ThreeMonthsEnded_30Jun2011_Cash_Instruments_Member" unitRef="USD" decimals="-6"> -130000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityPurchases contextRef="ThreeMonthsEnded_30Jun2011_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -34000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityPurchases contextRef="ThreeMonthsEnded_30Jun2011_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -23000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilityPurchases>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilitySales contextRef="SixMonthsEnded_30Jun2011_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 325000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilitySales>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilitySales contextRef="ThreeMonthsEnded_30Jun2011_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 201000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilitySales>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilitySettlements contextRef="SixMonthsEnded_30Jun2011_Other_Liabilities_And_Accrued_Expenses_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -105000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilitySettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilitySettlements contextRef="SixMonthsEnded_30Jun2011_Securities_Sold_Under_Agreements_To_Repurchase_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -178000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilitySettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilitySettlements contextRef="SixMonthsEnded_30Jun2011_Cash_Instruments_Member" unitRef="USD" decimals="-6"> -15000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilitySettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilitySettlements contextRef="SixMonthsEnded_30Jun2011_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -666000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilitySettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilitySettlements contextRef="SixMonthsEnded_30Jun2011_Other_Secured_Financings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -3356000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilitySettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilitySettlements contextRef="SixMonthsEnded_30Jun2011_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -73000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilitySettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilitySettlements contextRef="ThreeMonthsEnded_30Jun2011_Other_Liabilities_And_Accrued_Expenses_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -58000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilitySettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilitySettlements contextRef="ThreeMonthsEnded_30Jun2011_Cash_Instruments_Member" unitRef="USD" decimals="-6"> -21000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilitySettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilitySettlements contextRef="ThreeMonthsEnded_30Jun2011_Other_Secured_Financings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -2091000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilitySettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilitySettlements contextRef="ThreeMonthsEnded_30Jun2011_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -2000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilitySettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilitySettlements contextRef="ThreeMonthsEnded_30Jun2011_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -438000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilitySettlements>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_31Dec2009_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 572000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_31Dec2009_Other_Secured_Financings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 6756000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_31Dec2009_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 2310000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_31Dec2009_Securities_Sold_Under_Agreements_To_Repurchase_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 394000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_31Dec2009_Other_Liabilities_And_Accrued_Expenses_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 1913000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_31Dec2009_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 3077000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_31Mar2010_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 2994000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_31Mar2010_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 483000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_31Mar2010_Other_Secured_Financings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 8139000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_31Mar2010_Other_Liabilities_And_Accrued_Expenses_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 2327000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_31Mar2010_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 1715000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_31Mar2010_Securities_Sold_Under_Agreements_To_Repurchase_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 1055000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_30Jun2010_Other_Liabilities_And_Accrued_Expenses_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 2386000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_30Jun2010_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 595000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_30Jun2010_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 1899000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_30Jun2010_Securities_Sold_Under_Agreements_To_Repurchase_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 1419000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_30Jun2010_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 2768000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_30Jun2010_Other_Secured_Financings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 8086000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_31Dec2010_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 3476000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_31Dec2010_Other_Liabilities_And_Accrued_Expenses_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 2409000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_31Dec2010_Securities_Sold_Under_Agreements_To_Repurchase_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 2060000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_31Dec2010_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 446000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_31Dec2010_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 2104000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_31Dec2010_Other_Secured_Financings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 8349000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_31Mar2011_Other_Liabilities_And_Accrued_Expenses_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 6852000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_31Mar2011_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 482000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_31Mar2011_Securities_Sold_Under_Agreements_To_Repurchase_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 1946000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_31Mar2011_Other_Secured_Financings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 7107000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_31Mar2011_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 3209000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_31Mar2011_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 2404000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_30Jun2011_Securities_Sold_Under_Agreements_To_Repurchase_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 2076000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_30Jun2011_Other_Secured_Financings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 5297000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_30Jun2011_Other_Liabilities_And_Accrued_Expenses_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 6944000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_30Jun2011_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 612000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_30Jun2011_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 3101000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue contextRef="BalanceAsOf_30Jun2011_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 2554000000 </gs:FairValueMeasurementWithUnobservableInputsReconciliationsRecurringBasisLiabilityValue>
<gs:FairValueNetAssetLiabilityOfWrittenCreditDerivatives contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> -24952000000 </gs:FairValueNetAssetLiabilityOfWrittenCreditDerivatives>
<gs:FairValueNetAssetLiabilityOfWrittenCreditDerivatives contextRef="BalanceAsOf_31Dec2010_Credit_Spread_On_Underlying_Basis_Points_One_Member" unitRef="USD" decimals="-6"> 17291000000 </gs:FairValueNetAssetLiabilityOfWrittenCreditDerivatives>
<gs:FairValueNetAssetLiabilityOfWrittenCreditDerivatives contextRef="BalanceAsOf_31Dec2010_Credit_Spread_On_Underlying_Basis_Points_Three_Member" unitRef="USD" decimals="-6"> -8685000000 </gs:FairValueNetAssetLiabilityOfWrittenCreditDerivatives>
<gs:FairValueNetAssetLiabilityOfWrittenCreditDerivatives contextRef="BalanceAsOf_31Dec2010_Credit_Spread_On_Underlying_Basis_Points_Four_Member" unitRef="USD" decimals="-6"> -33187000000 </gs:FairValueNetAssetLiabilityOfWrittenCreditDerivatives>
<gs:FairValueNetAssetLiabilityOfWrittenCreditDerivatives contextRef="BalanceAsOf_31Dec2010_Credit_Spread_On_Underlying_Basis_Points_Two_Member" unitRef="USD" decimals="-6"> -371000000 </gs:FairValueNetAssetLiabilityOfWrittenCreditDerivatives>
<gs:FairValueNetAssetLiabilityOfWrittenCreditDerivatives contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> -24447000000 </gs:FairValueNetAssetLiabilityOfWrittenCreditDerivatives>
<gs:FairValueNetAssetLiabilityOfWrittenCreditDerivatives contextRef="BalanceAsOf_30Jun2011_Credit_Spread_On_Underlying_Basis_Points_One_Member" unitRef="USD" decimals="-6"> 16856000000 </gs:FairValueNetAssetLiabilityOfWrittenCreditDerivatives>
<gs:FairValueNetAssetLiabilityOfWrittenCreditDerivatives contextRef="BalanceAsOf_30Jun2011_Credit_Spread_On_Underlying_Basis_Points_Three_Member" unitRef="USD" decimals="-6"> -7254000000 </gs:FairValueNetAssetLiabilityOfWrittenCreditDerivatives>
<gs:FairValueNetAssetLiabilityOfWrittenCreditDerivatives contextRef="BalanceAsOf_30Jun2011_Credit_Spread_On_Underlying_Basis_Points_Four_Member" unitRef="USD" decimals="-6"> -34898000000 </gs:FairValueNetAssetLiabilityOfWrittenCreditDerivatives>
<gs:FairValueNetAssetLiabilityOfWrittenCreditDerivatives contextRef="BalanceAsOf_30Jun2011_Credit_Spread_On_Underlying_Basis_Points_Two_Member" unitRef="USD" decimals="-6"> 849000000 </gs:FairValueNetAssetLiabilityOfWrittenCreditDerivatives>
<gs:FairValueNetDerivativesMeasuredOnRecurringBasisGainLossIncludedInMarketMakingRevenue contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-7"> 2190000000 </gs:FairValueNetDerivativesMeasuredOnRecurringBasisGainLossIncludedInMarketMakingRevenue>
<gs:FairValueNetDerivativesMeasuredOnRecurringBasisGainLossIncludedInMarketMakingRevenue contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 999000000 </gs:FairValueNetDerivativesMeasuredOnRecurringBasisGainLossIncludedInMarketMakingRevenue>
<gs:FairValueNetDerivativesMeasuredOnRecurringBasisGainLossIncludedInMarketMakingRevenue contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> -52000000 </gs:FairValueNetDerivativesMeasuredOnRecurringBasisGainLossIncludedInMarketMakingRevenue>
<gs:FairValueNetDerivativesMeasuredOnRecurringBasisGainLossIncludedInMarketMakingRevenue contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 138000000 </gs:FairValueNetDerivativesMeasuredOnRecurringBasisGainLossIncludedInMarketMakingRevenue>
<gs:FairValueNetDerivativesMeasuredOnRecurringBasisGainLossIncludedInOtherPrincipalTransactionsRevenue contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 263000000 </gs:FairValueNetDerivativesMeasuredOnRecurringBasisGainLossIncludedInOtherPrincipalTransactionsRevenue>
<gs:FairValueNetDerivativesMeasuredOnRecurringBasisGainLossIncludedInOtherPrincipalTransactionsRevenue contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 283000000 </gs:FairValueNetDerivativesMeasuredOnRecurringBasisGainLossIncludedInOtherPrincipalTransactionsRevenue>
<gs:FairValueNetDerivativesMeasuredOnRecurringBasisGainLossIncludedInOtherPrincipalTransactionsRevenue contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 12000000 </gs:FairValueNetDerivativesMeasuredOnRecurringBasisGainLossIncludedInOtherPrincipalTransactionsRevenue>
<gs:FairValueNetDerivativesMeasuredOnRecurringBasisGainLossIncludedInOtherPrincipalTransactionsRevenue contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 158000000 </gs:FairValueNetDerivativesMeasuredOnRecurringBasisGainLossIncludedInOtherPrincipalTransactionsRevenue>
<gs:FairValueOfInvestmentsInFunds contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 16593000000 </gs:FairValueOfInvestmentsInFunds>
<gs:FairValueOfInvestmentsInFunds contextRef="BalanceAsOf_31Dec2010_Private_Equity_Funds_Member" unitRef="USD" decimals="-6"> 7911000000 </gs:FairValueOfInvestmentsInFunds>
<gs:FairValueOfInvestmentsInFunds contextRef="BalanceAsOf_31Dec2010_Real_Estate_And_Other_Funds_Member" unitRef="USD" decimals="-6"> 1246000000 </gs:FairValueOfInvestmentsInFunds>
<gs:FairValueOfInvestmentsInFunds contextRef="BalanceAsOf_31Dec2010_Hedge_Funds_Member" unitRef="USD" decimals="-6"> 3169000000 </gs:FairValueOfInvestmentsInFunds>
<gs:FairValueOfInvestmentsInFunds contextRef="BalanceAsOf_31Dec2010_Private_Debt_Funds_Member" unitRef="USD" decimals="-6"> 4267000000 </gs:FairValueOfInvestmentsInFunds>
<gs:FairValueOfInvestmentsInFunds contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 16896000000 </gs:FairValueOfInvestmentsInFunds>
<gs:FairValueOfInvestmentsInFunds contextRef="BalanceAsOf_30Jun2011_Real_Estate_And_Other_Funds_Member" unitRef="USD" decimals="-6"> 1292000000 </gs:FairValueOfInvestmentsInFunds>
<gs:FairValueOfInvestmentsInFunds contextRef="BalanceAsOf_30Jun2011_Hedge_Funds_Member" unitRef="USD" decimals="-6"> 3213000000 </gs:FairValueOfInvestmentsInFunds>
<gs:FairValueOfInvestmentsInFunds contextRef="BalanceAsOf_30Jun2011_Private_Debt_Funds_Member" unitRef="USD" decimals="-6"> 3884000000 </gs:FairValueOfInvestmentsInFunds>
<gs:FairValueOfInvestmentsInFunds contextRef="BalanceAsOf_30Jun2011_Private_Equity_Funds_Member" unitRef="USD" decimals="-6"> 8507000000 </gs:FairValueOfInvestmentsInFunds>
<gs:FairValueOfPurchasedInterests contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 316000000 </gs:FairValueOfPurchasedInterests>
<gs:FairValueOfPurchasedInterests contextRef="BalanceAsOf_31Dec2010_Commercial_Mortgage_Backed_Securities_Member" unitRef="USD" decimals="-6"> 82000000 </gs:FairValueOfPurchasedInterests>
<gs:FairValueOfPurchasedInterests contextRef="BalanceAsOf_31Dec2010_Asset_Backed_Securities_Member" unitRef="USD" decimals="-6"> 229000000 </gs:FairValueOfPurchasedInterests>
<gs:FairValueOfPurchasedInterests contextRef="BalanceAsOf_31Dec2010_Other_Residential_Mortgage_Backed_Securities_Member" unitRef="USD" decimals="-6"> 5000000 </gs:FairValueOfPurchasedInterests>
<gs:FairValueOfPurchasedInterests contextRef="BalanceAsOf_31Dec2010_Us_Government_Agency_Issued_Collateralized_Mortgage_Obligations_Member" unitRef="USD" decimals="-6"> 0 </gs:FairValueOfPurchasedInterests>
<gs:FairValueOfPurchasedInterests contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 478000000 </gs:FairValueOfPurchasedInterests>
<gs:FairValueOfPurchasedInterests contextRef="BalanceAsOf_30Jun2011_Commercial_Mortgage_Backed_Securities_Member" unitRef="USD" decimals="-6"> 272000000 </gs:FairValueOfPurchasedInterests>
<gs:FairValueOfPurchasedInterests contextRef="BalanceAsOf_30Jun2011_Asset_Backed_Securities_Member" unitRef="USD" decimals="-6"> 201000000 </gs:FairValueOfPurchasedInterests>
<gs:FairValueOfPurchasedInterests contextRef="BalanceAsOf_30Jun2011_Us_Government_Agency_Issued_Collateralized_Mortgage_Obligations_Member" unitRef="USD" decimals="-6"> 0 </gs:FairValueOfPurchasedInterests>
<gs:FairValueOfPurchasedInterests contextRef="BalanceAsOf_30Jun2011_Other_Residential_Mortgage_Backed_Securities_Member" unitRef="USD" decimals="-6"> 5000000 </gs:FairValueOfPurchasedInterests>
<gs:FairValueOfRetainedInterestsRelatedToSecuritizationEntitiesInWhichFirmsOnlyContinuingInvolvementIsRetainedServicing contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 16000000 </gs:FairValueOfRetainedInterestsRelatedToSecuritizationEntitiesInWhichFirmsOnlyContinuingInvolvementIsRetainedServicing>
<gs:FairValueOfRetainedInterestsRelatedToSecuritizationEntitiesInWhichFirmsOnlyContinuingInvolvementIsRetainedServicing contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 16000000 </gs:FairValueOfRetainedInterestsRelatedToSecuritizationEntitiesInWhichFirmsOnlyContinuingInvolvementIsRetainedServicing>
<gs:FairValueOptionAggregateDifferencesPerformingLoansAndLongTermReceivables contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 3090000000 </gs:FairValueOptionAggregateDifferencesPerformingLoansAndLongTermReceivables>
<gs:FairValueOptionAggregateDifferencesPerformingLoansAndLongTermReceivables contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 2923000000 </gs:FairValueOptionAggregateDifferencesPerformingLoansAndLongTermReceivables>
<gs:FairValueOptionOwnCreditRiskGainsLossesOnLiabilitiesExcludingHedges contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 514000000 </gs:FairValueOptionOwnCreditRiskGainsLossesOnLiabilitiesExcludingHedges>
<gs:FairValueOptionOwnCreditRiskGainsLossesOnLiabilitiesExcludingHedges contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 405000000 </gs:FairValueOptionOwnCreditRiskGainsLossesOnLiabilitiesExcludingHedges>
<gs:FairValueOptionOwnCreditRiskGainsLossesOnLiabilitiesExcludingHedges contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 119000000 </gs:FairValueOptionOwnCreditRiskGainsLossesOnLiabilitiesExcludingHedges>
<gs:FairValueOptionOwnCreditRiskGainsLossesOnLiabilitiesExcludingHedges contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 75000000 </gs:FairValueOptionOwnCreditRiskGainsLossesOnLiabilitiesExcludingHedges>
<gs:FairValueOptionOwnCreditRiskGainsLossesOnLiabilitiesIncludingHedges contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 497000000 </gs:FairValueOptionOwnCreditRiskGainsLossesOnLiabilitiesIncludingHedges>
<gs:FairValueOptionOwnCreditRiskGainsLossesOnLiabilitiesIncludingHedges contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 390000000 </gs:FairValueOptionOwnCreditRiskGainsLossesOnLiabilitiesIncludingHedges>
<gs:FairValueOptionOwnCreditRiskGainsLossesOnLiabilitiesIncludingHedges contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 126000000 </gs:FairValueOptionOwnCreditRiskGainsLossesOnLiabilitiesIncludingHedges>
<gs:FairValueOptionOwnCreditRiskGainsLossesOnLiabilitiesIncludingHedges contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 85000000 </gs:FairValueOptionOwnCreditRiskGainsLossesOnLiabilitiesIncludingHedges>
<gs:FairValueOptionUnfundedLendingCommitmentsContractualAmount contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-7"> 51200000000 </gs:FairValueOptionUnfundedLendingCommitmentsContractualAmount>
<gs:FairValueOptionUnfundedLendingCommitmentsContractualAmount contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-7"> 63270000000 </gs:FairValueOptionUnfundedLendingCommitmentsContractualAmount>
<gs:FairValueOptionUnfundedLendingCommitmentsFairValue contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-7"> 1260000000 </gs:FairValueOptionUnfundedLendingCommitmentsFairValue>
<gs:FairValueOptionUnfundedLendingCommitmentsFairValue contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-7"> 1700000000 </gs:FairValueOptionUnfundedLendingCommitmentsFairValue>
<gs:FeesReceivableFromNonConsolidatedInvestmentFunds contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 886000000 </gs:FeesReceivableFromNonConsolidatedInvestmentFunds>
<gs:FeesReceivableFromNonConsolidatedInvestmentFunds contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 698000000 </gs:FeesReceivableFromNonConsolidatedInvestmentFunds>
<gs:FinancialAssetsCollateralizingOtherSecuredFinancingsRelatedToFailedSales contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-7"> 8530000000 </gs:FinancialAssetsCollateralizingOtherSecuredFinancingsRelatedToFailedSales>
<gs:FinancialAssetsCollateralizingOtherSecuredFinancingsRelatedToFailedSales contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-7"> 10150000000 </gs:FinancialAssetsCollateralizingOtherSecuredFinancingsRelatedToFailedSales>
<gs:FinancialInstrumentsOwnedAtFairValuePledgedInConnectionWithRepurchaseAgreementsSecuritiesLendingAgreementsAndOtherSecuredFinancingsToCounterpartiesThatDidNotHaveRightToDeliverOrRepledge contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 112750000000 </gs:FinancialInstrumentsOwnedAtFairValuePledgedInConnectionWithRepurchaseAgreementsSecuritiesLendingAgreementsAndOtherSecuredFinancingsToCounterpartiesThatDidNotHaveRightToDeliverOrRepledge>
<gs:FinancialInstrumentsOwnedAtFairValuePledgedInConnectionWithRepurchaseAgreementsSecuritiesLendingAgreementsAndOtherSecuredFinancingsToCounterpartiesThatDidNotHaveRightToDeliverOrRepledge contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 112430000000 </gs:FinancialInstrumentsOwnedAtFairValuePledgedInConnectionWithRepurchaseAgreementsSecuritiesLendingAgreementsAndOtherSecuredFinancingsToCounterpartiesThatDidNotHaveRightToDeliverOrRepledge>
<gs:FinancialInstrumentsOwnedAtFairValuePledgedInConnectionWithRepurchaseAgreementsSecuritiesLendingAgreementsAndOtherSecuredFinancingsToCounterpartiesThatHadRightToDeliverOrRepledge contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 51010000000 </gs:FinancialInstrumentsOwnedAtFairValuePledgedInConnectionWithRepurchaseAgreementsSecuritiesLendingAgreementsAndOtherSecuredFinancingsToCounterpartiesThatHadRightToDeliverOrRepledge>
<gs:FinancialInstrumentsOwnedAtFairValuePledgedInConnectionWithRepurchaseAgreementsSecuritiesLendingAgreementsAndOtherSecuredFinancingsToCounterpartiesThatHadRightToDeliverOrRepledge contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 57687000000 </gs:FinancialInstrumentsOwnedAtFairValuePledgedInConnectionWithRepurchaseAgreementsSecuritiesLendingAgreementsAndOtherSecuredFinancingsToCounterpartiesThatHadRightToDeliverOrRepledge>
<gs:FixedRateUnsecuredLongTermDebtInterestRatesRangeMaximum contextRef="BalanceAsOf_31Dec2010_U_S_Dollar_Member" unitRef="Pure" decimals="4"> 0.1004 </gs:FixedRateUnsecuredLongTermDebtInterestRatesRangeMaximum>
<gs:FixedRateUnsecuredLongTermDebtInterestRatesRangeMaximum contextRef="BalanceAsOf_31Dec2010_Non_U_S_Dollar_Member" unitRef="Pure" decimals="4"> 0.1485 </gs:FixedRateUnsecuredLongTermDebtInterestRatesRangeMaximum>
<gs:FixedRateUnsecuredLongTermDebtInterestRatesRangeMaximum contextRef="BalanceAsOf_30Jun2011_U_S_Dollar_Member" unitRef="Pure" decimals="4"> 0.1004 </gs:FixedRateUnsecuredLongTermDebtInterestRatesRangeMaximum>
<gs:FixedRateUnsecuredLongTermDebtInterestRatesRangeMaximum contextRef="BalanceAsOf_30Jun2011_Non_U_S_Dollar_Member" unitRef="Pure" decimals="4"> 0.1485 </gs:FixedRateUnsecuredLongTermDebtInterestRatesRangeMaximum>
<gs:FixedRateUnsecuredLongTermDebtInterestRatesRangeMinimum contextRef="BalanceAsOf_31Dec2010_Non_U_S_Dollar_Member" unitRef="Pure" decimals="4"> 0.0085 </gs:FixedRateUnsecuredLongTermDebtInterestRatesRangeMinimum>
<gs:FixedRateUnsecuredLongTermDebtInterestRatesRangeMinimum contextRef="BalanceAsOf_31Dec2010_U_S_Dollar_Member" unitRef="Pure" decimals="4"> 0.0020 </gs:FixedRateUnsecuredLongTermDebtInterestRatesRangeMinimum>
<gs:FixedRateUnsecuredLongTermDebtInterestRatesRangeMinimum contextRef="BalanceAsOf_30Jun2011_Non_U_S_Dollar_Member" unitRef="Pure" decimals="4"> 0.0085 </gs:FixedRateUnsecuredLongTermDebtInterestRatesRangeMinimum>
<gs:FixedRateUnsecuredLongTermDebtInterestRatesRangeMinimum contextRef="BalanceAsOf_30Jun2011_U_S_Dollar_Member" unitRef="Pure" decimals="4"> 0.0010 </gs:FixedRateUnsecuredLongTermDebtInterestRatesRangeMinimum>
<gs:ForeignCurrencyDenominatedDebtDesignatedAsForeignCurrencyHedge contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-7"> 3880000000 </gs:ForeignCurrencyDenominatedDebtDesignatedAsForeignCurrencyHedge>
<gs:ForeignCurrencyDenominatedDebtDesignatedAsForeignCurrencyHedge contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-7"> 2980000000 </gs:ForeignCurrencyDenominatedDebtDesignatedAsForeignCurrencyHedge>
<gs:ForfeitureOfRestrictedStockUnitsAndEmployeeStockOptions contextRef="TwelveMonthsEnded_31Dec2010_Restricted_Stock_Units_And_Employee_Stock_Options_Member" unitRef="USD" decimals="-6"> -149000000 </gs:ForfeitureOfRestrictedStockUnitsAndEmployeeStockOptions>
<gs:ForfeitureOfRestrictedStockUnitsAndEmployeeStockOptions contextRef="SixMonthsEnded_30Jun2011_Restricted_Stock_Units_And_Employee_Stock_Options_Member" unitRef="USD" decimals="-6"> -68000000 </gs:ForfeitureOfRestrictedStockUnitsAndEmployeeStockOptions>
<gs:ForwardStartingRepurchaseAndSecuritiesLendingAgreements contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 12509000000 </gs:ForwardStartingRepurchaseAndSecuritiesLendingAgreements>
<gs:ForwardStartingRepurchaseAndSecuritiesLendingAgreements contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 19180000000 </gs:ForwardStartingRepurchaseAndSecuritiesLendingAgreements>
<gs:ForwardStartingRepurchaseAndSecuritiesLendingAgreements contextRef="BalanceAsOf_30Jun2011_Maturities_Year_Five_And_Thereafter_Member" unitRef="USD" decimals="-6"> 0 </gs:ForwardStartingRepurchaseAndSecuritiesLendingAgreements>
<gs:ForwardStartingRepurchaseAndSecuritiesLendingAgreements contextRef="BalanceAsOf_30Jun2011_Maturities_Year_One_And_Year_Two_Member" unitRef="USD" decimals="-6"> 0 </gs:ForwardStartingRepurchaseAndSecuritiesLendingAgreements>
<gs:ForwardStartingRepurchaseAndSecuritiesLendingAgreements contextRef="BalanceAsOf_30Jun2011_Maturities_Current_Fiscal_Year_Member" unitRef="USD" decimals="-6"> 19180000000 </gs:ForwardStartingRepurchaseAndSecuritiesLendingAgreements>
<gs:ForwardStartingRepurchaseAndSecuritiesLendingAgreements contextRef="BalanceAsOf_30Jun2011_Maturities_Year_Three_And_Year_Four_Member" unitRef="USD" decimals="-6"> 0 </gs:ForwardStartingRepurchaseAndSecuritiesLendingAgreements>
<gs:FutureAmortizationExpenseRemainderOfFiscalYear contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 134000000 </gs:FutureAmortizationExpenseRemainderOfFiscalYear>
<gs:GainLossRecognizedOnForeignCurrencyDenominatedDebtDesignatedAsForeignCurrencyHedge contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> -178000000 </gs:GainLossRecognizedOnForeignCurrencyDenominatedDebtDesignatedAsForeignCurrencyHedge>
<gs:GainLossRecognizedOnForeignCurrencyDenominatedDebtDesignatedAsForeignCurrencyHedge contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> -190000000 </gs:GainLossRecognizedOnForeignCurrencyDenominatedDebtDesignatedAsForeignCurrencyHedge>
<gs:GainLossRecognizedOnForeignCurrencyDenominatedDebtDesignatedAsForeignCurrencyHedge contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> -12000000 </gs:GainLossRecognizedOnForeignCurrencyDenominatedDebtDesignatedAsForeignCurrencyHedge>
<gs:GainLossRecognizedOnForeignCurrencyDenominatedDebtDesignatedAsForeignCurrencyHedge contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> -94000000 </gs:GainLossRecognizedOnForeignCurrencyDenominatedDebtDesignatedAsForeignCurrencyHedge>
<gs:GainLossRecognizedOnHedgedBorrowingsAndBankDeposits contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-7"> -6470000000 </gs:GainLossRecognizedOnHedgedBorrowingsAndBankDeposits>
<gs:GainLossRecognizedOnHedgedBorrowingsAndBankDeposits contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-7"> -5370000000 </gs:GainLossRecognizedOnHedgedBorrowingsAndBankDeposits>
<gs:GainLossRecognizedOnHedgedBorrowingsAndBankDeposits contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 913000000 </gs:GainLossRecognizedOnHedgedBorrowingsAndBankDeposits>
<gs:GainLossRecognizedOnHedgedBorrowingsAndBankDeposits contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-7"> -1250000000 </gs:GainLossRecognizedOnHedgedBorrowingsAndBankDeposits>
<gs:GainsLossesExcludedFromFairValueOption contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> -686000000 </gs:GainsLossesExcludedFromFairValueOption>
<gs:GainsLossesExcludedFromFairValueOption contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> -1158000000 </gs:GainsLossesExcludedFromFairValueOption>
<gs:GainsLossesExcludedFromFairValueOption contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> -1075000000 </gs:GainsLossesExcludedFromFairValueOption>
<gs:GainsLossesExcludedFromFairValueOption contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 429000000 </gs:GainsLossesExcludedFromFairValueOption>
<gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnOtherLiabilitiesAndAccruedExpensesRelatedToSubordinatedLiabilitiesIssuedByConsolidatedVies contextRef="SixMonthsEnded_30Jun2010_Other_Liabilities_And_Accrued_Expenses_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 151000000 </gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnOtherLiabilitiesAndAccruedExpensesRelatedToSubordinatedLiabilitiesIssuedByConsolidatedVies>
<gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnOtherLiabilitiesAndAccruedExpensesRelatedToSubordinatedLiabilitiesIssuedByConsolidatedVies contextRef="ThreeMonthsEnded_30Jun2010_Other_Liabilities_And_Accrued_Expenses_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 44000000 </gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnOtherLiabilitiesAndAccruedExpensesRelatedToSubordinatedLiabilitiesIssuedByConsolidatedVies>
<gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnOtherLiabilitiesAndAccruedExpensesRelatedToSubordinatedLiabilitiesIssuedByConsolidatedVies contextRef="SixMonthsEnded_30Jun2011_Other_Liabilities_And_Accrued_Expenses_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 67000000 </gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnOtherLiabilitiesAndAccruedExpensesRelatedToSubordinatedLiabilitiesIssuedByConsolidatedVies>
<gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnOtherLiabilitiesAndAccruedExpensesRelatedToSubordinatedLiabilitiesIssuedByConsolidatedVies contextRef="ThreeMonthsEnded_30Jun2011_Other_Liabilities_And_Accrued_Expenses_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -20000000 </gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnOtherLiabilitiesAndAccruedExpensesRelatedToSubordinatedLiabilitiesIssuedByConsolidatedVies>
<gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnOtherSecuredFinancingsRelatedToFinancingsRecordedAsResultOfTransactionsThatWereAccountedForAsSecuredFinancingsRatherThanSales contextRef="SixMonthsEnded_30Jun2010_Other_Secured_Financings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -5000000 </gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnOtherSecuredFinancingsRelatedToFinancingsRecordedAsResultOfTransactionsThatWereAccountedForAsSecuredFinancingsRatherThanSales>
<gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnOtherSecuredFinancingsRelatedToFinancingsRecordedAsResultOfTransactionsThatWereAccountedForAsSecuredFinancingsRatherThanSales contextRef="SixMonthsEnded_30Jun2011_Other_Secured_Financings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -925000000 </gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnOtherSecuredFinancingsRelatedToFinancingsRecordedAsResultOfTransactionsThatWereAccountedForAsSecuredFinancingsRatherThanSales>
<gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnOtherSecuredFinancingsRelatedToFinancingsRecordedAsResultOfTransactionsThatWereAccountedForAsSecuredFinancingsRatherThanSales contextRef="ThreeMonthsEnded_30Jun2011_Other_Secured_Financings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -510000000 </gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnOtherSecuredFinancingsRelatedToFinancingsRecordedAsResultOfTransactionsThatWereAccountedForAsSecuredFinancingsRatherThanSales>
<gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnReceivablesFromCustomersAndCounterpartiesRelatedToCertainTransfersAccountedForAsReceivablesRatherThanPurchases contextRef="SixMonthsEnded_30Jun2011_Receivables_From_Customers_And_Counterparties_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 519000000 </gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnReceivablesFromCustomersAndCounterpartiesRelatedToCertainTransfersAccountedForAsReceivablesRatherThanPurchases>
<gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnReceivablesFromCustomersAndCounterpartiesRelatedToCertainTransfersAccountedForAsReceivablesRatherThanPurchases contextRef="ThreeMonthsEnded_30Jun2011_Receivables_From_Customers_And_Counterparties_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 200000000 </gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnReceivablesFromCustomersAndCounterpartiesRelatedToCertainTransfersAccountedForAsReceivablesRatherThanPurchases>
<gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnUnsecuredLongTermBorrowingsRelatedToEmbeddedDerivativeComponentOfHybridFinancialInstruments contextRef="SixMonthsEnded_30Jun2010_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -1591000000 </gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnUnsecuredLongTermBorrowingsRelatedToEmbeddedDerivativeComponentOfHybridFinancialInstruments>
<gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnUnsecuredLongTermBorrowingsRelatedToEmbeddedDerivativeComponentOfHybridFinancialInstruments contextRef="ThreeMonthsEnded_30Jun2010_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -2166000000 </gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnUnsecuredLongTermBorrowingsRelatedToEmbeddedDerivativeComponentOfHybridFinancialInstruments>
<gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnUnsecuredLongTermBorrowingsRelatedToEmbeddedDerivativeComponentOfHybridFinancialInstruments contextRef="SixMonthsEnded_30Jun2011_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -839000000 </gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnUnsecuredLongTermBorrowingsRelatedToEmbeddedDerivativeComponentOfHybridFinancialInstruments>
<gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnUnsecuredLongTermBorrowingsRelatedToEmbeddedDerivativeComponentOfHybridFinancialInstruments contextRef="ThreeMonthsEnded_30Jun2011_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 432000000 </gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnUnsecuredLongTermBorrowingsRelatedToEmbeddedDerivativeComponentOfHybridFinancialInstruments>
<gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnUnsecuredShortTermBorrowingsRelatedToEmbeddedDerivativeComponentOfHybridFinancialInstruments contextRef="SixMonthsEnded_30Jun2010_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 759000000 </gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnUnsecuredShortTermBorrowingsRelatedToEmbeddedDerivativeComponentOfHybridFinancialInstruments>
<gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnUnsecuredShortTermBorrowingsRelatedToEmbeddedDerivativeComponentOfHybridFinancialInstruments contextRef="ThreeMonthsEnded_30Jun2010_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 964000000 </gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnUnsecuredShortTermBorrowingsRelatedToEmbeddedDerivativeComponentOfHybridFinancialInstruments>
<gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnUnsecuredShortTermBorrowingsRelatedToEmbeddedDerivativeComponentOfHybridFinancialInstruments contextRef="SixMonthsEnded_30Jun2011_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 103000000 </gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnUnsecuredShortTermBorrowingsRelatedToEmbeddedDerivativeComponentOfHybridFinancialInstruments>
<gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnUnsecuredShortTermBorrowingsRelatedToEmbeddedDerivativeComponentOfHybridFinancialInstruments contextRef="ThreeMonthsEnded_30Jun2011_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 327000000 </gs:GainsLossesExcludedFromFairValueOptionGainsLossesOnUnsecuredShortTermBorrowingsRelatedToEmbeddedDerivativeComponentOfHybridFinancialInstruments>
<gs:GeographicReportingInformationPercentageOfOperatingIncomeLoss contextRef="SixMonthsEnded_30Jun2010" unitRef="Pure" decimals="INF"> 1 </gs:GeographicReportingInformationPercentageOfOperatingIncomeLoss>
<gs:GeographicReportingInformationPercentageOfOperatingIncomeLoss contextRef="SixMonthsEnded_30Jun2010_Segment_Geographical_Groups_Of_Countries_Group_One_Member" unitRef="Pure" decimals="2"> 0.55 </gs:GeographicReportingInformationPercentageOfOperatingIncomeLoss>
<gs:GeographicReportingInformationPercentageOfOperatingIncomeLoss contextRef="SixMonthsEnded_30Jun2010_Segment_Geographical_Groups_Of_Countries_Group_Two_Member" unitRef="Pure" decimals="2"> 0.26 </gs:GeographicReportingInformationPercentageOfOperatingIncomeLoss>
<gs:GeographicReportingInformationPercentageOfOperatingIncomeLoss contextRef="SixMonthsEnded_30Jun2010_Segment_Geographical_Groups_Of_Countries_Group_Three_Member" unitRef="Pure" decimals="2"> 0.19 </gs:GeographicReportingInformationPercentageOfOperatingIncomeLoss>
<gs:GeographicReportingInformationPercentageOfOperatingIncomeLoss contextRef="ThreeMonthsEnded_30Jun2010" unitRef="Pure" decimals="0"> 1 </gs:GeographicReportingInformationPercentageOfOperatingIncomeLoss>
<gs:GeographicReportingInformationPercentageOfOperatingIncomeLoss contextRef="ThreeMonthsEnded_30Jun2010_Segment_Geographical_Groups_Of_Countries_Group_Three_Member" unitRef="Pure" decimals="2"> 0.36 </gs:GeographicReportingInformationPercentageOfOperatingIncomeLoss>
<gs:GeographicReportingInformationPercentageOfOperatingIncomeLoss contextRef="ThreeMonthsEnded_30Jun2010_Segment_Geographical_Groups_Of_Countries_Group_One_Member" unitRef="Pure" decimals="2"> 0.58 </gs:GeographicReportingInformationPercentageOfOperatingIncomeLoss>
<gs:GeographicReportingInformationPercentageOfOperatingIncomeLoss contextRef="ThreeMonthsEnded_30Jun2010_Segment_Geographical_Groups_Of_Countries_Group_Two_Member" unitRef="Pure" decimals="2"> 0.06 </gs:GeographicReportingInformationPercentageOfOperatingIncomeLoss>
<gs:GeographicReportingInformationPercentageOfOperatingIncomeLoss contextRef="SixMonthsEnded_30Jun2011" unitRef="Pure" decimals="INF"> 1 </gs:GeographicReportingInformationPercentageOfOperatingIncomeLoss>
<gs:GeographicReportingInformationPercentageOfOperatingIncomeLoss contextRef="SixMonthsEnded_30Jun2011_Segment_Geographical_Groups_Of_Countries_Group_Three_Member" unitRef="Pure" decimals="2"> 0.12 </gs:GeographicReportingInformationPercentageOfOperatingIncomeLoss>
<gs:GeographicReportingInformationPercentageOfOperatingIncomeLoss contextRef="SixMonthsEnded_30Jun2011_Segment_Geographical_Groups_Of_Countries_Group_Two_Member" unitRef="Pure" decimals="2"> 0.27 </gs:GeographicReportingInformationPercentageOfOperatingIncomeLoss>
<gs:GeographicReportingInformationPercentageOfOperatingIncomeLoss contextRef="SixMonthsEnded_30Jun2011_Segment_Geographical_Groups_Of_Countries_Group_One_Member" unitRef="Pure" decimals="2"> 0.61 </gs:GeographicReportingInformationPercentageOfOperatingIncomeLoss>
<gs:GeographicReportingInformationPercentageOfOperatingIncomeLoss contextRef="ThreeMonthsEnded_30Jun2011" unitRef="Pure" decimals="0"> 1 </gs:GeographicReportingInformationPercentageOfOperatingIncomeLoss>
<gs:GeographicReportingInformationPercentageOfOperatingIncomeLoss contextRef="ThreeMonthsEnded_30Jun2011_Segment_Geographical_Groups_Of_Countries_Group_Two_Member" unitRef="Pure" decimals="2"> 0.29 </gs:GeographicReportingInformationPercentageOfOperatingIncomeLoss>
<gs:GeographicReportingInformationPercentageOfOperatingIncomeLoss contextRef="ThreeMonthsEnded_30Jun2011_Segment_Geographical_Groups_Of_Countries_Group_One_Member" unitRef="Pure" decimals="2"> 0.73 </gs:GeographicReportingInformationPercentageOfOperatingIncomeLoss>
<gs:GeographicReportingInformationPercentageOfOperatingIncomeLoss contextRef="ThreeMonthsEnded_30Jun2011_Segment_Geographical_Groups_Of_Countries_Group_Three_Member" unitRef="Pure" decimals="2"> -0.02 </gs:GeographicReportingInformationPercentageOfOperatingIncomeLoss>
<gs:GeographicReportingInformationPercentageOfRevenue contextRef="SixMonthsEnded_30Jun2010" unitRef="Pure" decimals="INF"> 1 </gs:GeographicReportingInformationPercentageOfRevenue>
<gs:GeographicReportingInformationPercentageOfRevenue contextRef="SixMonthsEnded_30Jun2010_Segment_Geographical_Groups_Of_Countries_Group_Two_Member" unitRef="Pure" decimals="2"> 0.28 </gs:GeographicReportingInformationPercentageOfRevenue>
<gs:GeographicReportingInformationPercentageOfRevenue contextRef="SixMonthsEnded_30Jun2010_Segment_Geographical_Groups_Of_Countries_Group_Three_Member" unitRef="Pure" decimals="2"> 0.18 </gs:GeographicReportingInformationPercentageOfRevenue>
<gs:GeographicReportingInformationPercentageOfRevenue contextRef="SixMonthsEnded_30Jun2010_Segment_Geographical_Groups_Of_Countries_Group_One_Member" unitRef="Pure" decimals="2"> 0.54 </gs:GeographicReportingInformationPercentageOfRevenue>
<gs:GeographicReportingInformationPercentageOfRevenue contextRef="ThreeMonthsEnded_30Jun2010" unitRef="Pure" decimals="0"> 1 </gs:GeographicReportingInformationPercentageOfRevenue>
<gs:GeographicReportingInformationPercentageOfRevenue contextRef="ThreeMonthsEnded_30Jun2010_Segment_Geographical_Groups_Of_Countries_Group_One_Member" unitRef="Pure" decimals="2"> 0.52 </gs:GeographicReportingInformationPercentageOfRevenue>
<gs:GeographicReportingInformationPercentageOfRevenue contextRef="ThreeMonthsEnded_30Jun2010_Segment_Geographical_Groups_Of_Countries_Group_Two_Member" unitRef="Pure" decimals="2"> 0.24 </gs:GeographicReportingInformationPercentageOfRevenue>
<gs:GeographicReportingInformationPercentageOfRevenue contextRef="ThreeMonthsEnded_30Jun2010_Segment_Geographical_Groups_Of_Countries_Group_Three_Member" unitRef="Pure" decimals="2"> 0.24 </gs:GeographicReportingInformationPercentageOfRevenue>
<gs:GeographicReportingInformationPercentageOfRevenue contextRef="SixMonthsEnded_30Jun2011" unitRef="Pure" decimals="INF"> 1 </gs:GeographicReportingInformationPercentageOfRevenue>
<gs:GeographicReportingInformationPercentageOfRevenue contextRef="SixMonthsEnded_30Jun2011_Segment_Geographical_Groups_Of_Countries_Group_Two_Member" unitRef="Pure" decimals="2"> 0.24 </gs:GeographicReportingInformationPercentageOfRevenue>
<gs:GeographicReportingInformationPercentageOfRevenue contextRef="SixMonthsEnded_30Jun2011_Segment_Geographical_Groups_Of_Countries_Group_Three_Member" unitRef="Pure" decimals="2"> 0.15 </gs:GeographicReportingInformationPercentageOfRevenue>
<gs:GeographicReportingInformationPercentageOfRevenue contextRef="SixMonthsEnded_30Jun2011_Segment_Geographical_Groups_Of_Countries_Group_One_Member" unitRef="Pure" decimals="2"> 0.61 </gs:GeographicReportingInformationPercentageOfRevenue>
<gs:GeographicReportingInformationPercentageOfRevenue contextRef="ThreeMonthsEnded_30Jun2011" unitRef="Pure" decimals="0"> 1 </gs:GeographicReportingInformationPercentageOfRevenue>
<gs:GeographicReportingInformationPercentageOfRevenue contextRef="ThreeMonthsEnded_30Jun2011_Segment_Geographical_Groups_Of_Countries_Group_Two_Member" unitRef="Pure" decimals="2"> 0.24 </gs:GeographicReportingInformationPercentageOfRevenue>
<gs:GeographicReportingInformationPercentageOfRevenue contextRef="ThreeMonthsEnded_30Jun2011_Segment_Geographical_Groups_Of_Countries_Group_One_Member" unitRef="Pure" decimals="2"> 0.66 </gs:GeographicReportingInformationPercentageOfRevenue>
<gs:GeographicReportingInformationPercentageOfRevenue contextRef="ThreeMonthsEnded_30Jun2011_Segment_Geographical_Groups_Of_Countries_Group_Three_Member" unitRef="Pure" decimals="2"> 0.10 </gs:GeographicReportingInformationPercentageOfRevenue>
<gs:GoodwillAndIdentifiableIntangibleAssets contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 5522000000 </gs:GoodwillAndIdentifiableIntangibleAssets>
<gs:GoodwillAndIdentifiableIntangibleAssets contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 5187000000 </gs:GoodwillAndIdentifiableIntangibleAssets>
<gs:GuaranteedMinimumDeathAndIncomeBenefitsReserve contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-7"> 6110000000 </gs:GuaranteedMinimumDeathAndIncomeBenefitsReserve>
<gs:GuaranteedMinimumDeathAndIncomeBenefitsReserve contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-7"> 6190000000 </gs:GuaranteedMinimumDeathAndIncomeBenefitsReserve>
<gs:GuaranteedPerpetualNormalAutomaticPreferredEnhancedCapitalSecuritiesIssuedToThirdParties contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-7"> 2250000000 </gs:GuaranteedPerpetualNormalAutomaticPreferredEnhancedCapitalSecuritiesIssuedToThirdParties>
<gs:GuaranteesAndDerivativeTransactionsWithViesToWhichFirmTransferredAssets contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-7"> 4520000000 </gs:GuaranteesAndDerivativeTransactionsWithViesToWhichFirmTransferredAssets>
<gs:GuaranteesAndDerivativeTransactionsWithViesToWhichFirmTransferredAssets contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-7"> 4100000000 </gs:GuaranteesAndDerivativeTransactionsWithViesToWhichFirmTransferredAssets>
<gs:HybridFinancialInstruments contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 13223000000 </gs:HybridFinancialInstruments>
<gs:HybridFinancialInstruments contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 14456000000 </gs:HybridFinancialInstruments>
<gs:ImpactOfUnvestedShareBasedPaymentAwardsAsSeparateClassOfSecuritiesOnEarningsPerShareBasic contextRef="SixMonthsEnded_30Jun2010" unitRef="USDEPS" decimals="2"> 0.04 </gs:ImpactOfUnvestedShareBasedPaymentAwardsAsSeparateClassOfSecuritiesOnEarningsPerShareBasic>
<gs:ImpactOfUnvestedShareBasedPaymentAwardsAsSeparateClassOfSecuritiesOnEarningsPerShareBasic contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USDEPS" decimals="2"> 0.02 </gs:ImpactOfUnvestedShareBasedPaymentAwardsAsSeparateClassOfSecuritiesOnEarningsPerShareBasic>
<gs:ImpactOfUnvestedShareBasedPaymentAwardsAsSeparateClassOfSecuritiesOnEarningsPerShareBasic contextRef="SixMonthsEnded_30Jun2011" unitRef="USDEPS" decimals="2"> 0.04 </gs:ImpactOfUnvestedShareBasedPaymentAwardsAsSeparateClassOfSecuritiesOnEarningsPerShareBasic>
<gs:ImpactOfUnvestedShareBasedPaymentAwardsAsSeparateClassOfSecuritiesOnEarningsPerShareBasic contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USDEPS" decimals="2"> 0.02 </gs:ImpactOfUnvestedShareBasedPaymentAwardsAsSeparateClassOfSecuritiesOnEarningsPerShareBasic>
<gs:ImpairmentLossesRecognizedOnAssetsHeldForSale contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 220000000 </gs:ImpairmentLossesRecognizedOnAssetsHeldForSale>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 6607000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="SixMonthsEnded_30Jun2010_Segment_Geographical_Groups_Of_Countries_Group_Two_Member" unitRef="USD" decimals="-6"> 1917000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="SixMonthsEnded_30Jun2010_Segment_Geographical_Groups_Of_Countries_Group_One_Member" unitRef="USD" decimals="-6"> 3991000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="SixMonthsEnded_30Jun2010_Investment_Management_Member" unitRef="USD" decimals="-6"> 325000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="SixMonthsEnded_30Jun2010_Institutional_Client_Services_Member" unitRef="USD" decimals="-6"> 4484000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="SixMonthsEnded_30Jun2010_Corporation_Member" unitRef="USD" decimals="-6"> -667000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="SixMonthsEnded_30Jun2010_Investing_And_Lending_Member" unitRef="USD" decimals="-6"> 1914000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="SixMonthsEnded_30Jun2010_Segment_Geographical_Groups_Of_Countries_Group_Three_Member" unitRef="USD" decimals="-6"> 1366000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="SixMonthsEnded_30Jun2010_Investment_Banking_Member" unitRef="USD" decimals="-6"> 551000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 1448000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="ThreeMonthsEnded_30Jun2010_Corporation_Member" unitRef="USD" decimals="-6"> -619000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="ThreeMonthsEnded_30Jun2010_Investing_And_Lending_Member" unitRef="USD" decimals="-6"> 852000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="ThreeMonthsEnded_30Jun2010_Investment_Banking_Member" unitRef="USD" decimals="-6"> 228000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="ThreeMonthsEnded_30Jun2010_Institutional_Client_Services_Member" unitRef="USD" decimals="-6"> 808000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="ThreeMonthsEnded_30Jun2010_Segment_Geographical_Groups_Of_Countries_Group_One_Member" unitRef="USD" decimals="-6"> 1202000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="ThreeMonthsEnded_30Jun2010_Segment_Geographical_Groups_Of_Countries_Group_Three_Member" unitRef="USD" decimals="-6"> 748000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="ThreeMonthsEnded_30Jun2010_Investment_Management_Member" unitRef="USD" decimals="-6"> 179000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="ThreeMonthsEnded_30Jun2010_Segment_Geographical_Groups_Of_Countries_Group_Two_Member" unitRef="USD" decimals="-6"> 117000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 5652000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="SixMonthsEnded_30Jun2011_Segment_Geographical_Groups_Of_Countries_Group_Three_Member" unitRef="USD" decimals="-6"> 700000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="SixMonthsEnded_30Jun2011_Investing_And_Lending_Member" unitRef="USD" decimals="-6"> 1971000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="SixMonthsEnded_30Jun2011_Corporation_Member" unitRef="USD" decimals="-6"> -94000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="SixMonthsEnded_30Jun2011_Segment_Geographical_Groups_Of_Countries_Group_One_Member" unitRef="USD" decimals="-6"> 3475000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="SixMonthsEnded_30Jun2011_Investment_Banking_Member" unitRef="USD" decimals="-6"> 813000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="SixMonthsEnded_30Jun2011_Institutional_Client_Services_Member" unitRef="USD" decimals="-6"> 2538000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="SixMonthsEnded_30Jun2011_Segment_Geographical_Groups_Of_Countries_Group_Two_Member" unitRef="USD" decimals="-6"> 1571000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="SixMonthsEnded_30Jun2011_Investment_Management_Member" unitRef="USD" decimals="-6"> 424000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 1612000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="ThreeMonthsEnded_30Jun2011_Investment_Banking_Member" unitRef="USD" decimals="-6"> 467000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="ThreeMonthsEnded_30Jun2011_Segment_Geographical_Groups_Of_Countries_Group_One_Member" unitRef="USD" decimals="-6"> 1202000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="ThreeMonthsEnded_30Jun2011_Investment_Management_Member" unitRef="USD" decimals="-6"> 218000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="ThreeMonthsEnded_30Jun2011_Segment_Geographical_Groups_Of_Countries_Group_Three_Member" unitRef="USD" decimals="-6"> -28000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="ThreeMonthsEnded_30Jun2011_Institutional_Client_Services_Member" unitRef="USD" decimals="-6"> 475000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="ThreeMonthsEnded_30Jun2011_Investing_And_Lending_Member" unitRef="USD" decimals="-6"> 497000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="ThreeMonthsEnded_30Jun2011_Segment_Geographical_Groups_Of_Countries_Group_Two_Member" unitRef="USD" decimals="-6"> 483000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest contextRef="ThreeMonthsEnded_30Jun2011_Corporation_Member" unitRef="USD" decimals="-6"> -45000000 </gs:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
<gs:IncomeTaxRelatedAssets contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 6239000000 </gs:IncomeTaxRelatedAssets>
<gs:IncomeTaxRelatedAssets contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 4917000000 </gs:IncomeTaxRelatedAssets>
<gs:IncomeTaxRelatedLiabilities contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 2042000000 </gs:IncomeTaxRelatedLiabilities>
<gs:IncomeTaxRelatedLiabilities contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 478000000 </gs:IncomeTaxRelatedLiabilities>
<gs:IncreaseInAssetsUponAdoptionOfAsu200917 contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 3000000000 </gs:IncreaseInAssetsUponAdoptionOfAsu200917>
<gs:IncreaseInCarryingAmountOfUnsecuredLongTermBorrowingsRelatedToFairValueHedges contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-7"> 6230000000 </gs:IncreaseInCarryingAmountOfUnsecuredLongTermBorrowingsRelatedToFairValueHedges>
<gs:IncreaseInCarryingAmountOfUnsecuredLongTermBorrowingsRelatedToFairValueHedgesMaturingAfterYearFive contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-7"> 3690000000 </gs:IncreaseInCarryingAmountOfUnsecuredLongTermBorrowingsRelatedToFairValueHedgesMaturingAfterYearFive>
<gs:IncreaseInCarryingAmountOfUnsecuredLongTermBorrowingsRelatedToFairValueHedgesMaturingInYearFive contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 698000000 </gs:IncreaseInCarryingAmountOfUnsecuredLongTermBorrowingsRelatedToFairValueHedgesMaturingInYearFive>
<gs:IncreaseInCarryingAmountOfUnsecuredLongTermBorrowingsRelatedToFairValueHedgesMaturingInYearFour contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 374000000 </gs:IncreaseInCarryingAmountOfUnsecuredLongTermBorrowingsRelatedToFairValueHedgesMaturingInYearFour>
<gs:IncreaseInCarryingAmountOfUnsecuredLongTermBorrowingsRelatedToFairValueHedgesMaturingInYearOne contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 206000000 </gs:IncreaseInCarryingAmountOfUnsecuredLongTermBorrowingsRelatedToFairValueHedgesMaturingInYearOne>
<gs:IncreaseInCarryingAmountOfUnsecuredLongTermBorrowingsRelatedToFairValueHedgesMaturingInYearThree contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 696000000 </gs:IncreaseInCarryingAmountOfUnsecuredLongTermBorrowingsRelatedToFairValueHedgesMaturingInYearThree>
<gs:IncreaseInCarryingAmountOfUnsecuredLongTermBorrowingsRelatedToFairValueHedgesMaturingInYearTwo contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 563000000 </gs:IncreaseInCarryingAmountOfUnsecuredLongTermBorrowingsRelatedToFairValueHedgesMaturingInYearTwo>
<gs:IncreaseInLiabilitiesUponAdoptionOfAsu200917 contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 3000000000 </gs:IncreaseInLiabilitiesUponAdoptionOfAsu200917>
<gs:InsuranceRelatedLiabilities contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 11381000000 </gs:InsuranceRelatedLiabilities>
<gs:InsuranceRelatedLiabilities contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 15754000000 </gs:InsuranceRelatedLiabilities>
<gs:InterestAndDividendIncomeFinancialInstrumentsOwnedAtFairValue contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 5406000000 </gs:InterestAndDividendIncomeFinancialInstrumentsOwnedAtFairValue>
<gs:InterestAndDividendIncomeFinancialInstrumentsOwnedAtFairValue contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 2785000000 </gs:InterestAndDividendIncomeFinancialInstrumentsOwnedAtFairValue>
<gs:InterestAndDividendIncomeFinancialInstrumentsOwnedAtFairValue contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 5463000000 </gs:InterestAndDividendIncomeFinancialInstrumentsOwnedAtFairValue>
<gs:InterestAndDividendIncomeFinancialInstrumentsOwnedAtFairValue contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 2948000000 </gs:InterestAndDividendIncomeFinancialInstrumentsOwnedAtFairValue>
<gs:InterestExpenseIS contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 3266000000 </gs:InterestExpenseIS>
<gs:InterestExpenseIS contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 1683000000 </gs:InterestExpenseIS>
<gs:InterestExpenseIS contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 4017000000 </gs:InterestExpenseIS>
<gs:InterestExpenseIS contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 2268000000 </gs:InterestExpenseIS>
<gs:InterestExpenseSecuritiesLoanedSecuritiesSoldUnderAgreementsToRepurchase contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 299000000 </gs:InterestExpenseSecuritiesLoanedSecuritiesSoldUnderAgreementsToRepurchase>
<gs:InterestExpenseSecuritiesLoanedSecuritiesSoldUnderAgreementsToRepurchase contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 163000000 </gs:InterestExpenseSecuritiesLoanedSecuritiesSoldUnderAgreementsToRepurchase>
<gs:InterestExpenseSecuritiesLoanedSecuritiesSoldUnderAgreementsToRepurchase contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 437000000 </gs:InterestExpenseSecuritiesLoanedSecuritiesSoldUnderAgreementsToRepurchase>
<gs:InterestExpenseSecuritiesLoanedSecuritiesSoldUnderAgreementsToRepurchase contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 236000000 </gs:InterestExpenseSecuritiesLoanedSecuritiesSoldUnderAgreementsToRepurchase>
<gs:InterestIncome contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 6303000000 </gs:InterestIncome>
<gs:InterestIncome contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 3302000000 </gs:InterestIncome>
<gs:InterestIncome contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 6788000000 </gs:InterestIncome>
<gs:InterestIncome contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 3681000000 </gs:InterestIncome>
<gs:InterestIncomeSecuritiesBorrowedSecuritiesPurchasedUnderAgreementsToResellAndFederalFundsSold contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 215000000 </gs:InterestIncomeSecuritiesBorrowedSecuritiesPurchasedUnderAgreementsToResellAndFederalFundsSold>
<gs:InterestIncomeSecuritiesBorrowedSecuritiesPurchasedUnderAgreementsToResellAndFederalFundsSold contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 136000000 </gs:InterestIncomeSecuritiesBorrowedSecuritiesPurchasedUnderAgreementsToResellAndFederalFundsSold>
<gs:InterestIncomeSecuritiesBorrowedSecuritiesPurchasedUnderAgreementsToResellAndFederalFundsSold contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 402000000 </gs:InterestIncomeSecuritiesBorrowedSecuritiesPurchasedUnderAgreementsToResellAndFederalFundsSold>
<gs:InterestIncomeSecuritiesBorrowedSecuritiesPurchasedUnderAgreementsToResellAndFederalFundsSold contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 233000000 </gs:InterestIncomeSecuritiesBorrowedSecuritiesPurchasedUnderAgreementsToResellAndFederalFundsSold>
<gs:InterestRateJuniorSubordinatedDebenturesIssuedToTrustFixed contextRef="BalanceAsOf_30Jun2011_Capital_I_Member" unitRef="Pure" decimals="5"> 0.06345 </gs:InterestRateJuniorSubordinatedDebenturesIssuedToTrustFixed>
<gs:InterestRateJuniorSubordinatedDebtIssuedToTrustsFixed contextRef="BalanceAsOf_30Jun2011_Capital_I_I_Member" unitRef="Pure" decimals="4"> 0.0559 </gs:InterestRateJuniorSubordinatedDebtIssuedToTrustsFixed>
<gs:InterestRateJuniorSubordinatedDebtIssuedToTrustsFloating contextRef="BalanceAsOf_30Jun2011_Capital_I_I_I_Member"> LIBOR + .0057 </gs:InterestRateJuniorSubordinatedDebtIssuedToTrustsFloating>
<gs:InvestmentBanking contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 2144000000 </gs:InvestmentBanking>
<gs:InvestmentBanking contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 941000000 </gs:InvestmentBanking>
<gs:InvestmentBanking contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 2717000000 </gs:InvestmentBanking>
<gs:InvestmentBanking contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 1448000000 </gs:InvestmentBanking>
<gs:InvestmentCommitments contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 11093000000 </gs:InvestmentCommitments>
<gs:InvestmentCommitments contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 10286000000 </gs:InvestmentCommitments>
<gs:InvestmentCommitments contextRef="BalanceAsOf_30Jun2011_Maturities_Current_Fiscal_Year_Member" unitRef="USD" decimals="-6"> 2339000000 </gs:InvestmentCommitments>
<gs:InvestmentCommitments contextRef="BalanceAsOf_30Jun2011_Maturities_Year_Five_And_Thereafter_Member" unitRef="USD" decimals="-6"> 923000000 </gs:InvestmentCommitments>
<gs:InvestmentCommitments contextRef="BalanceAsOf_30Jun2011_Maturities_Year_Three_And_Year_Four_Member" unitRef="USD" decimals="-6"> 326000000 </gs:InvestmentCommitments>
<gs:InvestmentCommitments contextRef="BalanceAsOf_30Jun2011_Maturities_Year_One_And_Year_Two_Member" unitRef="USD" decimals="-6"> 6698000000 </gs:InvestmentCommitments>
<gs:InvestmentManagement contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 2054000000 </gs:InvestmentManagement>
<gs:InvestmentManagement contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 1046000000 </gs:InvestmentManagement>
<gs:InvestmentManagement contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 2362000000 </gs:InvestmentManagement>
<gs:InvestmentManagement contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 1188000000 </gs:InvestmentManagement>
<gs:IssuanceAndAmortizationOfRestrictedStockUnitsAndEmployeeStockOptions contextRef="TwelveMonthsEnded_31Dec2010_Restricted_Stock_Units_And_Employee_Stock_Options_Member" unitRef="USD" decimals="-6"> 4137000000 </gs:IssuanceAndAmortizationOfRestrictedStockUnitsAndEmployeeStockOptions>
<gs:IssuanceAndAmortizationOfRestrictedStockUnitsAndEmployeeStockOptions contextRef="SixMonthsEnded_30Jun2011_Restricted_Stock_Units_And_Employee_Stock_Options_Member" unitRef="USD" decimals="-6"> 2019000000 </gs:IssuanceAndAmortizationOfRestrictedStockUnitsAndEmployeeStockOptions>
<gs:JuniorSubordinatedLongTermNotesIssuedToTrust contextRef="BalanceAsOf_30Jun2011_Capital_I_Member" unitRef="USD" decimals="-7"> 2840000000 </gs:JuniorSubordinatedLongTermNotesIssuedToTrust>
<gs:JuniorSubordinatedLongTermNotesIssuedToTrusts contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-7"> 2250000000 </gs:JuniorSubordinatedLongTermNotesIssuedToTrusts>
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<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 16067000000 </gs:LiabilitiesFairValueDisclosure>
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<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Commodity_Contract_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Commodities_Investment_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 9000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Securities_Sold_Under_Agreements_To_Repurchase_At_Fair_Value_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
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<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Netting_And_Collateral_Member_Financial_Instruments_Sold_Not_Yet_Purchased_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -17488000000 </gs:LiabilitiesFairValueDisclosure>
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<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Deposits_At_Fair_Value_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_U_S_Treasury_And_Government_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 73000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Deposits_At_Fair_Value_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Equities_And_Convertible_Debentures_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 6000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
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<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Corporate_Debt_Securities_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 26000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Loans_And_Securities_Backed_By_Residential_Real_Estate_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Fair_Value_Inputs_Level3_Member_Financial_Instruments_Sold_Not_Yet_Purchased_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 5656000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Securities_Loaned_At_Fair_Value_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 1514000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 18640000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 3476000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Counterparty_Netting_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
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<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Deposits_At_Fair_Value_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 1975000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Corporate_Debt_Securities_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 60000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Securities_Sold_Under_Agreements_To_Repurchase_At_Fair_Value_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 160285000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Loans_And_Securities_Backed_By_Commercial_Real_Estate_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Fair_Value_Inputs_Level3_Member_Cdos_And_Clos_Backed_By_Corporate_Obligations_Liabilities_Member" unitRef="USD" decimals="-6"> 35000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Gross_Fair_Value_Of_Derivative_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 680942000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Loans_And_Securities_Backed_By_Residential_Real_Estate_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 6000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Credit_Risk_Contract_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Fair_Value_Inputs_Level1_Member_Financial_Instruments_Sold_Not_Yet_Purchased_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 75713000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Securities_Sold_Under_Agreements_To_Repurchase_At_Fair_Value_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 2060000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_U_S_Treasury_And_Government_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 23191000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Other_Secured_Financings_At_Fair_Value_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 23445000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Derivative_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 5210000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Interest_Rate_Contract_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 18000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Derivative_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 66963000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_U_S_Treasury_And_Government_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Equities_And_Convertible_Debentures_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 699000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Loans_And_Securities_Backed_By_Commercial_Real_Estate_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 5000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Equity_Contract_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 2494000000 </gs:LiabilitiesFairValueDisclosure>
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<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Bank_Loans_And_Bridge_Loans_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Foreign_Government_Debt_Securities_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
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<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Foreign_Exchange_Contract_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
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<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Foreign_Exchange_Contract_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 709000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Other_Secured_Financings_At_Fair_Value_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Gross_Fair_Value_Of_Derivative_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 45000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Foreign_Government_Debt_Securities_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 28168000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Fair_Value_Inputs_Level1_Member_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 75668000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Equity_Contract_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 49427000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Loans_And_Securities_Backed_By_Commercial_Real_Estate_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Loans_And_Securities_Backed_By_Residential_Real_Estate_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Equity_Contract_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 27000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Commodities_Investment_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Commodity_Contract_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 1957000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Commodities_Investment_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Other_Secured_Financings_At_Fair_Value_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 8349000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Securities_Loaned_At_Fair_Value_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Other_Liabilities_And_Accrued_Expenses_At_Fair_Value_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 563000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Fair_Value_Inputs_Level2_Member_Financial_Instruments_Sold_Not_Yet_Purchased_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 76836000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Securities_Loaned_At_Fair_Value_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010_Gross_Fair_Value_Of_Derivative_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 10016000000 </gs:LiabilitiesFairValueDisclosure>
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<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Credit_Risk_Contract_Member" unitRef="USD" decimals="-6"> 100329000000 </gs:LiabilitiesFairValueDisclosure>
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<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Equity_Contract_Member" unitRef="USD" decimals="-6"> 51807000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Loans_And_Securities_Backed_By_Residential_Real_Estate_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
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<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Loans_And_Securities_Backed_By_Residential_Real_Estate_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 8000000 </gs:LiabilitiesFairValueDisclosure>
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<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Other_Liabilities_And_Accrued_Expenses_At_Fair_Value_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 6944000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Loans_And_Securities_Backed_By_Residential_Real_Estate_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 4000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Derivative_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 5291000000 </gs:LiabilitiesFairValueDisclosure>
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<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Fair_Value_Inputs_Level1_Member_Financial_Instruments_Sold_Not_Yet_Purchased_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 89291000000 </gs:LiabilitiesFairValueDisclosure>
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<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Fair_Value_Inputs_Level3_Member_Securities_Loaned_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Fair_Value_Inputs_Level2_Member_Financial_Instruments_Sold_Not_Yet_Purchased_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 72042000000 </gs:LiabilitiesFairValueDisclosure>
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<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Fair_Value_Inputs_Level2_Member_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 12304000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Interest_Rate_Contract_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 273000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Fair_Value_Inputs_Level3_Member_U_S_Treasury_And_Government_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Counterparty_Netting_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> -4289000000 </gs:LiabilitiesFairValueDisclosure>
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<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Gross_Fair_Value_Of_Derivative_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 60000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Bank_Loans_And_Bridge_Loans_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 583000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Bank_Loans_And_Bridge_Loans_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 1240000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Fair_Value_Inputs_Level1_Member_Other_Secured_Financings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Equities_And_Convertible_Debentures_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 819000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Commodity_Contract_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 1572000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Fair_Value_Inputs_Level1_Member_Other_Liabilities_And_Accrued_Expenses_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Other_Debt_Securities_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Fair_Value_Inputs_Level2_Member_U_S_Treasury_And_Government_Member" unitRef="USD" decimals="-6"> 198000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Derivative_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 60000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Fair_Value_Inputs_Level3_Member_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 612000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Fair_Value_Inputs_Level3_Member_Cdos_And_Clos_Backed_By_Corporate_Obligations_Liabilities_Member" unitRef="USD" decimals="-6"> 14000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Fair_Value_Inputs_Level1_Member_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
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<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Foreign_Government_Debt_Securities_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
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<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 3101000000 </gs:LiabilitiesFairValueDisclosure>
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<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Foreign_Exchange_Contract_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
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<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Other_Secured_Financings_At_Fair_Value_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 5297000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Other_Debt_Securities_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 4000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Commodities_Investment_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 8000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Foreign_Exchange_Contract_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 967000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Other_Secured_Financings_At_Fair_Value_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 21151000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Credit_Risk_Contract_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 4192000000 </gs:LiabilitiesFairValueDisclosure>
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<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Gross_Fair_Value_Of_Derivative_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 9580000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Fair_Value_Inputs_Level1_Member_U_S_Treasury_And_Government_Member" unitRef="USD" decimals="-6"> 29194000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Commodity_Contract_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Fair_Value_Inputs_Level1_Member_Deposits_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Interest_Rate_Contract_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 388437000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 17576000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Corporate_Debt_Securities_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 78000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 2554000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Commodities_Investment_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Netting_And_Collateral_Member_Financial_Instruments_Sold_Not_Yet_Purchased_At_Fair_Value_Member" unitRef="USD" decimals="-6"> -17597000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Other_Debt_Securities_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Securities_Loaned_At_Fair_Value_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 4839000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Fair_Value_Inputs_Level1_Member_Cash_Instruments_Member" unitRef="USD" decimals="-6"> 89231000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Fair_Value_Inputs_Level1_Member_Securities_Loaned_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Fair_Value_Inputs_Level3_Member_Financial_Instruments_Sold_Not_Yet_Purchased_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 5903000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Equities_And_Convertible_Debentures_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 32196000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Foreign_Government_Debt_Securities_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 859000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Fair_Value_Inputs_Level1_Member_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Securities_Sold_Under_Agreements_To_Repurchase_At_Fair_Value_Member_Fair_Value_Inputs_Level3_Member" unitRef="USD" decimals="-6"> 2076000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Equity_Contract_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 19000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Credit_Risk_Contract_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Commodities_Investment_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Unsecured_Short_Term_Borrowings_Including_Current_Portion_Of_Unsecured_Long_Term_Borrowings_At_Fair_Value_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 19233000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Corporate_Debt_Securities_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 9168000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Fair_Value_Inputs_Level1_Member_Securities_Sold_Under_Agreements_To_Repurchase_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Other_Liabilities_And_Accrued_Expenses_At_Fair_Value_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 543000000 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Fair_Value_Inputs_Level3_Member_Deposits_At_Fair_Value_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Counterparty_Netting_Member_Fair_Value_Inputs_Level1_Member" unitRef="USD" decimals="-6"> 0 </gs:LiabilitiesFairValueDisclosure>
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<gs:LiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011_Securities_Sold_Under_Agreements_To_Repurchase_At_Fair_Value_Member_Fair_Value_Inputs_Level2_Member" unitRef="USD" decimals="-6"> 153374000000 </gs:LiabilitiesFairValueDisclosure>
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<gs:LongTermSubordinatedDebt contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 16874000000 </gs:LongTermSubordinatedDebt>
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<gs:MarketMaking contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 2850000000 </gs:MarketMaking>
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<gs:MarketMaking contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 1736000000 </gs:MarketMaking>
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<gs:MaturityDateOfJuniorSubordinatedDebtIssuedToTrusts contextRef="BalanceAsOf_30Jun2011_Capital_I_I_I_Member"> 2043-09-01 </gs:MaturityDateOfJuniorSubordinatedDebtIssuedToTrusts>
<gs:MaximumExposureToAdverseChangesInValueOfRetainedInterestsRelatingToOtherAssetBackedSecurities contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 62000000 </gs:MaximumExposureToAdverseChangesInValueOfRetainedInterestsRelatingToOtherAssetBackedSecurities>
<gs:MaximumExposureToAdverseChangesInValueOfRetainedInterestsRelatingToOtherAssetBackedSecurities contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 61000000 </gs:MaximumExposureToAdverseChangesInValueOfRetainedInterestsRelatingToOtherAssetBackedSecurities>
<gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 2190000000000 </gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives>
<gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives contextRef="BalanceAsOf_31Dec2010_Offsetting_Purchased_Credit_Derivatives_Member" unitRef="USD" decimals="-6"> 1875690000000 </gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives>
<gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives contextRef="BalanceAsOf_31Dec2010_Other_Purchased_Credit_Derivatives_Member" unitRef="USD" decimals="-6"> 311700000000 </gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives>
<gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives contextRef="BalanceAsOf_31Dec2010_Credit_Spread_On_Underlying_Basis_Points_Two_Member_Other_Purchased_Credit_Derivatives_Member" unitRef="USD" decimals="-6"> 36713000000 </gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives>
<gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives contextRef="BalanceAsOf_31Dec2010_Credit_Spread_On_Underlying_Basis_Points_Four_Member_Offsetting_Purchased_Credit_Derivatives_Member" unitRef="USD" decimals="-6"> 70945000000 </gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives>
<gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives contextRef="BalanceAsOf_31Dec2010_Credit_Spread_On_Underlying_Basis_Points_Three_Member_Other_Purchased_Credit_Derivatives_Member" unitRef="USD" decimals="-6"> 18686000000 </gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives>
<gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives contextRef="BalanceAsOf_31Dec2010_Credit_Spread_On_Underlying_Basis_Points_Three_Member_Offsetting_Purchased_Credit_Derivatives_Member" unitRef="USD" decimals="-6"> 110019000000 </gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives>
<gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives contextRef="BalanceAsOf_31Dec2010_Credit_Spread_On_Underlying_Basis_Points_Four_Member_Other_Purchased_Credit_Derivatives_Member" unitRef="USD" decimals="-6"> 23795000000 </gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives>
<gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives contextRef="BalanceAsOf_31Dec2010_Credit_Spread_On_Underlying_Basis_Points_One_Member_Other_Purchased_Credit_Derivatives_Member" unitRef="USD" decimals="-6"> 232506000000 </gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives>
<gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives contextRef="BalanceAsOf_31Dec2010_Credit_Spread_On_Underlying_Basis_Points_Two_Member_Offsetting_Purchased_Credit_Derivatives_Member" unitRef="USD" decimals="-6"> 183613000000 </gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives>
<gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives contextRef="BalanceAsOf_31Dec2010_Credit_Spread_On_Underlying_Basis_Points_One_Member_Offsetting_Purchased_Credit_Derivatives_Member" unitRef="USD" decimals="-6"> 1511113000000 </gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives>
<gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 2220000000000 </gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives>
<gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives contextRef="BalanceAsOf_30Jun2011_Offsetting_Purchased_Credit_Derivatives_Member" unitRef="USD" decimals="-6"> 1900624000000 </gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives>
<gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives contextRef="BalanceAsOf_30Jun2011_Other_Purchased_Credit_Derivatives_Member" unitRef="USD" decimals="-6"> 322027000000 </gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives>
<gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives contextRef="BalanceAsOf_30Jun2011_Credit_Spread_On_Underlying_Basis_Points_One_Member_Other_Purchased_Credit_Derivatives_Member" unitRef="USD" decimals="-6"> 250334000000 </gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives>
<gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives contextRef="BalanceAsOf_30Jun2011_Other_Purchased_Credit_Derivatives_Member_Credit_Spread_On_Underlying_Basis_Points_Two_Member" unitRef="USD" decimals="-6"> 34221000000 </gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives>
<gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives contextRef="BalanceAsOf_30Jun2011_Credit_Spread_On_Underlying_Basis_Points_Three_Member_Other_Purchased_Credit_Derivatives_Member" unitRef="USD" decimals="-6"> 18577000000 </gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives>
<gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives contextRef="BalanceAsOf_30Jun2011_Credit_Spread_On_Underlying_Basis_Points_Four_Member_Other_Purchased_Credit_Derivatives_Member" unitRef="USD" decimals="-6"> 18895000000 </gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives>
<gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives contextRef="BalanceAsOf_30Jun2011_Credit_Spread_On_Underlying_Basis_Points_Three_Member_Offsetting_Purchased_Credit_Derivatives_Member" unitRef="USD" decimals="-6"> 103322000000 </gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives>
<gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives contextRef="BalanceAsOf_30Jun2011_Credit_Spread_On_Underlying_Basis_Points_One_Member_Offsetting_Purchased_Credit_Derivatives_Member" unitRef="USD" decimals="-6"> 1544169000000 </gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives>
<gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives contextRef="BalanceAsOf_30Jun2011_Credit_Spread_On_Underlying_Basis_Points_Two_Member_Offsetting_Purchased_Credit_Derivatives_Member" unitRef="USD" decimals="-6"> 177754000000 </gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives>
<gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives contextRef="BalanceAsOf_30Jun2011_Credit_Spread_On_Underlying_Basis_Points_Four_Member_Offsetting_Purchased_Credit_Derivatives_Member" unitRef="USD" decimals="-6"> 75379000000 </gs:MaximumPayoutNotionalAmountOfPurchasedCreditDerivatives>
<gs:MaximumProtectionOfFirstLossOnLoanCommitments contextRef="BalanceAsOf_30Jun2011"> approximately $950 million </gs:MaximumProtectionOfFirstLossOnLoanCommitments>
<gs:MaximumProtectionOnAdditionalLossesOnLoanCommitments contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-7"> 1130000000 </gs:MaximumProtectionOnAdditionalLossesOnLoanCommitments>
<gs:MinimumTentativeNetCapitalRequiredToBeMaintainedOrMustNotifyAuthority contextRef="BalanceAsOf_30Jun2011_Subsidiary_Two_Member" unitRef="USD" decimals="-9"> 5000000000 </gs:MinimumTentativeNetCapitalRequiredToBeMaintainedOrMustNotifyAuthority>
<gs:MinimumTierOneLeverageRatioForBankHoldingCompaniesWithHighestSupervisoryRating contextRef="BalanceAsOf_30Jun2011" unitRef="Pure" decimals="2"> 0.03 </gs:MinimumTierOneLeverageRatioForBankHoldingCompaniesWithHighestSupervisoryRating>
<gs:MinimumTierOneLeverageRatioForOtherBankHoldingCompanies contextRef="BalanceAsOf_30Jun2011" unitRef="Pure" decimals="2"> 0.04 </gs:MinimumTierOneLeverageRatioForOtherBankHoldingCompanies>
<gs:MoneyMarketInstrumentsToSupportCreditExtensionProgram contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-7"> 4060000000 </gs:MoneyMarketInstrumentsToSupportCreditExtensionProgram>
<gs:NetAmountAtRiskRepresentingGuaranteedMinimumDeathAndIncomeBenefitsInExcessOfContractHolderAccountBalances contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-7"> 1600000000 </gs:NetAmountAtRiskRepresentingGuaranteedMinimumDeathAndIncomeBenefitsInExcessOfContractHolderAccountBalances>
<gs:NetAmountAtRiskRepresentingGuaranteedMinimumDeathAndIncomeBenefitsInExcessOfContractHolderAccountBalances contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-7"> 1290000000 </gs:NetAmountAtRiskRepresentingGuaranteedMinimumDeathAndIncomeBenefitsInExcessOfContractHolderAccountBalances>
<gs:NetInterestIncomeExpense contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 3037000000 </gs:NetInterestIncomeExpense>
<gs:NetInterestIncomeExpense contextRef="SixMonthsEnded_30Jun2010_Institutional_Client_Services_Member" unitRef="USD" decimals="-6"> 2468000000 </gs:NetInterestIncomeExpense>
<gs:NetInterestIncomeExpense contextRef="SixMonthsEnded_30Jun2010_Investing_And_Lending_Member" unitRef="USD" decimals="-6"> 468000000 </gs:NetInterestIncomeExpense>
<gs:NetInterestIncomeExpense contextRef="SixMonthsEnded_30Jun2010_Investment_Management_Member" unitRef="USD" decimals="-6"> 101000000 </gs:NetInterestIncomeExpense>
<gs:NetInterestIncomeExpense contextRef="SixMonthsEnded_30Jun2010_Investment_Banking_Member" unitRef="USD" decimals="-6"> 0 </gs:NetInterestIncomeExpense>
<gs:NetInterestIncomeExpense contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 1619000000 </gs:NetInterestIncomeExpense>
<gs:NetInterestIncomeExpense contextRef="ThreeMonthsEnded_30Jun2010_Investing_And_Lending_Member" unitRef="USD" decimals="-6"> 379000000 </gs:NetInterestIncomeExpense>
<gs:NetInterestIncomeExpense contextRef="ThreeMonthsEnded_30Jun2010_Investment_Banking_Member" unitRef="USD" decimals="-6"> 0 </gs:NetInterestIncomeExpense>
<gs:NetInterestIncomeExpense contextRef="ThreeMonthsEnded_30Jun2010_Investment_Management_Member" unitRef="USD" decimals="-6"> 50000000 </gs:NetInterestIncomeExpense>
<gs:NetInterestIncomeExpense contextRef="ThreeMonthsEnded_30Jun2010_Institutional_Client_Services_Member" unitRef="USD" decimals="-6"> 1190000000 </gs:NetInterestIncomeExpense>
<gs:NetInterestIncomeExpense contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 2771000000 </gs:NetInterestIncomeExpense>
<gs:NetInterestIncomeExpense contextRef="SixMonthsEnded_30Jun2011_Investing_And_Lending_Member" unitRef="USD" decimals="-6"> 535000000 </gs:NetInterestIncomeExpense>
<gs:NetInterestIncomeExpense contextRef="SixMonthsEnded_30Jun2011_Institutional_Client_Services_Member" unitRef="USD" decimals="-6"> 2132000000 </gs:NetInterestIncomeExpense>
<gs:NetInterestIncomeExpense contextRef="SixMonthsEnded_30Jun2011_Investment_Banking_Member" unitRef="USD" decimals="-6"> 0 </gs:NetInterestIncomeExpense>
<gs:NetInterestIncomeExpense contextRef="SixMonthsEnded_30Jun2011_Investment_Management_Member" unitRef="USD" decimals="-6"> 104000000 </gs:NetInterestIncomeExpense>
<gs:NetInterestIncomeExpense contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 1413000000 </gs:NetInterestIncomeExpense>
<gs:NetInterestIncomeExpense contextRef="ThreeMonthsEnded_30Jun2011_Investing_And_Lending_Member" unitRef="USD" decimals="-6"> 442000000 </gs:NetInterestIncomeExpense>
<gs:NetInterestIncomeExpense contextRef="ThreeMonthsEnded_30Jun2011_Investment_Management_Member" unitRef="USD" decimals="-6"> 53000000 </gs:NetInterestIncomeExpense>
<gs:NetInterestIncomeExpense contextRef="ThreeMonthsEnded_30Jun2011_Investment_Banking_Member" unitRef="USD" decimals="-6"> 0 </gs:NetInterestIncomeExpense>
<gs:NetInterestIncomeExpense contextRef="ThreeMonthsEnded_30Jun2011_Institutional_Client_Services_Member" unitRef="USD" decimals="-6"> 918000000 </gs:NetInterestIncomeExpense>
<gs:NetLiabilityRelatedToOtherContinuingInvolvement contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 98000000 </gs:NetLiabilityRelatedToOtherContinuingInvolvement>
<gs:NetLiabilityRelatedToOtherContinuingInvolvement contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 85000000 </gs:NetLiabilityRelatedToOtherContinuingInvolvement>
<gs:NetPayablesToCustomersAndCounterparties contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 3263000000 </gs:NetPayablesToCustomersAndCounterparties>
<gs:NetPayablesToCustomersAndCounterparties contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 3884000000 </gs:NetPayablesToCustomersAndCounterparties>
<gs:NetPurchasedProtectionNotionalValueOfCreditDerivatives contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-7"> 140630000000 </gs:NetPurchasedProtectionNotionalValueOfCreditDerivatives>
<gs:NetPurchasedProtectionNotionalValueOfCreditDerivatives contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-7"> 140510000000 </gs:NetPurchasedProtectionNotionalValueOfCreditDerivatives>
<gs:NetReceivablesFromBrokersDealersAndClearingOrganizations contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> -1336000000 </gs:NetReceivablesFromBrokersDealersAndClearingOrganizations>
<gs:NetReceivablesFromBrokersDealersAndClearingOrganizations contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> -3170000000 </gs:NetReceivablesFromBrokersDealersAndClearingOrganizations>
<gs:NetRevenuesIncludingNetInterestIncome contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 21616000000 </gs:NetRevenuesIncludingNetInterestIncome>
<gs:NetRevenuesIncludingNetInterestIncome contextRef="SixMonthsEnded_30Jun2010_Segment_Geographical_Groups_Of_Countries_Group_Three_Member" unitRef="USD" decimals="-6"> 3859000000 </gs:NetRevenuesIncludingNetInterestIncome>
<gs:NetRevenuesIncludingNetInterestIncome contextRef="SixMonthsEnded_30Jun2010_Investment_Management_Member" unitRef="USD" decimals="-6"> 2228000000 </gs:NetRevenuesIncludingNetInterestIncome>
<gs:NetRevenuesIncludingNetInterestIncome contextRef="SixMonthsEnded_30Jun2010_Investment_Banking_Member" unitRef="USD" decimals="-6"> 2144000000 </gs:NetRevenuesIncludingNetInterestIncome>
<gs:NetRevenuesIncludingNetInterestIncome contextRef="SixMonthsEnded_30Jun2010_Segment_Geographical_Groups_Of_Countries_Group_Two_Member" unitRef="USD" decimals="-6"> 6051000000 </gs:NetRevenuesIncludingNetInterestIncome>
<gs:NetRevenuesIncludingNetInterestIncome contextRef="SixMonthsEnded_30Jun2010_Investing_And_Lending_Member" unitRef="USD" decimals="-6"> 3756000000 </gs:NetRevenuesIncludingNetInterestIncome>
<gs:NetRevenuesIncludingNetInterestIncome contextRef="SixMonthsEnded_30Jun2010_Segment_Geographical_Groups_Of_Countries_Group_One_Member" unitRef="USD" decimals="-6"> 11706000000 </gs:NetRevenuesIncludingNetInterestIncome>
<gs:NetRevenuesIncludingNetInterestIncome contextRef="SixMonthsEnded_30Jun2010_Institutional_Client_Services_Member" unitRef="USD" decimals="-6"> 13488000000 </gs:NetRevenuesIncludingNetInterestIncome>
<gs:NetRevenuesIncludingNetInterestIncome contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 8841000000 </gs:NetRevenuesIncludingNetInterestIncome>
<gs:NetRevenuesIncludingNetInterestIncome contextRef="ThreeMonthsEnded_30Jun2010_Institutional_Client_Services_Member" unitRef="USD" decimals="-6"> 4981000000 </gs:NetRevenuesIncludingNetInterestIncome>
<gs:NetRevenuesIncludingNetInterestIncome contextRef="ThreeMonthsEnded_30Jun2010_Investing_And_Lending_Member" unitRef="USD" decimals="-6"> 1786000000 </gs:NetRevenuesIncludingNetInterestIncome>
<gs:NetRevenuesIncludingNetInterestIncome contextRef="ThreeMonthsEnded_30Jun2010_Segment_Geographical_Groups_Of_Countries_Group_Two_Member" unitRef="USD" decimals="-6"> 2146000000 </gs:NetRevenuesIncludingNetInterestIncome>
<gs:NetRevenuesIncludingNetInterestIncome contextRef="ThreeMonthsEnded_30Jun2010_Investment_Banking_Member" unitRef="USD" decimals="-6"> 941000000 </gs:NetRevenuesIncludingNetInterestIncome>
<gs:NetRevenuesIncludingNetInterestIncome contextRef="ThreeMonthsEnded_30Jun2010_Segment_Geographical_Groups_Of_Countries_Group_One_Member" unitRef="USD" decimals="-6"> 4575000000 </gs:NetRevenuesIncludingNetInterestIncome>
<gs:NetRevenuesIncludingNetInterestIncome contextRef="ThreeMonthsEnded_30Jun2010_Segment_Geographical_Groups_Of_Countries_Group_Three_Member" unitRef="USD" decimals="-6"> 2120000000 </gs:NetRevenuesIncludingNetInterestIncome>
<gs:NetRevenuesIncludingNetInterestIncome contextRef="ThreeMonthsEnded_30Jun2010_Investment_Management_Member" unitRef="USD" decimals="-6"> 1133000000 </gs:NetRevenuesIncludingNetInterestIncome>
<gs:NetRevenuesIncludingNetInterestIncome contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 19175000000 </gs:NetRevenuesIncludingNetInterestIncome>
<gs:NetRevenuesIncludingNetInterestIncome contextRef="SixMonthsEnded_30Jun2011_Segment_Geographical_Groups_Of_Countries_Group_Two_Member" unitRef="USD" decimals="-6"> 4625000000 </gs:NetRevenuesIncludingNetInterestIncome>
<gs:NetRevenuesIncludingNetInterestIncome contextRef="SixMonthsEnded_30Jun2011_Institutional_Client_Services_Member" unitRef="USD" decimals="-6"> 10162000000 </gs:NetRevenuesIncludingNetInterestIncome>
<gs:NetRevenuesIncludingNetInterestIncome contextRef="SixMonthsEnded_30Jun2011_Segment_Geographical_Groups_Of_Countries_Group_Three_Member" unitRef="USD" decimals="-6"> 2886000000 </gs:NetRevenuesIncludingNetInterestIncome>
<gs:NetRevenuesIncludingNetInterestIncome contextRef="SixMonthsEnded_30Jun2011_Investing_And_Lending_Member" unitRef="USD" decimals="-6"> 3749000000 </gs:NetRevenuesIncludingNetInterestIncome>
<gs:NetRevenuesIncludingNetInterestIncome contextRef="SixMonthsEnded_30Jun2011_Investment_Management_Member" unitRef="USD" decimals="-6"> 2547000000 </gs:NetRevenuesIncludingNetInterestIncome>
<gs:NetRevenuesIncludingNetInterestIncome contextRef="SixMonthsEnded_30Jun2011_Investment_Banking_Member" unitRef="USD" decimals="-6"> 2717000000 </gs:NetRevenuesIncludingNetInterestIncome>
<gs:NetRevenuesIncludingNetInterestIncome contextRef="SixMonthsEnded_30Jun2011_Segment_Geographical_Groups_Of_Countries_Group_One_Member" unitRef="USD" decimals="-6"> 11664000000 </gs:NetRevenuesIncludingNetInterestIncome>
<gs:NetRevenuesIncludingNetInterestIncome contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 7281000000 </gs:NetRevenuesIncludingNetInterestIncome>
<gs:NetRevenuesIncludingNetInterestIncome contextRef="ThreeMonthsEnded_30Jun2011_Segment_Geographical_Groups_Of_Countries_Group_Two_Member" unitRef="USD" decimals="-6"> 1751000000 </gs:NetRevenuesIncludingNetInterestIncome>
<gs:NetRevenuesIncludingNetInterestIncome contextRef="ThreeMonthsEnded_30Jun2011_Institutional_Client_Services_Member" unitRef="USD" decimals="-6"> 3515000000 </gs:NetRevenuesIncludingNetInterestIncome>
<gs:NetRevenuesIncludingNetInterestIncome contextRef="ThreeMonthsEnded_30Jun2011_Segment_Geographical_Groups_Of_Countries_Group_Three_Member" unitRef="USD" decimals="-6"> 705000000 </gs:NetRevenuesIncludingNetInterestIncome>
<gs:NetRevenuesIncludingNetInterestIncome contextRef="ThreeMonthsEnded_30Jun2011_Investment_Banking_Member" unitRef="USD" decimals="-6"> 1448000000 </gs:NetRevenuesIncludingNetInterestIncome>
<gs:NetRevenuesIncludingNetInterestIncome contextRef="ThreeMonthsEnded_30Jun2011_Segment_Geographical_Groups_Of_Countries_Group_One_Member" unitRef="USD" decimals="-6"> 4825000000 </gs:NetRevenuesIncludingNetInterestIncome>
<gs:NetRevenuesIncludingNetInterestIncome contextRef="ThreeMonthsEnded_30Jun2011_Investing_And_Lending_Member" unitRef="USD" decimals="-6"> 1044000000 </gs:NetRevenuesIncludingNetInterestIncome>
<gs:NetRevenuesIncludingNetInterestIncome contextRef="ThreeMonthsEnded_30Jun2011_Investment_Management_Member" unitRef="USD" decimals="-6"> 1274000000 </gs:NetRevenuesIncludingNetInterestIncome>
<gs:NonCompensationExpenses contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 5114000000 </gs:NonCompensationExpenses>
<gs:NonCompensationExpenses contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 2991000000 </gs:NonCompensationExpenses>
<gs:NonCompensationExpenses contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 5086000000 </gs:NonCompensationExpenses>
<gs:NonCompensationExpenses contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 2465000000 </gs:NonCompensationExpenses>
<gs:NoncontrollingInterests contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 872000000 </gs:NoncontrollingInterests>
<gs:NoncontrollingInterests contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 1192000000 </gs:NoncontrollingInterests>
<gs:NoncontrollingInterestsRelatedToConsolidatedInvestmentFunds contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 593000000 </gs:NoncontrollingInterestsRelatedToConsolidatedInvestmentFunds>
<gs:NoncontrollingInterestsRelatedToConsolidatedInvestmentFunds contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 556000000 </gs:NoncontrollingInterestsRelatedToConsolidatedInvestmentFunds>
<gs:NonInterestRevenues contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 18579000000 </gs:NonInterestRevenues>
<gs:NonInterestRevenues contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 7222000000 </gs:NonInterestRevenues>
<gs:NonInterestRevenues contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 16404000000 </gs:NonInterestRevenues>
<gs:NonInterestRevenues contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 5868000000 </gs:NonInterestRevenues>
<gs:NonrecourseObligationsIncludedInOtherSecuredFinancings contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-7"> 8420000000 </gs:NonrecourseObligationsIncludedInOtherSecuredFinancings>
<gs:NonrecourseObligationsIncludedInOtherSecuredFinancings contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-7"> 4540000000 </gs:NonrecourseObligationsIncludedInOtherSecuredFinancings>
<gs:NonvotingCommonStock contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 0 </gs:NonvotingCommonStock>
<gs:NonvotingCommonStock contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 0 </gs:NonvotingCommonStock>
<gs:NonvotingCommonStockParValue contextRef="BalanceAsOf_31Dec2010" unitRef="USDEPS" decimals="INF"> 0.01 </gs:NonvotingCommonStockParValue>
<gs:NonvotingCommonStockParValue contextRef="BalanceAsOf_30Jun2011" unitRef="USDEPS" decimals="INF"> 0.01 </gs:NonvotingCommonStockParValue>
<gs:NonvotingSharesAuthorized contextRef="BalanceAsOf_31Dec2010" unitRef="Shares" decimals="INF"> 200000000 </gs:NonvotingSharesAuthorized>
<gs:NonvotingSharesAuthorized contextRef="BalanceAsOf_30Jun2011" unitRef="Shares" decimals="INF"> 200000000 </gs:NonvotingSharesAuthorized>
<gs:Occupancy contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 530000000 </gs:Occupancy>
<gs:Occupancy contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 274000000 </gs:Occupancy>
<gs:Occupancy contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 519000000 </gs:Occupancy>
<gs:Occupancy contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 252000000 </gs:Occupancy>
<gs:OfferingPriceOfSharesUnderwrittenInConnectionWithInitialPublicOffering contextRef="BalanceAsOf_30Jun2011" unitRef="EUR" decimals="-7"> 1160000000 </gs:OfferingPriceOfSharesUnderwrittenInConnectionWithInitialPublicOffering>
<gs:OperatingLeasesFutureMinimumPaymentDue contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 3707000000 </gs:OperatingLeasesFutureMinimumPaymentDue>
<gs:OperatingLeasesFutureMinimumPaymentsDueAfterYearFive contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 1437000000 </gs:OperatingLeasesFutureMinimumPaymentsDueAfterYearFive>
<gs:OperatingLeasesFutureMinimumPaymentsDueCurrentYear contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 251000000 </gs:OperatingLeasesFutureMinimumPaymentsDueCurrentYear>
<gs:OperatingLeasesFutureMinimumPaymentsDueYearFive contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 333000000 </gs:OperatingLeasesFutureMinimumPaymentsDueYearFive>
<gs:OperatingLeasesFutureMinimumPaymentsDueYearFour contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 366000000 </gs:OperatingLeasesFutureMinimumPaymentsDueYearFour>
<gs:OperatingLeasesFutureMinimumPaymentsDueYearOne contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 493000000 </gs:OperatingLeasesFutureMinimumPaymentsDueYearOne>
<gs:OperatingLeasesFutureMinimumPaymentsDueYearThree contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 399000000 </gs:OperatingLeasesFutureMinimumPaymentsDueYearThree>
<gs:OperatingLeasesFutureMinimumPaymentsDueYearTwo contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 428000000 </gs:OperatingLeasesFutureMinimumPaymentsDueYearTwo>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 65692000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_Two_Member" unitRef="USD" decimals="-6"> 72650000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_31Dec2010_Foreign_Exchange_Contract_Member" unitRef="USD" decimals="-6"> 35532000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_One_Member" unitRef="USD" decimals="-6"> 27404000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_31Dec2010_Netting_Across_Product_Types_Member" unitRef="USD" decimals="-6"> -13527000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_31Dec2010_Derivatives_Net_Of_Counterparty_Netting_Within_Tenor_Categories_Member" unitRef="USD" decimals="-6"> 191405000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_Three_Member" unitRef="USD" decimals="-6"> 91351000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_31Dec2010_Cross_Maturity_Netting_Member" unitRef="USD" decimals="-6"> -15396000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_31Dec2010_Equity_Contract_Member" unitRef="USD" decimals="-6"> 22774000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_31Dec2010_Commodity_Contract_Member_2" unitRef="USD" decimals="-6"> 11908000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_31Dec2010_Credit_Risk_Contract_Member_2" unitRef="USD" decimals="-6"> 32447000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_31Dec2010_Interest_Rate_Contract_Member" unitRef="USD" decimals="-6"> 102271000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_One_Member_Equity_Contract_Member" unitRef="USD" decimals="-6"> 4795000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_Two_Member_Equity_Contract_Member" unitRef="USD" decimals="-6"> 10942000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_One_Member_Interest_Rate_Contract_Member" unitRef="USD" decimals="-6"> 7137000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_One_Member_Netting_Across_Product_Types_Member" unitRef="USD" decimals="-6"> -2937000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_Three_Member_Credit_Risk_Contract_Member" unitRef="USD" decimals="-6"> 13525000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_One_Member_Foreign_Exchange_Contract_Member" unitRef="USD" decimals="-6"> 9968000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_Three_Member_Interest_Rate_Contract_Member" unitRef="USD" decimals="-6"> 60750000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_Two_Member_Interest_Rate_Contract_Member" unitRef="USD" decimals="-6"> 34384000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_Three_Member_Foreign_Exchange_Contract_Member" unitRef="USD" decimals="-6"> 14868000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_Three_Member_Commodity_Contract_Member" unitRef="USD" decimals="-6"> 248000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_Three_Member_Equity_Contract_Member" unitRef="USD" decimals="-6"> 7037000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_One_Member_Commodity_Contract_Member" unitRef="USD" decimals="-6"> 5664000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_One_Member_Credit_Risk_Contract_Member" unitRef="USD" decimals="-6"> 2777000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_Two_Member_Foreign_Exchange_Contract_Member" unitRef="USD" decimals="-6"> 10696000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_Two_Member_Netting_Across_Product_Types_Member" unitRef="USD" decimals="-6"> -5513000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_Three_Member_Netting_Across_Product_Types_Member" unitRef="USD" decimals="-6"> -5077000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_Two_Member_Credit_Risk_Contract_Member" unitRef="USD" decimals="-6"> 16145000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_Two_Member_Commodity_Contract_Member" unitRef="USD" decimals="-6"> 5996000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 68646000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_Three_Member" unitRef="USD" decimals="-6"> 91790000000 </gs:OTCDerivativeAssets>
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<gs:OTCDerivativeAssets contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_Two_Member" unitRef="USD" decimals="-6"> 68103000000 </gs:OTCDerivativeAssets>
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<gs:OTCDerivativeAssets contextRef="BalanceAsOf_30Jun2011_Netting_Across_Product_Types_Member" unitRef="USD" decimals="-6"> -13331000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_30Jun2011_Equity_Contract_Member" unitRef="USD" decimals="-6"> 25234000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_30Jun2011_Cross_Maturity_Netting_Member" unitRef="USD" decimals="-6"> -16143000000 </gs:OTCDerivativeAssets>
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<gs:OTCDerivativeAssets contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_One_Member" unitRef="USD" decimals="-6"> 27803000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_30Jun2011_Foreign_Exchange_Contract_Member" unitRef="USD" decimals="-6"> 36047000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_Three_Member_Foreign_Exchange_Contract_Member" unitRef="USD" decimals="-6"> 14266000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_One_Member_Netting_Across_Product_Types_Member" unitRef="USD" decimals="-6"> -2496000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_Two_Member_Equity_Contract_Member" unitRef="USD" decimals="-6"> 13023000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_One_Member_Credit_Risk_Contract_Member" unitRef="USD" decimals="-6"> 2289000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_Three_Member_Credit_Risk_Contract_Member" unitRef="USD" decimals="-6"> 12068000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_Two_Member_Foreign_Exchange_Contract_Member" unitRef="USD" decimals="-6"> 12381000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_Three_Member_Netting_Across_Product_Types_Member" unitRef="USD" decimals="-6"> -4715000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_Three_Member_Equity_Contract_Member" unitRef="USD" decimals="-6"> 6899000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_Two_Member_Interest_Rate_Contract_Member" unitRef="USD" decimals="-6"> 28596000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_Three_Member_Commodity_Contract_Member" unitRef="USD" decimals="-6"> 500000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_Two_Member_Netting_Across_Product_Types_Member" unitRef="USD" decimals="-6"> -6120000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_One_Member_Equity_Contract_Member" unitRef="USD" decimals="-6"> 5312000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_Two_Member_Commodity_Contract_Member" unitRef="USD" decimals="-6"> 5439000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_One_Member_Commodity_Contract_Member" unitRef="USD" decimals="-6"> 5708000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_One_Member_Foreign_Exchange_Contract_Member" unitRef="USD" decimals="-6"> 9400000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_Two_Member_Credit_Risk_Contract_Member" unitRef="USD" decimals="-6"> 14784000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_One_Member_Interest_Rate_Contract_Member" unitRef="USD" decimals="-6"> 7590000000 </gs:OTCDerivativeAssets>
<gs:OTCDerivativeAssets contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_Three_Member_Interest_Rate_Contract_Member" unitRef="USD" decimals="-6"> 62772000000 </gs:OTCDerivativeAssets>
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<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_31Dec2010_Cross_Maturity_Netting_Member" unitRef="USD" decimals="-6"> -15396000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_Two_Member" unitRef="USD" decimals="-6"> 31455000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_One_Member" unitRef="USD" decimals="-6"> 21834000000 </gs:OTCDerivativeLiabilities>
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<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_31Dec2010_Netting_Across_Product_Types_Member" unitRef="USD" decimals="-6"> -13527000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_Three_Member" unitRef="USD" decimals="-6"> 29763000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_31Dec2010_Foreign_Exchange_Contract_Member" unitRef="USD" decimals="-6"> 18241000000 </gs:OTCDerivativeLiabilities>
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<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_Three_Member_Credit_Risk_Contract_Member" unitRef="USD" decimals="-6"> 3816000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_One_Member_Netting_Across_Product_Types_Member" unitRef="USD" decimals="-6"> -2937000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_One_Member_Interest_Rate_Contract_Member" unitRef="USD" decimals="-6"> 4470000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_Three_Member_Commodity_Contract_Member" unitRef="USD" decimals="-6"> 2528000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_Two_Member_Foreign_Exchange_Contract_Member" unitRef="USD" decimals="-6"> 5219000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_Two_Member_Netting_Across_Product_Types_Member" unitRef="USD" decimals="-6"> -5513000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_One_Member_Foreign_Exchange_Contract_Member" unitRef="USD" decimals="-6"> 8036000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_Three_Member_Netting_Across_Product_Types_Member" unitRef="USD" decimals="-6"> -5077000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_Three_Member_Interest_Rate_Contract_Member" unitRef="USD" decimals="-6"> 19760000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_Two_Member_Commodity_Contract_Member" unitRef="USD" decimals="-6"> 7838000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_One_Member_Commodity_Contract_Member" unitRef="USD" decimals="-6"> 7279000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_Two_Member_Equity_Contract_Member" unitRef="USD" decimals="-6"> 4977000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_Two_Member_Credit_Risk_Contract_Member" unitRef="USD" decimals="-6"> 4862000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_Three_Member_Equity_Contract_Member" unitRef="USD" decimals="-6"> 3750000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_Two_Member_Interest_Rate_Contract_Member" unitRef="USD" decimals="-6"> 14072000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_One_Member_Credit_Risk_Contract_Member" unitRef="USD" decimals="-6"> 1024000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_Three_Member_Foreign_Exchange_Contract_Member" unitRef="USD" decimals="-6"> 4986000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_31Dec2010_Derivatives_By_Tenor_One_Member_Equity_Contract_Member" unitRef="USD" decimals="-6"> 3962000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 44615000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_Two_Member" unitRef="USD" decimals="-6"> 29583000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_30Jun2011_Foreign_Exchange_Contract_Member" unitRef="USD" decimals="-6"> 19107000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_30Jun2011_Netting_Across_Product_Types_Member" unitRef="USD" decimals="-6"> -13331000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_30Jun2011_Credit_Risk_Contract_Member" unitRef="USD" decimals="-6"> 9428000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_30Jun2011_Interest_Rate_Contract_Member_2" unitRef="USD" decimals="-6"> 36409000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_30Jun2011_Commodity_Contract_Member" unitRef="USD" decimals="-6"> 13499000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_Three_Member" unitRef="USD" decimals="-6"> 27188000000 </gs:OTCDerivativeLiabilities>
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<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_30Jun2011_Derivatives_Net_Of_Counterparty_Netting_Within_Tenor_Categories_Member" unitRef="USD" decimals="-6"> 76418000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_One_Member" unitRef="USD" decimals="-6"> 19647000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_Three_Member_Foreign_Exchange_Contract_Member" unitRef="USD" decimals="-6"> 5290000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_Three_Member_Commodity_Contract_Member" unitRef="USD" decimals="-6"> 1847000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_One_Member_Foreign_Exchange_Contract_Member" unitRef="USD" decimals="-6"> 8696000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_Two_Member_Interest_Rate_Contract_Member" unitRef="USD" decimals="-6"> 14317000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_Two_Member_Foreign_Exchange_Contract_Member" unitRef="USD" decimals="-6"> 5121000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_One_Member_Equity_Contract_Member" unitRef="USD" decimals="-6"> 3350000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_One_Member_Commodity_Contract_Member" unitRef="USD" decimals="-6"> 5087000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_Two_Member_Equity_Contract_Member" unitRef="USD" decimals="-6"> 4644000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_Two_Member_Netting_Across_Product_Types_Member" unitRef="USD" decimals="-6"> -6120000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_Three_Member_Interest_Rate_Contract_Member" unitRef="USD" decimals="-6"> 18302000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_Two_Member_Commodity_Contract_Member" unitRef="USD" decimals="-6"> 6565000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_Three_Member_Equity_Contract_Member" unitRef="USD" decimals="-6"> 3312000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_One_Member_Netting_Across_Product_Types_Member" unitRef="USD" decimals="-6"> -2496000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_One_Member_Interest_Rate_Contract_Member" unitRef="USD" decimals="-6"> 3790000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_Three_Member_Credit_Risk_Contract_Member" unitRef="USD" decimals="-6"> 3152000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_One_Member_Credit_Risk_Contract_Member" unitRef="USD" decimals="-6"> 1220000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_Three_Member_Netting_Across_Product_Types_Member" unitRef="USD" decimals="-6"> -4715000000 </gs:OTCDerivativeLiabilities>
<gs:OTCDerivativeLiabilities contextRef="BalanceAsOf_30Jun2011_Derivatives_By_Tenor_Two_Member_Credit_Risk_Contract_Member" unitRef="USD" decimals="-6"> 5056000000 </gs:OTCDerivativeLiabilities>
<gs:OtherAssetsBS contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 28059000000 </gs:OtherAssetsBS>
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<gs:OtherAssetsBS contextRef="BalanceAsOf_31Dec2010_Cdos_Mortgage_Backed_And_Other_Asset_Backed_Member" unitRef="USD" decimals="-6"> 499000000 </gs:OtherAssetsBS>
<gs:OtherAssetsBS contextRef="BalanceAsOf_31Dec2010_Municipal_Bond_Securitizations_Member" unitRef="USD" decimals="-6"> 0 </gs:OtherAssetsBS>
<gs:OtherAssetsBS contextRef="BalanceAsOf_31Dec2010_Real_Estate_Credit_Related_And_Other_Investing_Member" unitRef="USD" decimals="-6"> 3369000000 </gs:OtherAssetsBS>
<gs:OtherAssetsBS contextRef="BalanceAsOf_31Dec2010_Consolidated_Variable_Interest_Entity_Carrying_Amount_Member" unitRef="USD" decimals="-6"> 3868000000 </gs:OtherAssetsBS>
<gs:OtherAssetsBS contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 27472000000 </gs:OtherAssetsBS>
<gs:OtherAssetsBS contextRef="BalanceAsOf_30Jun2011_Real_Estate_Credit_Related_And_Other_Investing_Member" unitRef="USD" decimals="-6"> 2546000000 </gs:OtherAssetsBS>
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<gs:OtherAssetsBS contextRef="BalanceAsOf_30Jun2011_Consolidated_Variable_Interest_Entity_Carrying_Amount_Member" unitRef="USD" decimals="-6"> 3014000000 </gs:OtherAssetsBS>
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<gs:OtherAssetsBS contextRef="BalanceAsOf_30Jun2011_Cdos_Mortgage_Backed_And_Other_Asset_Backed_Member" unitRef="USD" decimals="-6"> 468000000 </gs:OtherAssetsBS>
<gs:OtherAssetsMiscellaneous contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 3747000000 </gs:OtherAssetsMiscellaneous>
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<gs:OtherAssetsPrimarilyRealEstateAndCashOwnedAndPledgedInConnectionWithOtherSecuredFinancingsToCounterpartiesThatDidNotHaveRightToSellOrRepledge contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 4482000000 </gs:OtherAssetsPrimarilyRealEstateAndCashOwnedAndPledgedInConnectionWithOtherSecuredFinancingsToCounterpartiesThatDidNotHaveRightToSellOrRepledge>
<gs:OtherAssetsPrimarilyRealEstateAndCashOwnedAndPledgedInConnectionWithOtherSecuredFinancingsToCounterpartiesThatDidNotHaveRightToSellOrRepledge contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 3791000000 </gs:OtherAssetsPrimarilyRealEstateAndCashOwnedAndPledgedInConnectionWithOtherSecuredFinancingsToCounterpartiesThatDidNotHaveRightToSellOrRepledge>
<gs:OtherCommitments contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 389000000 </gs:OtherCommitments>
<gs:OtherCommitments contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 584000000 </gs:OtherCommitments>
<gs:OtherCommitments contextRef="BalanceAsOf_30Jun2011_Maturities_Year_One_And_Year_Two_Member" unitRef="USD" decimals="-6"> 124000000 </gs:OtherCommitments>
<gs:OtherCommitments contextRef="BalanceAsOf_30Jun2011_Maturities_Year_Five_And_Thereafter_Member" unitRef="USD" decimals="-6"> 25000000 </gs:OtherCommitments>
<gs:OtherCommitments contextRef="BalanceAsOf_30Jun2011_Maturities_Current_Fiscal_Year_Member" unitRef="USD" decimals="-6"> 375000000 </gs:OtherCommitments>
<gs:OtherCommitments contextRef="BalanceAsOf_30Jun2011_Maturities_Year_Three_And_Year_Four_Member" unitRef="USD" decimals="-6"> 60000000 </gs:OtherCommitments>
<gs:OtherInterestExpense contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 139000000 </gs:OtherInterestExpense>
<gs:OtherInterestExpense contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 119000000 </gs:OtherInterestExpense>
<gs:OtherInterestExpense contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 288000000 </gs:OtherInterestExpense>
<gs:OtherInterestExpense contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 223000000 </gs:OtherInterestExpense>
<gs:OtherInterestIncome contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 649000000 </gs:OtherInterestIncome>
<gs:OtherInterestIncome contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 363000000 </gs:OtherInterestIncome>
<gs:OtherInterestIncome contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 867000000 </gs:OtherInterestIncome>
<gs:OtherInterestIncome contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 473000000 </gs:OtherInterestIncome>
<gs:OtherLiabilitiesAndAccruedExpenses contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 30011000000 </gs:OtherLiabilitiesAndAccruedExpenses>
<gs:OtherLiabilitiesAndAccruedExpenses contextRef="BalanceAsOf_31Dec2010_Cdos_Mortgage_Backed_And_Other_Asset_Backed_Member" unitRef="USD" decimals="-6"> 32000000 </gs:OtherLiabilitiesAndAccruedExpenses>
<gs:OtherLiabilitiesAndAccruedExpenses contextRef="BalanceAsOf_31Dec2010_Real_Estate_Credit_Related_And_Other_Investing_Member" unitRef="USD" decimals="-6"> 2004000000 </gs:OtherLiabilitiesAndAccruedExpenses>
<gs:OtherLiabilitiesAndAccruedExpenses contextRef="BalanceAsOf_31Dec2010_Principal_Protected_Notes_Member" unitRef="USD" decimals="-6"> 0 </gs:OtherLiabilitiesAndAccruedExpenses>
<gs:OtherLiabilitiesAndAccruedExpenses contextRef="BalanceAsOf_31Dec2010_Municipal_Bond_Securitizations_Member" unitRef="USD" decimals="-6"> 0 </gs:OtherLiabilitiesAndAccruedExpenses>
<gs:OtherLiabilitiesAndAccruedExpenses contextRef="BalanceAsOf_31Dec2010_Consolidated_Variable_Interest_Entity_Carrying_Amount_Member" unitRef="USD" decimals="-6"> 2036000000 </gs:OtherLiabilitiesAndAccruedExpenses>
<gs:OtherLiabilitiesAndAccruedExpenses contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 29909000000 </gs:OtherLiabilitiesAndAccruedExpenses>
<gs:OtherLiabilitiesAndAccruedExpenses contextRef="BalanceAsOf_30Jun2011_Consolidated_Variable_Interest_Entity_Carrying_Amount_Member" unitRef="USD" decimals="-6"> 2028000000 </gs:OtherLiabilitiesAndAccruedExpenses>
<gs:OtherLiabilitiesAndAccruedExpenses contextRef="BalanceAsOf_30Jun2011_Real_Estate_Credit_Related_And_Other_Investing_Member" unitRef="USD" decimals="-6"> 1691000000 </gs:OtherLiabilitiesAndAccruedExpenses>
<gs:OtherLiabilitiesAndAccruedExpenses contextRef="BalanceAsOf_30Jun2011_Municipal_Bond_Securitizations_Member" unitRef="USD" decimals="-6"> 0 </gs:OtherLiabilitiesAndAccruedExpenses>
<gs:OtherLiabilitiesAndAccruedExpenses contextRef="BalanceAsOf_30Jun2011_Cdos_Mortgage_Backed_And_Other_Asset_Backed_Member" unitRef="USD" decimals="-6"> 32000000 </gs:OtherLiabilitiesAndAccruedExpenses>
<gs:OtherLiabilitiesAndAccruedExpenses contextRef="BalanceAsOf_30Jun2011_Principal_Protected_Notes_Member" unitRef="USD" decimals="-6"> 305000000 </gs:OtherLiabilitiesAndAccruedExpenses>
<gs:OtherLiabilitiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 2972000000 </gs:OtherLiabilitiesFairValueDisclosure>
<gs:OtherLiabilitiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 7487000000 </gs:OtherLiabilitiesFairValueDisclosure>
<gs:OtherPrincipalTransactions contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 3288000000 </gs:OtherPrincipalTransactions>
<gs:OtherPrincipalTransactions contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 1407000000 </gs:OtherPrincipalTransactions>
<gs:OtherPrincipalTransactions contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 3214000000 </gs:OtherPrincipalTransactions>
<gs:OtherPrincipalTransactions contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 602000000 </gs:OtherPrincipalTransactions>
<gs:OtherSecuredFinancingCollateralizedByFinancialInstruments contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 35774000000 </gs:OtherSecuredFinancingCollateralizedByFinancialInstruments>
<gs:OtherSecuredFinancingCollateralizedByFinancialInstruments contextRef="BalanceAsOf_31Dec2010_Non_U_S_Dollar_Member" unitRef="USD" decimals="-6"> 8760000000 </gs:OtherSecuredFinancingCollateralizedByFinancialInstruments>
<gs:OtherSecuredFinancingCollateralizedByFinancialInstruments contextRef="BalanceAsOf_31Dec2010_U_S_Dollar_Member" unitRef="USD" decimals="-6"> 27014000000 </gs:OtherSecuredFinancingCollateralizedByFinancialInstruments>
<gs:OtherSecuredFinancingCollateralizedByFinancialInstruments contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 32486000000 </gs:OtherSecuredFinancingCollateralizedByFinancialInstruments>
<gs:OtherSecuredFinancingCollateralizedByFinancialInstruments contextRef="BalanceAsOf_30Jun2011_Non_U_S_Dollar_Member" unitRef="USD" decimals="-6"> 11872000000 </gs:OtherSecuredFinancingCollateralizedByFinancialInstruments>
<gs:OtherSecuredFinancingCollateralizedByFinancialInstruments contextRef="BalanceAsOf_30Jun2011_U_S_Dollar_Member" unitRef="USD" decimals="-6"> 20614000000 </gs:OtherSecuredFinancingCollateralizedByFinancialInstruments>
<gs:OtherSecuredFinancingsAtFairValue contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 31794000000 </gs:OtherSecuredFinancingsAtFairValue>
<gs:OtherSecuredFinancingsAtFairValue contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 26448000000 </gs:OtherSecuredFinancingsAtFairValue>
<gs:OtherSecuredFinancingsCollateralizedByFinancialInstrumentsOwned contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-7"> 25630000000 </gs:OtherSecuredFinancingsCollateralizedByFinancialInstrumentsOwned>
<gs:OtherSecuredFinancingsCollateralizedByFinancialInstrumentsOwned contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-7"> 19700000000 </gs:OtherSecuredFinancingsCollateralizedByFinancialInstrumentsOwned>
<gs:OtherSecuredFinancingsCollateralizedByFinancialInstrumentsReceivedAsCollateralAndRepledged contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-7"> 10140000000 </gs:OtherSecuredFinancingsCollateralizedByFinancialInstrumentsReceivedAsCollateralAndRepledged>
<gs:OtherSecuredFinancingsCollateralizedByFinancialInstrumentsReceivedAsCollateralAndRepledged contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-7"> 12780000000 </gs:OtherSecuredFinancingsCollateralizedByFinancialInstrumentsReceivedAsCollateralAndRepledged>
<gs:OtherSecuredFinancingsCollateralizedByOtherAssetsPrimarilyRealEstateAndCash contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 2603000000 </gs:OtherSecuredFinancingsCollateralizedByOtherAssetsPrimarilyRealEstateAndCash>
<gs:OtherSecuredFinancingsCollateralizedByOtherAssetsPrimarilyRealEstateAndCash contextRef="BalanceAsOf_31Dec2010_U_S_Dollar_Member" unitRef="USD" decimals="-6"> 648000000 </gs:OtherSecuredFinancingsCollateralizedByOtherAssetsPrimarilyRealEstateAndCash>
<gs:OtherSecuredFinancingsCollateralizedByOtherAssetsPrimarilyRealEstateAndCash contextRef="BalanceAsOf_31Dec2010_Non_U_S_Dollar_Member" unitRef="USD" decimals="-6"> 1955000000 </gs:OtherSecuredFinancingsCollateralizedByOtherAssetsPrimarilyRealEstateAndCash>
<gs:OtherSecuredFinancingsCollateralizedByOtherAssetsPrimarilyRealEstateAndCash contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 2034000000 </gs:OtherSecuredFinancingsCollateralizedByOtherAssetsPrimarilyRealEstateAndCash>
<gs:OtherSecuredFinancingsCollateralizedByOtherAssetsPrimarilyRealEstateAndCash contextRef="BalanceAsOf_30Jun2011_Non_U_S_Dollar_Member" unitRef="USD" decimals="-6"> 1612000000 </gs:OtherSecuredFinancingsCollateralizedByOtherAssetsPrimarilyRealEstateAndCash>
<gs:OtherSecuredFinancingsCollateralizedByOtherAssetsPrimarilyRealEstateAndCash contextRef="BalanceAsOf_30Jun2011_U_S_Dollar_Member" unitRef="USD" decimals="-6"> 422000000 </gs:OtherSecuredFinancingsCollateralizedByOtherAssetsPrimarilyRealEstateAndCash>
<gs:OtherSecuredFinancingsLongTermAtAmortizedCost contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 2142000000 </gs:OtherSecuredFinancingsLongTermAtAmortizedCost>
<gs:OtherSecuredFinancingsLongTermAtAmortizedCost contextRef="BalanceAsOf_31Dec2010_Non_U_S_Dollar_Member" unitRef="USD" decimals="-6"> 577000000 </gs:OtherSecuredFinancingsLongTermAtAmortizedCost>
<gs:OtherSecuredFinancingsLongTermAtAmortizedCost contextRef="BalanceAsOf_31Dec2010_U_S_Dollar_Member" unitRef="USD" decimals="-6"> 1565000000 </gs:OtherSecuredFinancingsLongTermAtAmortizedCost>
<gs:OtherSecuredFinancingsLongTermAtAmortizedCost contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 1840000000 </gs:OtherSecuredFinancingsLongTermAtAmortizedCost>
<gs:OtherSecuredFinancingsLongTermAtAmortizedCost contextRef="BalanceAsOf_30Jun2011_U_S_Dollar_Member" unitRef="USD" decimals="-6"> 1376000000 </gs:OtherSecuredFinancingsLongTermAtAmortizedCost>
<gs:OtherSecuredFinancingsLongTermAtAmortizedCost contextRef="BalanceAsOf_30Jun2011_Non_U_S_Dollar_Member" unitRef="USD" decimals="-6"> 464000000 </gs:OtherSecuredFinancingsLongTermAtAmortizedCost>
<gs:OtherSecuredFinancingsLongTermAtFairValue contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 11706000000 </gs:OtherSecuredFinancingsLongTermAtFairValue>
<gs:OtherSecuredFinancingsLongTermAtFairValue contextRef="BalanceAsOf_31Dec2010_U_S_Dollar_Member" unitRef="USD" decimals="-6"> 9594000000 </gs:OtherSecuredFinancingsLongTermAtFairValue>
<gs:OtherSecuredFinancingsLongTermAtFairValue contextRef="BalanceAsOf_31Dec2010_Non_U_S_Dollar_Member" unitRef="USD" decimals="-6"> 2112000000 </gs:OtherSecuredFinancingsLongTermAtFairValue>
<gs:OtherSecuredFinancingsLongTermAtFairValue contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 6171000000 </gs:OtherSecuredFinancingsLongTermAtFairValue>
<gs:OtherSecuredFinancingsLongTermAtFairValue contextRef="BalanceAsOf_30Jun2011_U_S_Dollar_Member" unitRef="USD" decimals="-6"> 3309000000 </gs:OtherSecuredFinancingsLongTermAtFairValue>
<gs:OtherSecuredFinancingsLongTermAtFairValue contextRef="BalanceAsOf_30Jun2011_Non_U_S_Dollar_Member" unitRef="USD" decimals="-6"> 2862000000 </gs:OtherSecuredFinancingsLongTermAtFairValue>
<gs:OtherSecuredFinancingsShortTerm contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 24529000000 </gs:OtherSecuredFinancingsShortTerm>
<gs:OtherSecuredFinancingsShortTerm contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 26509000000 </gs:OtherSecuredFinancingsShortTerm>
<gs:OtherSecuredFinancingsShortTermAtAmortizedCost contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 4441000000 </gs:OtherSecuredFinancingsShortTermAtAmortizedCost>
<gs:OtherSecuredFinancingsShortTermAtAmortizedCost contextRef="BalanceAsOf_31Dec2010_U_S_Dollar_Member" unitRef="USD" decimals="-6"> 99000000 </gs:OtherSecuredFinancingsShortTermAtAmortizedCost>
<gs:OtherSecuredFinancingsShortTermAtAmortizedCost contextRef="BalanceAsOf_31Dec2010_Non_U_S_Dollar_Member" unitRef="USD" decimals="-6"> 4342000000 </gs:OtherSecuredFinancingsShortTermAtAmortizedCost>
<gs:OtherSecuredFinancingsShortTermAtAmortizedCost contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 6232000000 </gs:OtherSecuredFinancingsShortTermAtAmortizedCost>
<gs:OtherSecuredFinancingsShortTermAtAmortizedCost contextRef="BalanceAsOf_30Jun2011_U_S_Dollar_Member" unitRef="USD" decimals="-6"> 135000000 </gs:OtherSecuredFinancingsShortTermAtAmortizedCost>
<gs:OtherSecuredFinancingsShortTermAtAmortizedCost contextRef="BalanceAsOf_30Jun2011_Non_U_S_Dollar_Member" unitRef="USD" decimals="-6"> 6097000000 </gs:OtherSecuredFinancingsShortTermAtAmortizedCost>
<gs:OtherSecuredFinancingsShortTermAtFairValue contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 20088000000 </gs:OtherSecuredFinancingsShortTermAtFairValue>
<gs:OtherSecuredFinancingsShortTermAtFairValue contextRef="BalanceAsOf_31Dec2010_Non_U_S_Dollar_Member" unitRef="USD" decimals="-6"> 3684000000 </gs:OtherSecuredFinancingsShortTermAtFairValue>
<gs:OtherSecuredFinancingsShortTermAtFairValue contextRef="BalanceAsOf_31Dec2010_U_S_Dollar_Member" unitRef="USD" decimals="-6"> 16404000000 </gs:OtherSecuredFinancingsShortTermAtFairValue>
<gs:OtherSecuredFinancingsShortTermAtFairValue contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 20277000000 </gs:OtherSecuredFinancingsShortTermAtFairValue>
<gs:OtherSecuredFinancingsShortTermAtFairValue contextRef="BalanceAsOf_30Jun2011_U_S_Dollar_Member" unitRef="USD" decimals="-6"> 16216000000 </gs:OtherSecuredFinancingsShortTermAtFairValue>
<gs:OtherSecuredFinancingsShortTermAtFairValue contextRef="BalanceAsOf_30Jun2011_Non_U_S_Dollar_Member" unitRef="USD" decimals="-6"> 4061000000 </gs:OtherSecuredFinancingsShortTermAtFairValue>
<gs:OtherSecuredFinancingsShortTermNet contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> -1392000000 </gs:OtherSecuredFinancingsShortTermNet>
<gs:OtherSecuredFinancingsShortTermNet contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 461000000 </gs:OtherSecuredFinancingsShortTermNet>
<gs:OtherSecuredLongTermDebtMaturitiesRepaymentsOfPrincipalAfterYearFive contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 2189000000 </gs:OtherSecuredLongTermDebtMaturitiesRepaymentsOfPrincipalAfterYearFive>
<gs:OtherSecuredLongTermDebtMaturitiesRepaymentsOfPrincipalInYearFive contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 257000000 </gs:OtherSecuredLongTermDebtMaturitiesRepaymentsOfPrincipalInYearFive>
<gs:OtherSecuredLongTermDebtMaturitiesRepaymentsOfPrincipalInYearFour contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 578000000 </gs:OtherSecuredLongTermDebtMaturitiesRepaymentsOfPrincipalInYearFour>
<gs:OtherSecuredLongTermDebtMaturitiesRepaymentsOfPrincipalInYearOne contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 2470000000 </gs:OtherSecuredLongTermDebtMaturitiesRepaymentsOfPrincipalInYearOne>
<gs:OtherSecuredLongTermDebtMaturitiesRepaymentsOfPrincipalInYearThree contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 921000000 </gs:OtherSecuredLongTermDebtMaturitiesRepaymentsOfPrincipalInYearThree>
<gs:OtherSecuredLongTermDebtMaturitiesRepaymentsOfPrincipalInYearTwo contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 1596000000 </gs:OtherSecuredLongTermDebtMaturitiesRepaymentsOfPrincipalInYearTwo>
<gs:OutstandingBalanceForLoansTransferredToTrustsAndOtherMortgageSecuritizationVehicles contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-9"> 45000000000 </gs:OutstandingBalanceForLoansTransferredToTrustsAndOtherMortgageSecuritizationVehicles>
<gs:OutstandingPrincipalAmountRelatedToSecuritizationEntitiesInWhichFirmsOnlyContinuingInvolvementIsRetainedServicing contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-7"> 7640000000 </gs:OutstandingPrincipalAmountRelatedToSecuritizationEntitiesInWhichFirmsOnlyContinuingInvolvementIsRetainedServicing>
<gs:OutstandingPrincipalAmountRelatedToSecuritizationEntitiesInWhichFirmsOnlyContinuingInvolvementIsRetainedServicing contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-7"> 6860000000 </gs:OutstandingPrincipalAmountRelatedToSecuritizationEntitiesInWhichFirmsOnlyContinuingInvolvementIsRetainedServicing>
<gs:OutstandingPrincipalBalanceOfLoansRelatingToFirmsSecuritizationsThatWereTransferredToTrustsAndOtherMortgageSecuritizationVehiclesAndWereStructuredWithCreditProtectionObtainedFromMonolineInsurers contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 683000000 </gs:OutstandingPrincipalBalanceOfLoansRelatingToFirmsSecuritizationsThatWereTransferredToTrustsAndOtherMortgageSecuritizationVehiclesAndWereStructuredWithCreditProtectionObtainedFromMonolineInsurers>
<gs:PayablesToBrokerDealersAndClearingOrganizationsBS contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 3234000000 </gs:PayablesToBrokerDealersAndClearingOrganizationsBS>
<gs:PayablesToBrokerDealersAndClearingOrganizationsBS contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 6412000000 </gs:PayablesToBrokerDealersAndClearingOrganizationsBS>
<gs:PayablesToCustomersAndCounterparties contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 187270000000 </gs:PayablesToCustomersAndCounterparties>
<gs:PayablesToCustomersAndCounterparties contextRef="BalanceAsOf_31Dec2010_Principal_Protected_Notes_Member" unitRef="USD" decimals="-6"> 0 </gs:PayablesToCustomersAndCounterparties>
<gs:PayablesToCustomersAndCounterparties contextRef="BalanceAsOf_31Dec2010_Cdos_Mortgage_Backed_And_Other_Asset_Backed_Member" unitRef="USD" decimals="-6"> 12000000 </gs:PayablesToCustomersAndCounterparties>
<gs:PayablesToCustomersAndCounterparties contextRef="BalanceAsOf_31Dec2010_Real_Estate_Credit_Related_And_Other_Investing_Member" unitRef="USD" decimals="-6"> 0 </gs:PayablesToCustomersAndCounterparties>
<gs:PayablesToCustomersAndCounterparties contextRef="BalanceAsOf_31Dec2010_Consolidated_Variable_Interest_Entity_Carrying_Amount_Member" unitRef="USD" decimals="-6"> 12000000 </gs:PayablesToCustomersAndCounterparties>
<gs:PayablesToCustomersAndCounterparties contextRef="BalanceAsOf_31Dec2010_Municipal_Bond_Securitizations_Member" unitRef="USD" decimals="-6"> 0 </gs:PayablesToCustomersAndCounterparties>
<gs:PayablesToCustomersAndCounterparties contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 203382000000 </gs:PayablesToCustomersAndCounterparties>
<gs:PayablesToCustomersAndCounterparties contextRef="BalanceAsOf_30Jun2011_Cdos_Mortgage_Backed_And_Other_Asset_Backed_Member" unitRef="USD" decimals="-6"> 24000000 </gs:PayablesToCustomersAndCounterparties>
<gs:PayablesToCustomersAndCounterparties contextRef="BalanceAsOf_30Jun2011_Principal_Protected_Notes_Member" unitRef="USD" decimals="-6"> 36000000 </gs:PayablesToCustomersAndCounterparties>
<gs:PayablesToCustomersAndCounterparties contextRef="BalanceAsOf_30Jun2011_Consolidated_Variable_Interest_Entity_Carrying_Amount_Member" unitRef="USD" decimals="-6"> 60000000 </gs:PayablesToCustomersAndCounterparties>
<gs:PayablesToCustomersAndCounterparties contextRef="BalanceAsOf_30Jun2011_Real_Estate_Credit_Related_And_Other_Investing_Member" unitRef="USD" decimals="-6"> 0 </gs:PayablesToCustomersAndCounterparties>
<gs:PayablesToCustomersAndCounterparties contextRef="BalanceAsOf_30Jun2011_Municipal_Bond_Securitizations_Member" unitRef="USD" decimals="-6"> 0 </gs:PayablesToCustomersAndCounterparties>
<gs:PaydownsAndCumulativeLossesOfLoansRelatingToFirmsSecuritizationsThatWereTransferredToTrustsAndOtherMortgageSecuritizationVehiclesAndWereStructuredWithCreditProtectionObtainedFromMonolineInsurers contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-7"> 1380000000 </gs:PaydownsAndCumulativeLossesOfLoansRelatingToFirmsSecuritizationsThatWereTransferredToTrustsAndOtherMortgageSecuritizationVehiclesAndWereStructuredWithCreditProtectionObtainedFromMonolineInsurers>
<gs:PaydownsAndCumulativeLossesOfLoansTransferredToTrustsAndOtherMortgageSecuritizationVehicles contextRef="SixMonthsEnded_30Jun2011"> approximately $80 billion </gs:PaydownsAndCumulativeLossesOfLoansTransferredToTrustsAndOtherMortgageSecuritizationVehicles>
<gs:PaymentsForProceedsFromDerivativeInstrumentFinancingActivities contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 536000000 </gs:PaymentsForProceedsFromDerivativeInstrumentFinancingActivities>
<gs:PaymentsForProceedsFromDerivativeInstrumentFinancingActivities contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 244000000 </gs:PaymentsForProceedsFromDerivativeInstrumentFinancingActivities>
<gs:PercentageOfLevel3LiabilitiesOfFinancialLiabilitiesAtFairValue contextRef="BalanceAsOf_31Dec2010" unitRef="Pure" decimals="3"> 0.063 </gs:PercentageOfLevel3LiabilitiesOfFinancialLiabilitiesAtFairValue>
<gs:PercentageOfLevel3LiabilitiesOfFinancialLiabilitiesAtFairValue contextRef="BalanceAsOf_30Jun2011" unitRef="Pure" decimals="3"> 0.067 </gs:PercentageOfLevel3LiabilitiesOfFinancialLiabilitiesAtFairValue>
<gs:PercentageReductionInCarryingValueOfUnsecuredLongTermBorrowingsNotAtFairValueDueToChangeInFirmsCreditSpreads contextRef="BalanceAsOf_30Jun2011"> less than 1% </gs:PercentageReductionInCarryingValueOfUnsecuredLongTermBorrowingsNotAtFairValueDueToChangeInFirmsCreditSpreads>
<gs:PercentageReductionInCarryingValueOfUnsecuredLongTermBorrowingsNotAtFairValueDueToChangeInFirmsOwnCreditSpreads contextRef="BalanceAsOf_31Dec2010"> less than 1% </gs:PercentageReductionInCarryingValueOfUnsecuredLongTermBorrowingsNotAtFairValueDueToChangeInFirmsOwnCreditSpreads>
<gs:PerpetualNonCumulativePreferredStockShareAuthorized contextRef="TwelveMonthsEnded_31Dec2007_Series_E_Preferred_Stock_Member" unitRef="Shares" decimals="INF"> 17500.1 </gs:PerpetualNonCumulativePreferredStockShareAuthorized>
<gs:PerpetualNonCumulativePreferredStockShareAuthorized contextRef="TwelveMonthsEnded_31Dec2007_Series_F_Preferred_Stock_Member" unitRef="Shares" decimals="INF"> 5000.1 </gs:PerpetualNonCumulativePreferredStockShareAuthorized>
<gs:PerpetualNonCumulativePreferredStockToBeIssuedByGroupInc contextRef="BalanceAsOf_30Jun2011_Capital_I_I_Member_Group_Inc_Member" unitRef="USD" decimals="-7"> 2250000000 </gs:PerpetualNonCumulativePreferredStockToBeIssuedByGroupInc>
<gs:PreferredDividendRecognizedUponNoticeOfRedemption contextRef="SixMonthsEnded_30Jun2011_Series_G_Preferred_Stock_Member" unitRef="USD" decimals="-7"> 1640000000 </gs:PreferredDividendRecognizedUponNoticeOfRedemption>
<gs:PreferredStockDividendRatePercent contextRef="SixMonthsEnded_30Jun2011_Series_C_Preferred_Stock_Member"> 3 month LIBOR + 0.75%, with floor of 4.00% per annum </gs:PreferredStockDividendRatePercent>
<gs:PreferredStockDividendRatePercent contextRef="SixMonthsEnded_30Jun2011_Series_B_Preferred_Stock_Member"> 6.20% per annum </gs:PreferredStockDividendRatePercent>
<gs:PreferredStockDividendRatePercent contextRef="SixMonthsEnded_30Jun2011_Series_A_Preferred_Stock_Member"> 3 month LIBOR + 0.75%, with floor of 3.75% per annum </gs:PreferredStockDividendRatePercent>
<gs:PreferredStockDividendRatePercent contextRef="SixMonthsEnded_30Jun2011_Series_D_Preferred_Stock_Member"> 3 month LIBOR + 0.67%, with floor of 4.00% per annum </gs:PreferredStockDividendRatePercent>
<gs:PreferredStockDividendRateSeriesE contextRef="SixMonthsEnded_30Jun2011_Series_E_Preferred_Stock_Member"> 5.79% per annum </gs:PreferredStockDividendRateSeriesE>
<gs:PreferredStockDividendRateSeriesF contextRef="SixMonthsEnded_30Jun2011_Series_F_Preferred_Stock_Member"> per annum equal to 3 month LIBOR + 0.77% </gs:PreferredStockDividendRateSeriesF>
<gs:PreferredStockDividendsIncomeStatementImpact contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 320000000 </gs:PreferredStockDividendsIncomeStatementImpact>
<gs:PreferredStockDividendsIncomeStatementImpact contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 160000000 </gs:PreferredStockDividendsIncomeStatementImpact>
<gs:PreferredStockDividendsIncomeStatementImpact contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 1862000000 </gs:PreferredStockDividendsIncomeStatementImpact>
<gs:PreferredStockDividendsIncomeStatementImpact contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 35000000 </gs:PreferredStockDividendsIncomeStatementImpact>
<gs:PreferredStockIssuedUnderStockPurchaseContract contextRef="SixMonthsEnded_30Jun2011_Series_E_Preferred_Stock_Member" unitRef="Shares" decimals="INF"> 1 </gs:PreferredStockIssuedUnderStockPurchaseContract>
<gs:PreferredStockIssuedUnderStockPurchaseContract contextRef="SixMonthsEnded_30Jun2011_Series_F_Preferred_Stock_Member" unitRef="Shares" decimals="INF"> 1 </gs:PreferredStockIssuedUnderStockPurchaseContract>
<gs:PreferredStockRedeemedValue contextRef="BalanceAsOf_30Jun2011_Series_G_Preferred_Stock_Member" unitRef="USD" decimals="-7"> 5500000000 </gs:PreferredStockRedeemedValue>
<gs:PreferredStockRedemptionValue contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 3100000000 </gs:PreferredStockRedemptionValue>
<gs:PreferredStockRedemptionValue contextRef="BalanceAsOf_30Jun2011_Series_D_Preferred_Stock_Member" unitRef="USD" decimals="-6"> 1350000000 </gs:PreferredStockRedemptionValue>
<gs:PreferredStockRedemptionValue contextRef="BalanceAsOf_30Jun2011_Series_B_Preferred_Stock_Member" unitRef="USD" decimals="-6"> 800000000 </gs:PreferredStockRedemptionValue>
<gs:PreferredStockRedemptionValue contextRef="BalanceAsOf_30Jun2011_Series_A_Preferred_Stock_Member" unitRef="USD" decimals="-6"> 750000000 </gs:PreferredStockRedemptionValue>
<gs:PreferredStockRedemptionValue contextRef="BalanceAsOf_30Jun2011_Series_C_Preferred_Stock_Member" unitRef="USD" decimals="-6"> 200000000 </gs:PreferredStockRedemptionValue>
<gs:PrincipalAmountOfCertificatesUnderwrittenRelatedToMortgageMatters1 contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 698000000 </gs:PrincipalAmountOfCertificatesUnderwrittenRelatedToMortgageMatters1>
<gs:PrincipalAmountOfCertificatesUnderwrittenRelatedToMortgageMatters2 contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 785000000 </gs:PrincipalAmountOfCertificatesUnderwrittenRelatedToMortgageMatters2>
<gs:PrincipalAmountOfSecuritiesUnderwritten1 contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 520000000 </gs:PrincipalAmountOfSecuritiesUnderwritten1>
<gs:PrincipalAmountOfSecuritiesUnderwritten2 contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 751000000 </gs:PrincipalAmountOfSecuritiesUnderwritten2>
<gs:PrincipalAmountOfSubordinatedDebtHeldByTrustForWhichFirmWillIssueOneShareOfPreferredStock contextRef="SixMonthsEnded_30Jun2011_Series_F_Preferred_Stock_Member" unitRef="USD" decimals="INF"> 100000 </gs:PrincipalAmountOfSubordinatedDebtHeldByTrustForWhichFirmWillIssueOneShareOfPreferredStock>
<gs:PrincipalAmountOfSubordinatedDebtHeldByTrustForWhichFirmWillIssueOneShareOfPreferredStock contextRef="SixMonthsEnded_30Jun2011_Series_E_Preferred_Stock_Member" unitRef="USD" decimals="INF"> 100000 </gs:PrincipalAmountOfSubordinatedDebtHeldByTrustForWhichFirmWillIssueOneShareOfPreferredStock>
<gs:ProceedsFromIssuanceOfCommonStockIncludingStockOptionExercises contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 250000000 </gs:ProceedsFromIssuanceOfCommonStockIncludingStockOptionExercises>
<gs:ProceedsFromIssuanceOfCommonStockIncludingStockOptionExercises contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 123000000 </gs:ProceedsFromIssuanceOfCommonStockIncludingStockOptionExercises>
<gs:ProceedsFromIssuanceOfOtherSecuredFinancingsLongTerm contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 1752000000 </gs:ProceedsFromIssuanceOfOtherSecuredFinancingsLongTerm>
<gs:ProceedsFromIssuanceOfOtherSecuredFinancingsLongTerm contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 2334000000 </gs:ProceedsFromIssuanceOfOtherSecuredFinancingsLongTerm>
<gs:ProceedsFromIssuanceOfUnsecuredLongTermBorrowings contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 9518000000 </gs:ProceedsFromIssuanceOfUnsecuredLongTermBorrowings>
<gs:ProceedsFromIssuanceOfUnsecuredLongTermBorrowings contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 17470000000 </gs:ProceedsFromIssuanceOfUnsecuredLongTermBorrowings>
<gs:ProceedsFromSalesOfPropertyLeaseholdImprovementsAndEquipment contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 49000000 </gs:ProceedsFromSalesOfPropertyLeaseholdImprovementsAndEquipment>
<gs:ProceedsFromSalesOfPropertyLeaseholdImprovementsAndEquipment contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 33000000 </gs:ProceedsFromSalesOfPropertyLeaseholdImprovementsAndEquipment>
<gs:ProfessionalFeesIS contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 409000000 </gs:ProfessionalFeesIS>
<gs:ProfessionalFeesIS contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 227000000 </gs:ProfessionalFeesIS>
<gs:ProfessionalFeesIS contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 496000000 </gs:ProfessionalFeesIS>
<gs:ProfessionalFeesIS contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 263000000 </gs:ProfessionalFeesIS>
<gs:PromissoryNotes contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 3265000000 </gs:PromissoryNotes>
<gs:PromissoryNotes contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 3252000000 </gs:PromissoryNotes>
<gs:PropertyLeaseholdImprovementsAndEquipmentUsedForOperation contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-7"> 6440000000 </gs:PropertyLeaseholdImprovementsAndEquipmentUsedForOperation>
<gs:PropertyLeaseholdImprovementsAndEquipmentUsedForOperation contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-7"> 6610000000 </gs:PropertyLeaseholdImprovementsAndEquipmentUsedForOperation>
<gs:ProtectionForAdditionalLosses contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 375000000 </gs:ProtectionForAdditionalLosses>
<gs:ProtectionForAdditionalLosses contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 300000000 </gs:ProtectionForAdditionalLosses>
<gs:ProvisionsForLitigationAndRegulatoryProceedings contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 636000000 </gs:ProvisionsForLitigationAndRegulatoryProceedings>
<gs:ProvisionsForLitigationAndRegulatoryProceedings contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 615000000 </gs:ProvisionsForLitigationAndRegulatoryProceedings>
<gs:ProvisionsForLitigationAndRegulatoryProceedings contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 69000000 </gs:ProvisionsForLitigationAndRegulatoryProceedings>
<gs:ProvisionsForLitigationAndRegulatoryProceedings contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 45000000 </gs:ProvisionsForLitigationAndRegulatoryProceedings>
<gs:PurchaseOfPropertyLeaseholdImprovementsAndEquipment contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 452000000 </gs:PurchaseOfPropertyLeaseholdImprovementsAndEquipment>
<gs:PurchaseOfPropertyLeaseholdImprovementsAndEquipment contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 520000000 </gs:PurchaseOfPropertyLeaseholdImprovementsAndEquipment>
<gs:RateOfContractPayments contextRef="BalanceAsOf_30Jun2011" unitRef="Pure" decimals="3"> 0.0020 </gs:RateOfContractPayments>
<gs:RealEstateRelatedExitCosts contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 6000000 </gs:RealEstateRelatedExitCosts>
<gs:RealEstateRelatedExitCosts contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 4000000 </gs:RealEstateRelatedExitCosts>
<gs:ReceivablesFromBrokersDealersAndClearingOrganizationsBS contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 10437000000 </gs:ReceivablesFromBrokersDealersAndClearingOrganizationsBS>
<gs:ReceivablesFromBrokersDealersAndClearingOrganizationsBS contextRef="BalanceAsOf_31Dec2010_Real_Estate_Credit_Related_And_Other_Investing_Member" unitRef="USD" decimals="-6"> 4000000 </gs:ReceivablesFromBrokersDealersAndClearingOrganizationsBS>
<gs:ReceivablesFromBrokersDealersAndClearingOrganizationsBS contextRef="BalanceAsOf_31Dec2010_Principal_Protected_Notes_Member" unitRef="USD" decimals="-6"> 0 </gs:ReceivablesFromBrokersDealersAndClearingOrganizationsBS>
<gs:ReceivablesFromBrokersDealersAndClearingOrganizationsBS contextRef="BalanceAsOf_31Dec2010_Cdos_Mortgage_Backed_And_Other_Asset_Backed_Member" unitRef="USD" decimals="-6"> 0 </gs:ReceivablesFromBrokersDealersAndClearingOrganizationsBS>
<gs:ReceivablesFromBrokersDealersAndClearingOrganizationsBS contextRef="BalanceAsOf_31Dec2010_Consolidated_Variable_Interest_Entity_Carrying_Amount_Member" unitRef="USD" decimals="-6"> 4000000 </gs:ReceivablesFromBrokersDealersAndClearingOrganizationsBS>
<gs:ReceivablesFromBrokersDealersAndClearingOrganizationsBS contextRef="BalanceAsOf_31Dec2010_Municipal_Bond_Securitizations_Member" unitRef="USD" decimals="-6"> 0 </gs:ReceivablesFromBrokersDealersAndClearingOrganizationsBS>
<gs:ReceivablesFromBrokersDealersAndClearingOrganizationsBS contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 16785000000 </gs:ReceivablesFromBrokersDealersAndClearingOrganizationsBS>
<gs:ReceivablesFromBrokersDealersAndClearingOrganizationsBS contextRef="BalanceAsOf_30Jun2011_Municipal_Bond_Securitizations_Member" unitRef="USD" decimals="-6"> 0 </gs:ReceivablesFromBrokersDealersAndClearingOrganizationsBS>
<gs:ReceivablesFromBrokersDealersAndClearingOrganizationsBS contextRef="BalanceAsOf_30Jun2011_Cdos_Mortgage_Backed_And_Other_Asset_Backed_Member" unitRef="USD" decimals="-6"> 0 </gs:ReceivablesFromBrokersDealersAndClearingOrganizationsBS>
<gs:ReceivablesFromBrokersDealersAndClearingOrganizationsBS contextRef="BalanceAsOf_30Jun2011_Principal_Protected_Notes_Member" unitRef="USD" decimals="-6"> 0 </gs:ReceivablesFromBrokersDealersAndClearingOrganizationsBS>
<gs:ReceivablesFromBrokersDealersAndClearingOrganizationsBS contextRef="BalanceAsOf_30Jun2011_Real_Estate_Credit_Related_And_Other_Investing_Member" unitRef="USD" decimals="-6"> 3000000 </gs:ReceivablesFromBrokersDealersAndClearingOrganizationsBS>
<gs:ReceivablesFromBrokersDealersAndClearingOrganizationsBS contextRef="BalanceAsOf_30Jun2011_Consolidated_Variable_Interest_Entity_Carrying_Amount_Member" unitRef="USD" decimals="-6"> 3000000 </gs:ReceivablesFromBrokersDealersAndClearingOrganizationsBS>
<gs:ReceivablesFromCustomersAndCounterparties contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 67703000000 </gs:ReceivablesFromCustomersAndCounterparties>
<gs:ReceivablesFromCustomersAndCounterparties contextRef="BalanceAsOf_31Dec2010_Consolidated_Variable_Interest_Entity_Carrying_Amount_Member" unitRef="USD" decimals="-6"> 28000000 </gs:ReceivablesFromCustomersAndCounterparties>
<gs:ReceivablesFromCustomersAndCounterparties contextRef="BalanceAsOf_31Dec2010_Municipal_Bond_Securitizations_Member" unitRef="USD" decimals="-6"> 0 </gs:ReceivablesFromCustomersAndCounterparties>
<gs:ReceivablesFromCustomersAndCounterparties contextRef="BalanceAsOf_31Dec2010_Cdos_Mortgage_Backed_And_Other_Asset_Backed_Member" unitRef="USD" decimals="-6"> 27000000 </gs:ReceivablesFromCustomersAndCounterparties>
<gs:ReceivablesFromCustomersAndCounterparties contextRef="BalanceAsOf_31Dec2010_Real_Estate_Credit_Related_And_Other_Investing_Member" unitRef="USD" decimals="-6"> 1000000 </gs:ReceivablesFromCustomersAndCounterparties>
<gs:ReceivablesFromCustomersAndCounterparties contextRef="BalanceAsOf_31Dec2010_Principal_Protected_Notes_Member" unitRef="USD" decimals="-6"> 0 </gs:ReceivablesFromCustomersAndCounterparties>
<gs:ReceivablesFromCustomersAndCounterparties contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 77367000000 </gs:ReceivablesFromCustomersAndCounterparties>
<gs:ReceivablesFromCustomersAndCounterparties contextRef="BalanceAsOf_30Jun2011_Municipal_Bond_Securitizations_Member" unitRef="USD" decimals="-6"> 0 </gs:ReceivablesFromCustomersAndCounterparties>
<gs:ReceivablesFromCustomersAndCounterparties contextRef="BalanceAsOf_30Jun2011_Principal_Protected_Notes_Member" unitRef="USD" decimals="-6"> 0 </gs:ReceivablesFromCustomersAndCounterparties>
<gs:ReceivablesFromCustomersAndCounterparties contextRef="BalanceAsOf_30Jun2011_Consolidated_Variable_Interest_Entity_Carrying_Amount_Member" unitRef="USD" decimals="-6"> 17000000 </gs:ReceivablesFromCustomersAndCounterparties>
<gs:ReceivablesFromCustomersAndCounterparties contextRef="BalanceAsOf_30Jun2011_Cdos_Mortgage_Backed_And_Other_Asset_Backed_Member" unitRef="USD" decimals="-6"> 17000000 </gs:ReceivablesFromCustomersAndCounterparties>
<gs:ReceivablesFromCustomersAndCounterparties contextRef="BalanceAsOf_30Jun2011_Real_Estate_Credit_Related_And_Other_Investing_Member" unitRef="USD" decimals="-6"> 0 </gs:ReceivablesFromCustomersAndCounterparties>
<gs:ReceivablesFromCustomersAndCounterpartiesAtFairValue contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 7202000000 </gs:ReceivablesFromCustomersAndCounterpartiesAtFairValue>
<gs:ReceivablesFromCustomersAndCounterpartiesAtFairValue contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 7674000000 </gs:ReceivablesFromCustomersAndCounterpartiesAtFairValue>
<gs:RedeemablePreferredStocksRedemptionPricePerShare contextRef="SixMonthsEnded_30Jun2011_Series_C_Preferred_Stock_Member"> $25,000 plus declared and unpaid dividends </gs:RedeemablePreferredStocksRedemptionPricePerShare>
<gs:RedeemablePreferredStocksRedemptionPricePerShare contextRef="SixMonthsEnded_30Jun2011_Series_A_Preferred_Stock_Member"> $25,000 plus declared and unpaid dividends </gs:RedeemablePreferredStocksRedemptionPricePerShare>
<gs:RedeemablePreferredStocksRedemptionPricePerShare contextRef="SixMonthsEnded_30Jun2011_Series_D_Preferred_Stock_Member"> $25,000 plus declared and unpaid dividends </gs:RedeemablePreferredStocksRedemptionPricePerShare>
<gs:RedeemablePreferredStocksRedemptionPricePerShare contextRef="SixMonthsEnded_30Jun2011_Series_B_Preferred_Stock_Member"> $25,000 plus declared and unpaid dividends </gs:RedeemablePreferredStocksRedemptionPricePerShare>
<gs:RedeemedPreferredStockShares contextRef="BalanceAsOf_30Jun2011_Series_G_Preferred_Stock_Member" unitRef="Shares" decimals="INF"> 50000 </gs:RedeemedPreferredStockShares>
<gs:Reissued contextRef="TwelveMonthsEnded_31Dec2010_Treasury_Stock_Member" unitRef="USD" decimals="-6"> 46000000 </gs:Reissued>
<gs:Reissued contextRef="SixMonthsEnded_30Jun2011_Treasury_Stock_Member" unitRef="USD" decimals="-6"> 57000000 </gs:Reissued>
<gs:RepaymentOfOtherSecuredFinancingsLongTermIncludingCurrentPortion contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 2528000000 </gs:RepaymentOfOtherSecuredFinancingsLongTermIncludingCurrentPortion>
<gs:RepaymentOfOtherSecuredFinancingsLongTermIncludingCurrentPortion contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 5363000000 </gs:RepaymentOfOtherSecuredFinancingsLongTermIncludingCurrentPortion>
<gs:RepaymentOfUnsecuredLongTermBorrowingsIncludingCurrentPortion contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 13458000000 </gs:RepaymentOfUnsecuredLongTermBorrowingsIncludingCurrentPortion>
<gs:RepaymentOfUnsecuredLongTermBorrowingsIncludingCurrentPortion contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 13686000000 </gs:RepaymentOfUnsecuredLongTermBorrowingsIncludingCurrentPortion>
<gs:RestrictedStockUnitsAndEmployeeStockOptions contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 7706000000 </gs:RestrictedStockUnitsAndEmployeeStockOptions>
<gs:RestrictedStockUnitsAndEmployeeStockOptions contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 5200000000 </gs:RestrictedStockUnitsAndEmployeeStockOptions>
<gs:RestrictedStockUnitsForDilutedEarningsPerShareCalculation contextRef="SixMonthsEnded_30Jun2010" unitRef="Shares" decimals="-5"> 13200000 </gs:RestrictedStockUnitsForDilutedEarningsPerShareCalculation>
<gs:RestrictedStockUnitsForDilutedEarningsPerShareCalculation contextRef="ThreeMonthsEnded_30Jun2010" unitRef="Shares" decimals="-5"> 14200000 </gs:RestrictedStockUnitsForDilutedEarningsPerShareCalculation>
<gs:RestrictedStockUnitsForDilutedEarningsPerShareCalculation contextRef="SixMonthsEnded_30Jun2011" unitRef="Shares" decimals="-5"> 13400000 </gs:RestrictedStockUnitsForDilutedEarningsPerShareCalculation>
<gs:RestrictedStockUnitsForDilutedEarningsPerShareCalculation contextRef="ThreeMonthsEnded_30Jun2011" unitRef="Shares" decimals="-5"> 14300000 </gs:RestrictedStockUnitsForDilutedEarningsPerShareCalculation>
<gs:RevenueFromAffiliatedFunds contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 1150000000 </gs:RevenueFromAffiliatedFunds>
<gs:RevenueFromAffiliatedFunds contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 597000000 </gs:RevenueFromAffiliatedFunds>
<gs:RevenueFromAffiliatedFunds contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 1516000000 </gs:RevenueFromAffiliatedFunds>
<gs:RevenueFromAffiliatedFunds contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 664000000 </gs:RevenueFromAffiliatedFunds>
<gs:RiskWeightedAssets contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 444290000000 </gs:RiskWeightedAssets>
<gs:RiskWeightedAssets contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 451010000000 </gs:RiskWeightedAssets>
<gs:SecuritiesBorrowedFairValueDisclosure contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 48822000000 </gs:SecuritiesBorrowedFairValueDisclosure>
<gs:SecuritiesBorrowedFairValueDisclosure contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 61865000000 </gs:SecuritiesBorrowedFairValueDisclosure>
<gs:SecuritiesBorrowedNetOfSecuritiesLoaned contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> -4296000000 </gs:SecuritiesBorrowedNetOfSecuritiesLoaned>
<gs:SecuritiesBorrowedNetOfSecuritiesLoaned contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> -5904000000 </gs:SecuritiesBorrowedNetOfSecuritiesLoaned>
<gs:SecuritiesLoanedAtFairValue contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 1514000000 </gs:SecuritiesLoanedAtFairValue>
<gs:SecuritiesLoanedAtFairValue contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 4839000000 </gs:SecuritiesLoanedAtFairValue>
<gs:SecuritiesLoanedBS contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 11212000000 </gs:SecuritiesLoanedBS>
<gs:SecuritiesLoanedBS contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 14474000000 </gs:SecuritiesLoanedBS>
<gs:SecuritiesPurchasedUnderAgreementsToResellAndFederalFundsSold contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 188355000000 </gs:SecuritiesPurchasedUnderAgreementsToResellAndFederalFundsSold>
<gs:SecuritiesPurchasedUnderAgreementsToResellAndFederalFundsSold contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 162285000000 </gs:SecuritiesPurchasedUnderAgreementsToResellAndFederalFundsSold>
<gs:SecuritiesPurchasedUnderAgreementsToResellAndFederalFundsSoldAtFairValue contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 188355000000 </gs:SecuritiesPurchasedUnderAgreementsToResellAndFederalFundsSoldAtFairValue>
<gs:SecuritiesPurchasedUnderAgreementsToResellAndFederalFundsSoldAtFairValue contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 162285000000 </gs:SecuritiesPurchasedUnderAgreementsToResellAndFederalFundsSoldAtFairValue>
<gs:SecuritiesReceivedUnderResaleAgreementsAndSecuritiesBorrowedTransactionsSegregatedToSatisfyCertainRegulatoryRequirements contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-7"> 12860000000 </gs:SecuritiesReceivedUnderResaleAgreementsAndSecuritiesBorrowedTransactionsSegregatedToSatisfyCertainRegulatoryRequirements>
<gs:SecuritiesReceivedUnderResaleAgreementsAndSecuritiesBorrowedTransactionsSegregatedToSatisfyCertainRegulatoryRequirements contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-7"> 24020000000 </gs:SecuritiesReceivedUnderResaleAgreementsAndSecuritiesBorrowedTransactionsSegregatedToSatisfyCertainRegulatoryRequirements>
<gs:SecuritiesSegregatedForRegulatoryAndOtherPurposes contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 36182000000 </gs:SecuritiesSegregatedForRegulatoryAndOtherPurposes>
<gs:SecuritiesSegregatedForRegulatoryAndOtherPurposes contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 42343000000 </gs:SecuritiesSegregatedForRegulatoryAndOtherPurposes>
<gs:SecuritiesSoldUnderAgreementsToRepurchaseNetOfSecuritiesPurchasedUnderAgreementsToResellAndFederalFundsSold contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> -3452000000 </gs:SecuritiesSoldUnderAgreementsToRepurchaseNetOfSecuritiesPurchasedUnderAgreementsToResellAndFederalFundsSold>
<gs:SecuritiesSoldUnderAgreementsToRepurchaseNetOfSecuritiesPurchasedUnderAgreementsToResellAndFederalFundsSold contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 19175000000 </gs:SecuritiesSoldUnderAgreementsToRepurchaseNetOfSecuritiesPurchasedUnderAgreementsToResellAndFederalFundsSold>
<gs:SecuritizationOfCommercialMortgages xsi:nil="true" contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD"/>
<gs:SecuritizationOfCommercialMortgages contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 325000000 </gs:SecuritizationOfCommercialMortgages>
<gs:SecuritizationOfCommercialMortgages xsi:nil="true" contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD"/>
<gs:SecuritizationOfFinancialAssets contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 23434000000 </gs:SecuritizationOfFinancialAssets>
<gs:SecuritizationOfFinancialAssets contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 13461000000 </gs:SecuritizationOfFinancialAssets>
<gs:SecuritizationOfFinancialAssets contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 22711000000 </gs:SecuritizationOfFinancialAssets>
<gs:SecuritizationOfFinancialAssets contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 14651000000 </gs:SecuritizationOfFinancialAssets>
<gs:SecuritizationOfOtherFinancialAssets contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 14000000 </gs:SecuritizationOfOtherFinancialAssets>
<gs:SecuritizationOfOtherFinancialAssets contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 81000000 </gs:SecuritizationOfOtherFinancialAssets>
<gs:SecuritizationOfOtherFinancialAssets contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 49000000 </gs:SecuritizationOfOtherFinancialAssets>
<gs:SecuritizationOfResidentialMortgages contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 23420000000 </gs:SecuritizationOfResidentialMortgages>
<gs:SecuritizationOfResidentialMortgages contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 13461000000 </gs:SecuritizationOfResidentialMortgages>
<gs:SecuritizationOfResidentialMortgages contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 22305000000 </gs:SecuritizationOfResidentialMortgages>
<gs:SecuritizationOfResidentialMortgages contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 14602000000 </gs:SecuritizationOfResidentialMortgages>
<gs:SegmentReportingInformationGeographicSubtotalPretaxEarnings contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 7274000000 </gs:SegmentReportingInformationGeographicSubtotalPretaxEarnings>
<gs:SegmentReportingInformationGeographicSubtotalPretaxEarnings contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 2067000000 </gs:SegmentReportingInformationGeographicSubtotalPretaxEarnings>
<gs:SegmentReportingInformationGeographicSubtotalPretaxEarnings contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 5746000000 </gs:SegmentReportingInformationGeographicSubtotalPretaxEarnings>
<gs:SegmentReportingInformationGeographicSubtotalPretaxEarnings contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 1657000000 </gs:SegmentReportingInformationGeographicSubtotalPretaxEarnings>
<gs:SeparateAccountLiabilities contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 4024000000 </gs:SeparateAccountLiabilities>
<gs:SeparateAccountLiabilities contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 3867000000 </gs:SeparateAccountLiabilities>
<gs:ShortTermBorrowingsInterestExpense contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 231000000 </gs:ShortTermBorrowingsInterestExpense>
<gs:ShortTermBorrowingsInterestExpense contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 113000000 </gs:ShortTermBorrowingsInterestExpense>
<gs:ShortTermBorrowingsInterestExpense contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 251000000 </gs:ShortTermBorrowingsInterestExpense>
<gs:ShortTermBorrowingsInterestExpense contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 122000000 </gs:ShortTermBorrowingsInterestExpense>
<gs:StockOptionsAndWarrantsForDilutedEarningsPerShareCalculation contextRef="SixMonthsEnded_30Jun2010" unitRef="Shares" decimals="-5"> 29100000 </gs:StockOptionsAndWarrantsForDilutedEarningsPerShareCalculation>
<gs:StockOptionsAndWarrantsForDilutedEarningsPerShareCalculation contextRef="ThreeMonthsEnded_30Jun2010" unitRef="Shares" decimals="-5"> 26400000 </gs:StockOptionsAndWarrantsForDilutedEarningsPerShareCalculation>
<gs:StockOptionsAndWarrantsForDilutedEarningsPerShareCalculation contextRef="SixMonthsEnded_30Jun2011" unitRef="Shares" decimals="-5"> 26800000 </gs:StockOptionsAndWarrantsForDilutedEarningsPerShareCalculation>
<gs:StockOptionsAndWarrantsForDilutedEarningsPerShareCalculation contextRef="ThreeMonthsEnded_30Jun2011" unitRef="Shares" decimals="-5"> 23300000 </gs:StockOptionsAndWarrantsForDilutedEarningsPerShareCalculation>
<gs:StockPurchaseDates contextRef="BalanceAsOf_30Jun2011_Series_E_Preferred_Stock_Member"> 2013-06-01 </gs:StockPurchaseDates>
<gs:StockPurchaseDates contextRef="BalanceAsOf_30Jun2011_Series_F_Preferred_Stock_Member"> 2013-09-01 </gs:StockPurchaseDates>
<gs:SubordinatedLiabilitiesIssuedByConsolidatedVIEs contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 1526000000 </gs:SubordinatedLiabilitiesIssuedByConsolidatedVIEs>
<gs:SubordinatedLiabilitiesIssuedByConsolidatedVIEs contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 1376000000 </gs:SubordinatedLiabilitiesIssuedByConsolidatedVIEs>
<gs:SubordinatedLongTermDebtParAmount contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 19427000000 </gs:SubordinatedLongTermDebtParAmount>
<gs:SubordinatedLongTermDebtParAmount contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 19575000000 </gs:SubordinatedLongTermDebtParAmount>
<gs:TierOneCapitalRatioExpectedToBeMaintained contextRef="BalanceAsOf_30Jun2011_Subsidiary_Three_Member" unitRef="Pure" decimals="2"> 0.08 </gs:TierOneCapitalRatioExpectedToBeMaintained>
<gs:TierOneLeverageRatioExpectedToBeMaintained contextRef="BalanceAsOf_30Jun2011_Subsidiary_Three_Member" unitRef="Pure" decimals="2"> 0.06 </gs:TierOneLeverageRatioExpectedToBeMaintained>
<gs:TierTwoRiskBasedCapital contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 13660000000 </gs:TierTwoRiskBasedCapital>
<gs:TierTwoRiskBasedCapital contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 13811000000 </gs:TierTwoRiskBasedCapital>
<gs:TimeDepositMaturitiesFifthYear contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 801000000 </gs:TimeDepositMaturitiesFifthYear>
<gs:TimeDepositMaturitiesFifthYear contextRef="BalanceAsOf_30Jun2011_Maturities_Of_Domestic_Time_Deposits_Member" unitRef="USD" decimals="-6"> 801000000 </gs:TimeDepositMaturitiesFifthYear>
<gs:TimeDepositMaturitiesFifthYear contextRef="BalanceAsOf_30Jun2011_Maturities_Of_Foreign_Time_Deposits_Member" unitRef="USD" decimals="-6"> 0 </gs:TimeDepositMaturitiesFifthYear>
<gs:TimeDepositMaturitiesFirstYear contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 1804000000 </gs:TimeDepositMaturitiesFirstYear>
<gs:TimeDepositMaturitiesFirstYear contextRef="BalanceAsOf_30Jun2011_Maturities_Of_Foreign_Time_Deposits_Member" unitRef="USD" decimals="-6"> 815000000 </gs:TimeDepositMaturitiesFirstYear>
<gs:TimeDepositMaturitiesFirstYear contextRef="BalanceAsOf_30Jun2011_Maturities_Of_Domestic_Time_Deposits_Member" unitRef="USD" decimals="-6"> 989000000 </gs:TimeDepositMaturitiesFirstYear>
<gs:TimeDepositMaturitiesFourthYear contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 499000000 </gs:TimeDepositMaturitiesFourthYear>
<gs:TimeDepositMaturitiesFourthYear contextRef="BalanceAsOf_30Jun2011_Maturities_Of_Foreign_Time_Deposits_Member" unitRef="USD" decimals="-6"> 0 </gs:TimeDepositMaturitiesFourthYear>
<gs:TimeDepositMaturitiesFourthYear contextRef="BalanceAsOf_30Jun2011_Maturities_Of_Domestic_Time_Deposits_Member" unitRef="USD" decimals="-6"> 499000000 </gs:TimeDepositMaturitiesFourthYear>
<gs:TimeDepositMaturitiesSecondYear contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 1667000000 </gs:TimeDepositMaturitiesSecondYear>
<gs:TimeDepositMaturitiesSecondYear contextRef="BalanceAsOf_30Jun2011_Maturities_Of_Foreign_Time_Deposits_Member" unitRef="USD" decimals="-6"> 652000000 </gs:TimeDepositMaturitiesSecondYear>
<gs:TimeDepositMaturitiesSecondYear contextRef="BalanceAsOf_30Jun2011_Maturities_Of_Domestic_Time_Deposits_Member" unitRef="USD" decimals="-6"> 1015000000 </gs:TimeDepositMaturitiesSecondYear>
<gs:TimeDepositMaturitiesSeventhYearAndThereafter contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 1372000000 </gs:TimeDepositMaturitiesSeventhYearAndThereafter>
<gs:TimeDepositMaturitiesSeventhYearAndThereafter contextRef="BalanceAsOf_30Jun2011_Maturities_Of_Foreign_Time_Deposits_Member" unitRef="USD" decimals="-6"> 0 </gs:TimeDepositMaturitiesSeventhYearAndThereafter>
<gs:TimeDepositMaturitiesSeventhYearAndThereafter contextRef="BalanceAsOf_30Jun2011_Maturities_Of_Domestic_Time_Deposits_Member" unitRef="USD" decimals="-6"> 1372000000 </gs:TimeDepositMaturitiesSeventhYearAndThereafter>
<gs:TimeDepositMaturitiesSixthYear contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 83000000 </gs:TimeDepositMaturitiesSixthYear>
<gs:TimeDepositMaturitiesSixthYear contextRef="BalanceAsOf_30Jun2011_Maturities_Of_Foreign_Time_Deposits_Member" unitRef="USD" decimals="-6"> 0 </gs:TimeDepositMaturitiesSixthYear>
<gs:TimeDepositMaturitiesSixthYear contextRef="BalanceAsOf_30Jun2011_Maturities_Of_Domestic_Time_Deposits_Member" unitRef="USD" decimals="-6"> 83000000 </gs:TimeDepositMaturitiesSixthYear>
<gs:TimeDepositMaturitiesThirdYear contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 1982000000 </gs:TimeDepositMaturitiesThirdYear>
<gs:TimeDepositMaturitiesThirdYear contextRef="BalanceAsOf_30Jun2011_Maturities_Of_Domestic_Time_Deposits_Member" unitRef="USD" decimals="-6"> 1982000000 </gs:TimeDepositMaturitiesThirdYear>
<gs:TimeDepositMaturitiesThirdYear contextRef="BalanceAsOf_30Jun2011_Maturities_Of_Foreign_Time_Deposits_Member" unitRef="USD" decimals="-6"> 0 </gs:TimeDepositMaturitiesThirdYear>
<gs:TransfersOfFinancialAssetsAccountedForAsFinancingsIncludedInOtherSecuredFinancings contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-7"> 8320000000 </gs:TransfersOfFinancialAssetsAccountedForAsFinancingsIncludedInOtherSecuredFinancings>
<gs:TransfersOfFinancialAssetsAccountedForAsFinancingsIncludedInOtherSecuredFinancings contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-7"> 9900000000 </gs:TransfersOfFinancialAssetsAccountedForAsFinancingsIncludedInOtherSecuredFinancings>
<gs:TreasuryStockParValue contextRef="BalanceAsOf_31Dec2010" unitRef="USDEPS" decimals="INF"> 0.01 </gs:TreasuryStockParValue>
<gs:TreasuryStockParValue contextRef="BalanceAsOf_30Jun2011" unitRef="USDEPS" decimals="INF"> 0.01 </gs:TreasuryStockParValue>
<gs:TreasuryStockRepurchased contextRef="TwelveMonthsEnded_31Dec2010_Treasury_Stock_Member" unitRef="USD" decimals="-6"> -4185000000 </gs:TreasuryStockRepurchased>
<gs:TreasuryStockRepurchased contextRef="SixMonthsEnded_30Jun2011_Treasury_Stock_Member" unitRef="USD" decimals="-6"> -2981000000 </gs:TreasuryStockRepurchased>
<gs:UKBankPayrollTax contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 600000000 </gs:UKBankPayrollTax>
<gs:UKBankPayrollTax contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 600000000 </gs:UKBankPayrollTax>
<gs:UKBankPayrollTax contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 0 </gs:UKBankPayrollTax>
<gs:UKBankPayrollTax contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 0 </gs:UKBankPayrollTax>
<gs:UnderwritingCommitment contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 835000000 </gs:UnderwritingCommitment>
<gs:UnderwritingCommitment contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 188000000 </gs:UnderwritingCommitment>
<gs:UnderwritingCommitment contextRef="BalanceAsOf_30Jun2011_Maturities_Year_One_And_Year_Two_Member" unitRef="USD" decimals="-6"> 0 </gs:UnderwritingCommitment>
<gs:UnderwritingCommitment contextRef="BalanceAsOf_30Jun2011_Maturities_Current_Fiscal_Year_Member" unitRef="USD" decimals="-6"> 188000000 </gs:UnderwritingCommitment>
<gs:UnderwritingCommitment contextRef="BalanceAsOf_30Jun2011_Maturities_Year_Three_And_Year_Four_Member" unitRef="USD" decimals="-6"> 0 </gs:UnderwritingCommitment>
<gs:UnderwritingCommitment contextRef="BalanceAsOf_30Jun2011_Maturities_Year_Five_And_Thereafter_Member" unitRef="USD" decimals="-6"> 0 </gs:UnderwritingCommitment>
<gs:UnsecuredFixedRateLongTermDebt contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 118699000000 </gs:UnsecuredFixedRateLongTermDebt>
<gs:UnsecuredFixedRateLongTermDebt contextRef="BalanceAsOf_31Dec2010_Non_U_S_Dollar_Member" unitRef="USD" decimals="-6"> 35885000000 </gs:UnsecuredFixedRateLongTermDebt>
<gs:UnsecuredFixedRateLongTermDebt contextRef="BalanceAsOf_31Dec2010_U_S_Dollar_Member" unitRef="USD" decimals="-6"> 82814000000 </gs:UnsecuredFixedRateLongTermDebt>
<gs:UnsecuredFixedRateLongTermDebt contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 118224000000 </gs:UnsecuredFixedRateLongTermDebt>
<gs:UnsecuredFixedRateLongTermDebt contextRef="BalanceAsOf_30Jun2011_Non_U_S_Dollar_Member" unitRef="USD" decimals="-6"> 40387000000 </gs:UnsecuredFixedRateLongTermDebt>
<gs:UnsecuredFixedRateLongTermDebt contextRef="BalanceAsOf_30Jun2011_U_S_Dollar_Member" unitRef="USD" decimals="-6"> 77837000000 </gs:UnsecuredFixedRateLongTermDebt>
<gs:UnsecuredLongTermBorrowingsAtFairValue contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 18171000000 </gs:UnsecuredLongTermBorrowingsAtFairValue>
<gs:UnsecuredLongTermBorrowingsAtFairValue contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 20130000000 </gs:UnsecuredLongTermBorrowingsAtFairValue>
<gs:UnsecuredLongTermDebtMaturitiesRepaymentsOfPrincipalAfterYearFive contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 74882000000 </gs:UnsecuredLongTermDebtMaturitiesRepaymentsOfPrincipalAfterYearFive>
<gs:UnsecuredLongTermDebtMaturitiesRepaymentsOfPrincipalInYearFive contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 27514000000 </gs:UnsecuredLongTermDebtMaturitiesRepaymentsOfPrincipalInYearFive>
<gs:UnsecuredLongTermDebtMaturitiesRepaymentsOfPrincipalInYearFour contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 17685000000 </gs:UnsecuredLongTermDebtMaturitiesRepaymentsOfPrincipalInYearFour>
<gs:UnsecuredLongTermDebtMaturitiesRepaymentsOfPrincipalInYearOne contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 11460000000 </gs:UnsecuredLongTermDebtMaturitiesRepaymentsOfPrincipalInYearOne>
<gs:UnsecuredLongTermDebtMaturitiesRepaymentsOfPrincipalInYearThree contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 20474000000 </gs:UnsecuredLongTermDebtMaturitiesRepaymentsOfPrincipalInYearThree>
<gs:UnsecuredLongTermDebtMaturitiesRepaymentsOfPrincipalInYearTwo contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 23195000000 </gs:UnsecuredLongTermDebtMaturitiesRepaymentsOfPrincipalInYearTwo>
<gs:UnsecuredLongTermDebtWithFixedRatesAfterHedgingAtAmortizedCost contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 5877000000 </gs:UnsecuredLongTermDebtWithFixedRatesAfterHedgingAtAmortizedCost>
<gs:UnsecuredLongTermDebtWithFixedRatesAfterHedgingAtAmortizedCost contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 12685000000 </gs:UnsecuredLongTermDebtWithFixedRatesAfterHedgingAtAmortizedCost>
<gs:UnsecuredLongTermDebtWithFixedRatesAfterHedgingAtFairValue contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 22000000 </gs:UnsecuredLongTermDebtWithFixedRatesAfterHedgingAtFairValue>
<gs:UnsecuredLongTermDebtWithFixedRatesAfterHedgingAtFairValue contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 516000000 </gs:UnsecuredLongTermDebtWithFixedRatesAfterHedgingAtFairValue>
<gs:UnsecuredLongTermDebtWithFloatingRatesAfterHedgingAtAmortizedCost contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 150352000000 </gs:UnsecuredLongTermDebtWithFloatingRatesAfterHedgingAtAmortizedCost>
<gs:UnsecuredLongTermDebtWithFloatingRatesAfterHedgingAtAmortizedCost contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 142394000000 </gs:UnsecuredLongTermDebtWithFloatingRatesAfterHedgingAtAmortizedCost>
<gs:UnsecuredLongTermDebtWithFloatingRatesAfterHedgingAtFairValue contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 18148000000 </gs:UnsecuredLongTermDebtWithFloatingRatesAfterHedgingAtFairValue>
<gs:UnsecuredLongTermDebtWithFloatingRatesAfterHedgingAtFairValue contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 19615000000 </gs:UnsecuredLongTermDebtWithFloatingRatesAfterHedgingAtFairValue>
<gs:UnsecuredShortTermBorrowingsIncludingCurrentPortionOfUnsecuredLongTermBorrowings contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 47842000000 </gs:UnsecuredShortTermBorrowingsIncludingCurrentPortionOfUnsecuredLongTermBorrowings>
<gs:UnsecuredShortTermBorrowingsIncludingCurrentPortionOfUnsecuredLongTermBorrowings contextRef="BalanceAsOf_31Dec2010_Consolidated_Variable_Interest_Entity_Carrying_Amount_Member" unitRef="USD" decimals="-6"> 2661000000 </gs:UnsecuredShortTermBorrowingsIncludingCurrentPortionOfUnsecuredLongTermBorrowings>
<gs:UnsecuredShortTermBorrowingsIncludingCurrentPortionOfUnsecuredLongTermBorrowings contextRef="BalanceAsOf_31Dec2010_Municipal_Bond_Securitizations_Member" unitRef="USD" decimals="-6"> 0 </gs:UnsecuredShortTermBorrowingsIncludingCurrentPortionOfUnsecuredLongTermBorrowings>
<gs:UnsecuredShortTermBorrowingsIncludingCurrentPortionOfUnsecuredLongTermBorrowings contextRef="BalanceAsOf_31Dec2010_Principal_Protected_Notes_Member" unitRef="USD" decimals="-6"> 2359000000 </gs:UnsecuredShortTermBorrowingsIncludingCurrentPortionOfUnsecuredLongTermBorrowings>
<gs:UnsecuredShortTermBorrowingsIncludingCurrentPortionOfUnsecuredLongTermBorrowings contextRef="BalanceAsOf_31Dec2010_Cdos_Mortgage_Backed_And_Other_Asset_Backed_Member" unitRef="USD" decimals="-6"> 0 </gs:UnsecuredShortTermBorrowingsIncludingCurrentPortionOfUnsecuredLongTermBorrowings>
<gs:UnsecuredShortTermBorrowingsIncludingCurrentPortionOfUnsecuredLongTermBorrowings contextRef="BalanceAsOf_31Dec2010_Real_Estate_Credit_Related_And_Other_Investing_Member" unitRef="USD" decimals="-6"> 302000000 </gs:UnsecuredShortTermBorrowingsIncludingCurrentPortionOfUnsecuredLongTermBorrowings>
<gs:UnsecuredShortTermBorrowingsIncludingCurrentPortionOfUnsecuredLongTermBorrowings contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 56554000000 </gs:UnsecuredShortTermBorrowingsIncludingCurrentPortionOfUnsecuredLongTermBorrowings>
<gs:UnsecuredShortTermBorrowingsIncludingCurrentPortionOfUnsecuredLongTermBorrowings contextRef="BalanceAsOf_30Jun2011_Principal_Protected_Notes_Member" unitRef="USD" decimals="-6"> 2132000000 </gs:UnsecuredShortTermBorrowingsIncludingCurrentPortionOfUnsecuredLongTermBorrowings>
<gs:UnsecuredShortTermBorrowingsIncludingCurrentPortionOfUnsecuredLongTermBorrowings contextRef="BalanceAsOf_30Jun2011_Cdos_Mortgage_Backed_And_Other_Asset_Backed_Member" unitRef="USD" decimals="-6"> 0 </gs:UnsecuredShortTermBorrowingsIncludingCurrentPortionOfUnsecuredLongTermBorrowings>
<gs:UnsecuredShortTermBorrowingsIncludingCurrentPortionOfUnsecuredLongTermBorrowings contextRef="BalanceAsOf_30Jun2011_Real_Estate_Credit_Related_And_Other_Investing_Member" unitRef="USD" decimals="-6"> 4000000 </gs:UnsecuredShortTermBorrowingsIncludingCurrentPortionOfUnsecuredLongTermBorrowings>
<gs:UnsecuredShortTermBorrowingsIncludingCurrentPortionOfUnsecuredLongTermBorrowings contextRef="BalanceAsOf_30Jun2011_Municipal_Bond_Securitizations_Member" unitRef="USD" decimals="-6"> 0 </gs:UnsecuredShortTermBorrowingsIncludingCurrentPortionOfUnsecuredLongTermBorrowings>
<gs:UnsecuredShortTermBorrowingsIncludingCurrentPortionOfUnsecuredLongTermBorrowings contextRef="BalanceAsOf_30Jun2011_Consolidated_Variable_Interest_Entity_Carrying_Amount_Member" unitRef="USD" decimals="-6"> 2136000000 </gs:UnsecuredShortTermBorrowingsIncludingCurrentPortionOfUnsecuredLongTermBorrowings>
<gs:UnsecuredShortTermBorrowingsIncludingCurrentPortionOfUnsecuredLongTermBorrowingsAtFairValue contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 22116000000 </gs:UnsecuredShortTermBorrowingsIncludingCurrentPortionOfUnsecuredLongTermBorrowingsAtFairValue>
<gs:UnsecuredShortTermBorrowingsIncludingCurrentPortionOfUnsecuredLongTermBorrowingsAtFairValue contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 22334000000 </gs:UnsecuredShortTermBorrowingsIncludingCurrentPortionOfUnsecuredLongTermBorrowingsAtFairValue>
<gs:UnsecuredShortTermBorrowingsNet contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> -204000000 </gs:UnsecuredShortTermBorrowingsNet>
<gs:UnsecuredShortTermBorrowingsNet contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> -298000000 </gs:UnsecuredShortTermBorrowingsNet>
<gs:UnsecuredShortTermDebtWeightedAverageInterestRateAfterGivingEffectToHedgingActivities contextRef="BalanceAsOf_31Dec2010" unitRef="Pure" decimals="4"> 0.0177 </gs:UnsecuredShortTermDebtWeightedAverageInterestRateAfterGivingEffectToHedgingActivities>
<gs:UnsecuredShortTermDebtWeightedAverageInterestRateAfterGivingEffectToHedgingActivities contextRef="BalanceAsOf_30Jun2011" unitRef="Pure" decimals="4"> 0.0174 </gs:UnsecuredShortTermDebtWeightedAverageInterestRateAfterGivingEffectToHedgingActivities>
<gs:UnsecuredVariableRateLongTermDebt contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 55700000000 </gs:UnsecuredVariableRateLongTermDebt>
<gs:UnsecuredVariableRateLongTermDebt contextRef="BalanceAsOf_31Dec2010_U_S_Dollar_Member" unitRef="USD" decimals="-6"> 27316000000 </gs:UnsecuredVariableRateLongTermDebt>
<gs:UnsecuredVariableRateLongTermDebt contextRef="BalanceAsOf_31Dec2010_Non_U_S_Dollar_Member" unitRef="USD" decimals="-6"> 28384000000 </gs:UnsecuredVariableRateLongTermDebt>
<gs:UnsecuredVariableRateLongTermDebt contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 56986000000 </gs:UnsecuredVariableRateLongTermDebt>
<gs:UnsecuredVariableRateLongTermDebt contextRef="BalanceAsOf_30Jun2011_Non_U_S_Dollar_Member" unitRef="USD" decimals="-6"> 30059000000 </gs:UnsecuredVariableRateLongTermDebt>
<gs:UnsecuredVariableRateLongTermDebt contextRef="BalanceAsOf_30Jun2011_U_S_Dollar_Member" unitRef="USD" decimals="-6"> 26927000000 </gs:UnsecuredVariableRateLongTermDebt>
<gs:ValueOfRSUsCancelled contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-7"> 1780000000 </gs:ValueOfRSUsCancelled>
<gs:ValueOfSharesRemitted contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> -12000000 </gs:ValueOfSharesRemitted>
<gs:VariableInterestEntityConsolidatedCarryingAmountAssets contextRef="BalanceAsOf_31Dec2010_Cdos_Mortgage_Backed_And_Other_Asset_Backed_Member" unitRef="USD" decimals="-6"> 1115000000 </gs:VariableInterestEntityConsolidatedCarryingAmountAssets>
<gs:VariableInterestEntityConsolidatedCarryingAmountAssets contextRef="BalanceAsOf_31Dec2010_Municipal_Bond_Securitizations_Member" unitRef="USD" decimals="-6"> 547000000 </gs:VariableInterestEntityConsolidatedCarryingAmountAssets>
<gs:VariableInterestEntityConsolidatedCarryingAmountAssets contextRef="BalanceAsOf_31Dec2010_Principal_Protected_Notes_Member" unitRef="USD" decimals="-6"> 700000000 </gs:VariableInterestEntityConsolidatedCarryingAmountAssets>
<gs:VariableInterestEntityConsolidatedCarryingAmountAssets contextRef="BalanceAsOf_31Dec2010_Consolidated_Variable_Interest_Entity_Carrying_Amount_Member" unitRef="USD" decimals="-6"> 8720000000 </gs:VariableInterestEntityConsolidatedCarryingAmountAssets>
<gs:VariableInterestEntityConsolidatedCarryingAmountAssets contextRef="BalanceAsOf_31Dec2010_Real_Estate_Credit_Related_And_Other_Investing_Member" unitRef="USD" decimals="-6"> 6358000000 </gs:VariableInterestEntityConsolidatedCarryingAmountAssets>
<gs:VariableInterestEntityConsolidatedCarryingAmountAssets contextRef="BalanceAsOf_30Jun2011_Principal_Protected_Notes_Member" unitRef="USD" decimals="-6"> 712000000 </gs:VariableInterestEntityConsolidatedCarryingAmountAssets>
<gs:VariableInterestEntityConsolidatedCarryingAmountAssets contextRef="BalanceAsOf_30Jun2011_Real_Estate_Credit_Related_And_Other_Investing_Member" unitRef="USD" decimals="-6"> 5441000000 </gs:VariableInterestEntityConsolidatedCarryingAmountAssets>
<gs:VariableInterestEntityConsolidatedCarryingAmountAssets contextRef="BalanceAsOf_30Jun2011_Municipal_Bond_Securitizations_Member" unitRef="USD" decimals="-6"> 191000000 </gs:VariableInterestEntityConsolidatedCarryingAmountAssets>
<gs:VariableInterestEntityConsolidatedCarryingAmountAssets contextRef="BalanceAsOf_30Jun2011_Cdos_Mortgage_Backed_And_Other_Asset_Backed_Member" unitRef="USD" decimals="-6"> 1113000000 </gs:VariableInterestEntityConsolidatedCarryingAmountAssets>
<gs:VariableInterestEntityConsolidatedCarryingAmountAssets contextRef="BalanceAsOf_30Jun2011_Consolidated_Variable_Interest_Entity_Carrying_Amount_Member" unitRef="USD" decimals="-6"> 7457000000 </gs:VariableInterestEntityConsolidatedCarryingAmountAssets>
<gs:VariableInterestEntityConsolidatedCarryingAmountLiabilities contextRef="BalanceAsOf_31Dec2010_Real_Estate_Credit_Related_And_Other_Investing_Member" unitRef="USD" decimals="-6"> 4746000000 </gs:VariableInterestEntityConsolidatedCarryingAmountLiabilities>
<gs:VariableInterestEntityConsolidatedCarryingAmountLiabilities contextRef="BalanceAsOf_31Dec2010_Consolidated_Variable_Interest_Entity_Carrying_Amount_Member" unitRef="USD" decimals="-6"> 11475000000 </gs:VariableInterestEntityConsolidatedCarryingAmountLiabilities>
<gs:VariableInterestEntityConsolidatedCarryingAmountLiabilities contextRef="BalanceAsOf_31Dec2010_Cdos_Mortgage_Backed_And_Other_Asset_Backed_Member" unitRef="USD" decimals="-6"> 516000000 </gs:VariableInterestEntityConsolidatedCarryingAmountLiabilities>
<gs:VariableInterestEntityConsolidatedCarryingAmountLiabilities contextRef="BalanceAsOf_31Dec2010_Municipal_Bond_Securitizations_Member" unitRef="USD" decimals="-6"> 630000000 </gs:VariableInterestEntityConsolidatedCarryingAmountLiabilities>
<gs:VariableInterestEntityConsolidatedCarryingAmountLiabilities contextRef="BalanceAsOf_31Dec2010_Principal_Protected_Notes_Member" unitRef="USD" decimals="-6"> 5583000000 </gs:VariableInterestEntityConsolidatedCarryingAmountLiabilities>
<gs:VariableInterestEntityConsolidatedCarryingAmountLiabilities contextRef="BalanceAsOf_30Jun2011_Municipal_Bond_Securitizations_Member" unitRef="USD" decimals="-6"> 200000000 </gs:VariableInterestEntityConsolidatedCarryingAmountLiabilities>
<gs:VariableInterestEntityConsolidatedCarryingAmountLiabilities contextRef="BalanceAsOf_30Jun2011_Principal_Protected_Notes_Member" unitRef="USD" decimals="-6"> 5707000000 </gs:VariableInterestEntityConsolidatedCarryingAmountLiabilities>
<gs:VariableInterestEntityConsolidatedCarryingAmountLiabilities contextRef="BalanceAsOf_30Jun2011_Real_Estate_Credit_Related_And_Other_Investing_Member" unitRef="USD" decimals="-6"> 3905000000 </gs:VariableInterestEntityConsolidatedCarryingAmountLiabilities>
<gs:VariableInterestEntityConsolidatedCarryingAmountLiabilities contextRef="BalanceAsOf_30Jun2011_Consolidated_Variable_Interest_Entity_Carrying_Amount_Member" unitRef="USD" decimals="-6"> 10399000000 </gs:VariableInterestEntityConsolidatedCarryingAmountLiabilities>
<gs:VariableInterestEntityConsolidatedCarryingAmountLiabilities contextRef="BalanceAsOf_30Jun2011_Cdos_Mortgage_Backed_And_Other_Asset_Backed_Member" unitRef="USD" decimals="-6"> 587000000 </gs:VariableInterestEntityConsolidatedCarryingAmountLiabilities>
<gs:VariableInterestEntityNonconsolidatedCarryingAmountAssets contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 10558000000 </gs:VariableInterestEntityNonconsolidatedCarryingAmountAssets>
<gs:VariableInterestEntityNonconsolidatedCarryingAmountAssets contextRef="BalanceAsOf_31Dec2010_Asset_Backed_Securities_Member" unitRef="USD" decimals="-6"> 266000000 </gs:VariableInterestEntityNonconsolidatedCarryingAmountAssets>
<gs:VariableInterestEntityNonconsolidatedCarryingAmountAssets contextRef="BalanceAsOf_31Dec2010_Mortgage_Backed_Securities_Member" unitRef="USD" decimals="-6"> 8076000000 </gs:VariableInterestEntityNonconsolidatedCarryingAmountAssets>
<gs:VariableInterestEntityNonconsolidatedCarryingAmountAssets contextRef="BalanceAsOf_31Dec2010_Investment_Funds_Member" unitRef="USD" decimals="-6"> 5000000 </gs:VariableInterestEntityNonconsolidatedCarryingAmountAssets>
<gs:VariableInterestEntityNonconsolidatedCarryingAmountAssets contextRef="BalanceAsOf_31Dec2010_Power_Related_Member" unitRef="USD" decimals="-6"> 239000000 </gs:VariableInterestEntityNonconsolidatedCarryingAmountAssets>
<gs:VariableInterestEntityNonconsolidatedCarryingAmountAssets contextRef="BalanceAsOf_31Dec2010_Corporate_Cdos_And_Clos_Member" unitRef="USD" decimals="-6"> 909000000 </gs:VariableInterestEntityNonconsolidatedCarryingAmountAssets>
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<gs:VariableInterestEntityQualitativeOrQuantitativeInformationVIESizeOfVIE contextRef="BalanceAsOf_31Dec2010_Investment_Funds_Member" unitRef="USD" decimals="-6"> 2330000000 </gs:VariableInterestEntityQualitativeOrQuantitativeInformationVIESizeOfVIE>
<gs:VariableInterestEntityQualitativeOrQuantitativeInformationVIESizeOfVIE contextRef="BalanceAsOf_31Dec2010_Cdos_Backed_By_Mortgage_Obligations_Member" unitRef="USD" decimals="-7"> 6140000000 </gs:VariableInterestEntityQualitativeOrQuantitativeInformationVIESizeOfVIE>
<gs:VariableInterestEntityQualitativeOrQuantitativeInformationVIESizeOfVIE contextRef="BalanceAsOf_31Dec2010_Real_Estate_Credit_Related_And_Other_Investing_Member" unitRef="USD" decimals="-6"> 12568000000 </gs:VariableInterestEntityQualitativeOrQuantitativeInformationVIESizeOfVIE>
<gs:VariableInterestEntityQualitativeOrQuantitativeInformationVIESizeOfVIE contextRef="BalanceAsOf_31Dec2010_Power_Related_Member" unitRef="USD" decimals="-6"> 552000000 </gs:VariableInterestEntityQualitativeOrQuantitativeInformationVIESizeOfVIE>
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<gs:VariableInterestEntityQualitativeOrQuantitativeInformationVIESizeOfVIE contextRef="BalanceAsOf_31Dec2010_Mortgage_Backed_Securities_Member" unitRef="USD" decimals="-6"> 88755000000 </gs:VariableInterestEntityQualitativeOrQuantitativeInformationVIESizeOfVIE>
<gs:VariableInterestEntityQualitativeOrQuantitativeInformationVIESizeOfVIE contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 135830000000 </gs:VariableInterestEntityQualitativeOrQuantitativeInformationVIESizeOfVIE>
<gs:VariableInterestEntityQualitativeOrQuantitativeInformationVIESizeOfVIE contextRef="BalanceAsOf_30Jun2011_Mortgage_Backed_Securities_Member" unitRef="USD" decimals="-6"> 94287000000 </gs:VariableInterestEntityQualitativeOrQuantitativeInformationVIESizeOfVIE>
<gs:VariableInterestEntityQualitativeOrQuantitativeInformationVIESizeOfVIE contextRef="BalanceAsOf_30Jun2011_Real_Estate_Credit_Related_And_Other_Investing_Member" unitRef="USD" decimals="-6"> 8813000000 </gs:VariableInterestEntityQualitativeOrQuantitativeInformationVIESizeOfVIE>
<gs:VariableInterestEntityQualitativeOrQuantitativeInformationVIESizeOfVIE contextRef="BalanceAsOf_30Jun2011_Power_Related_Member" unitRef="USD" decimals="-6"> 529000000 </gs:VariableInterestEntityQualitativeOrQuantitativeInformationVIESizeOfVIE>
<gs:VariableInterestEntityQualitativeOrQuantitativeInformationVIESizeOfVIE contextRef="BalanceAsOf_30Jun2011_Investment_Funds_Member" unitRef="USD" decimals="-6"> 2557000000 </gs:VariableInterestEntityQualitativeOrQuantitativeInformationVIESizeOfVIE>
<gs:VariableInterestEntityQualitativeOrQuantitativeInformationVIESizeOfVIE contextRef="BalanceAsOf_30Jun2011_Cdos_Backed_By_Mortgage_Obligations_Member" unitRef="USD" decimals="-7"> 5550000000 </gs:VariableInterestEntityQualitativeOrQuantitativeInformationVIESizeOfVIE>
<gs:VariableInterestEntityQualitativeOrQuantitativeInformationVIESizeOfVIE contextRef="BalanceAsOf_30Jun2011_Corporate_Cdos_And_Clos_Member" unitRef="USD" decimals="-6"> 25377000000 </gs:VariableInterestEntityQualitativeOrQuantitativeInformationVIESizeOfVIE>
<gs:VariableInterestEntityQualitativeOrQuantitativeInformationVIESizeOfVIE contextRef="BalanceAsOf_30Jun2011_Asset_Backed_Securities_Member" unitRef="USD" decimals="-6"> 4267000000 </gs:VariableInterestEntityQualitativeOrQuantitativeInformationVIESizeOfVIE>
<gs:WarehouseFinancing contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 265000000 </gs:WarehouseFinancing>
<gs:WarehouseFinancing contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 332000000 </gs:WarehouseFinancing>
<gs:WarehouseFinancing contextRef="BalanceAsOf_30Jun2011_Maturities_Current_Fiscal_Year_Member" unitRef="USD" decimals="-6"> 63000000 </gs:WarehouseFinancing>
<gs:WarehouseFinancing contextRef="BalanceAsOf_30Jun2011_Maturities_Year_Five_And_Thereafter_Member" unitRef="USD" decimals="-6"> 0 </gs:WarehouseFinancing>
<gs:WarehouseFinancing contextRef="BalanceAsOf_30Jun2011_Maturities_Year_One_And_Year_Two_Member" unitRef="USD" decimals="-6"> 269000000 </gs:WarehouseFinancing>
<gs:WarehouseFinancing contextRef="BalanceAsOf_30Jun2011_Maturities_Year_Three_And_Year_Four_Member" unitRef="USD" decimals="-6"> 0 </gs:WarehouseFinancing>
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<gs:WeightedAverageAgeAttainedOfContractHolders contextRef="BalanceAsOf_30Jun2011" unitRef="Pure" decimals="0"> 69 </gs:WeightedAverageAgeAttainedOfContractHolders>
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<us-gaap:AccumulatedOtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 84000000 </us-gaap:AccumulatedOtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax>
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<us-gaap:AccumulatedOtherComprehensiveIncomeLossForeignCurrencyTranslationAdjustmentNetOfTax contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> -170000000 </us-gaap:AccumulatedOtherComprehensiveIncomeLossForeignCurrencyTranslationAdjustmentNetOfTax>
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<us-gaap:AdjustmentsToAdditionalPaidInCapitalTaxEffectFromShareBasedCompensation contextRef="TwelveMonthsEnded_31Dec2010_Additional_Paid_In_Capital_Member" unitRef="USD" decimals="-6"> 239000000 </us-gaap:AdjustmentsToAdditionalPaidInCapitalTaxEffectFromShareBasedCompensation>
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<us-gaap:AlternativeNetCapitalRequirement contextRef="BalanceAsOf_30Jun2011_Subsidiary_One_Member" unitRef="USD" decimals="-7"> 1680000000 </us-gaap:AlternativeNetCapitalRequirement>
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<us-gaap:AmortizationOfIntangibleAssets contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 126000000 </us-gaap:AmortizationOfIntangibleAssets>
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<us-gaap:AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount contextRef="ThreeMonthsEnded_30Jun2011" unitRef="Shares" decimals="-5"> 6500000 </us-gaap:AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount>
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<us-gaap:Assets contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-6"> 911332000000 </us-gaap:Assets>
<us-gaap:Assets contextRef="BalanceAsOf_31Mar2011" unitRef="USD" decimals="-6"> 933289000000 </us-gaap:Assets>
<us-gaap:Assets contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-6"> 936910000000 </us-gaap:Assets>
<us-gaap:AssumptionForFairValueOfInterestsContinuedToBeHeldByTransferorServicingAssetsOrLiabilitiesDiscountRate contextRef="TwelveMonthsEnded_31Dec2010_Mortgage_Backed_Securities_Member" unitRef="Pure" decimals="3"> 0.053 </us-gaap:AssumptionForFairValueOfInterestsContinuedToBeHeldByTransferorServicingAssetsOrLiabilitiesDiscountRate>
<us-gaap:AssumptionForFairValueOfInterestsContinuedToBeHeldByTransferorServicingAssetsOrLiabilitiesDiscountRate contextRef="SixMonthsEnded_30Jun2011_Mortgage_Backed_Securities_Member" unitRef="Pure" decimals="3"> 0.046 </us-gaap:AssumptionForFairValueOfInterestsContinuedToBeHeldByTransferorServicingAssetsOrLiabilitiesDiscountRate>
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<us-gaap:AssumptionForFairValueOfInterestsContinuedToBeHeldByTransferorServicingAssetsOrLiabilitiesPrepaymentSpeed contextRef="SixMonthsEnded_30Jun2011_Mortgage_Backed_Securities_Member" unitRef="Pure" decimals="3"> 0.091 </us-gaap:AssumptionForFairValueOfInterestsContinuedToBeHeldByTransferorServicingAssetsOrLiabilitiesPrepaymentSpeed>
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<us-gaap:AssumptionForFairValueOfInterestsContinuedToBeHeldByTransferorServicingAssetsOrLiabilitiesWeightedAverageLife contextRef="TwelveMonthsEnded_31Dec2010_Mortgage_Backed_Securities_Member" unitRef="Pure" decimals="1"> 7.4 </us-gaap:AssumptionForFairValueOfInterestsContinuedToBeHeldByTransferorServicingAssetsOrLiabilitiesWeightedAverageLife>
<us-gaap:AssumptionForFairValueOfInterestsContinuedToBeHeldByTransferorServicingAssetsOrLiabilitiesWeightedAverageLife contextRef="SixMonthsEnded_30Jun2011_Asset_Backed_Securities_Member" unitRef="Pure" decimals="1"> 3.8 </us-gaap:AssumptionForFairValueOfInterestsContinuedToBeHeldByTransferorServicingAssetsOrLiabilitiesWeightedAverageLife>
<us-gaap:AssumptionForFairValueOfInterestsContinuedToBeHeldByTransferorServicingAssetsOrLiabilitiesWeightedAverageLife contextRef="SixMonthsEnded_30Jun2011_Mortgage_Backed_Securities_Member" unitRef="Pure" decimals="1"> 6.3 </us-gaap:AssumptionForFairValueOfInterestsContinuedToBeHeldByTransferorServicingAssetsOrLiabilitiesWeightedAverageLife>
<us-gaap:AvailableForSaleSecuritiesFairValueDisclosure contextRef="BalanceAsOf_31Dec2010" unitRef="USD" decimals="-7"> 3670000000 </us-gaap:AvailableForSaleSecuritiesFairValueDisclosure>
<us-gaap:AvailableForSaleSecuritiesFairValueDisclosure contextRef="BalanceAsOf_30Jun2011" unitRef="USD" decimals="-7"> 3480000000 </us-gaap:AvailableForSaleSecuritiesFairValueDisclosure>
<us-gaap:AvailableForSaleSecuritiesGrossRealizedGainLossNet contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 63000000 </us-gaap:AvailableForSaleSecuritiesGrossRealizedGainLossNet>
<us-gaap:AvailableForSaleSecuritiesGrossRealizedGainLossNet contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 37000000 </us-gaap:AvailableForSaleSecuritiesGrossRealizedGainLossNet>
<us-gaap:AvailableForSaleSecuritiesGrossRealizedGainLossNet contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 50000000 </us-gaap:AvailableForSaleSecuritiesGrossRealizedGainLossNet>
<us-gaap:AvailableForSaleSecuritiesGrossRealizedGainLossNet contextRef="ThreeMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 21000000 </us-gaap:AvailableForSaleSecuritiesGrossRealizedGainLossNet>
<us-gaap:BusinessDevelopment contextRef="SixMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 226000000 </us-gaap:BusinessDevelopment>
<us-gaap:BusinessDevelopment contextRef="ThreeMonthsEnded_30Jun2010" unitRef="USD" decimals="-6"> 116000000 </us-gaap:BusinessDevelopment>
<us-gaap:BusinessDevelopment contextRef="SixMonthsEnded_30Jun2011" unitRef="USD" decimals="-6"> 362000000 </us-gaap:BusinessDevelopment>
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<us-gaap:VariableInterestMaximumExposureToLoss contextRef="BalanceAsOf_31Dec2010_Real_Estate_Credit_Related_And_Other_Investing_Member_Commitments_And_Guarantees_Maximum_Exposure_To_Loss_Member" unitRef="USD" decimals="-6"> 125000000 </us-gaap:VariableInterestMaximumExposureToLoss>
<us-gaap:VariableInterestMaximumExposureToLoss contextRef="BalanceAsOf_31Dec2010_Corporate_Cdos_And_Clos_Member_Commitments_And_Guarantees_Maximum_Exposure_To_Loss_Member" unitRef="USD" decimals="-6"> 1000000 </us-gaap:VariableInterestMaximumExposureToLoss>
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<us-gaap:VariableInterestMaximumExposureToLoss contextRef="BalanceAsOf_31Dec2010_Corporate_Cdos_And_Clos_Member_Loans_And_Investments_Maximum_Exposure_To_Loss_Member" unitRef="USD" decimals="-6"> 0 </us-gaap:VariableInterestMaximumExposureToLoss>
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<us-gaap:VariableInterestMaximumExposureToLoss contextRef="BalanceAsOf_31Dec2010_Corporate_Cdos_And_Clos_Member_Retained_Interests_Maximum_Exposure_To_Loss_Member" unitRef="USD" decimals="-6"> 50000000 </us-gaap:VariableInterestMaximumExposureToLoss>
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<us-gaap:VariableInterestMaximumExposureToLoss contextRef="BalanceAsOf_31Dec2010_Real_Estate_Credit_Related_And_Other_Investing_Member_Derivatives_Maximum_Exposure_To_Loss_Member" unitRef="USD" decimals="-6"> 0 </us-gaap:VariableInterestMaximumExposureToLoss>
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