| <NonNumbericText> <!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note 32 - us-gaap:ConcentrationRiskDisclosureTextBlock--> <div style="font-family: Helvetica,Arial,sans-serif"> <div style="position: relative"> <div align="left" style="font-size: 12pt; margin-top: 12pt"><b>Note 32 Credit risk concentrations</b> </div> <div align="left" style="font-size: 10pt; margin-top: 6pt">Concentrations of credit risk arise when a number of customers are engaged in similar business activities or activities in the same geographic region, or when they have similar economic features that would cause their ability to meet contractual obligations to be similarly affected by changes in economic conditions. </div> <div align="left" style="font-size: 10pt; margin-top: 6pt">JPMorgan Chase regularly monitors various segments of its credit portfolio to assess potential concentration risks and to obtain collateral when deemed necessary. Senior management is significantly involved in the credit approval and review process, and risk levels are adjusted as needed to reflect managements risk tolerance. </div> <div align="left" style="font-size: 10pt; margin-top: 6pt">In the Firms wholesale portfolio, risk concentrations are evaluated primarily by industry and geographic region, and monitored regularly on both an aggregate portfolio level and on an individual customer basis. Management of the Firms wholesale exposure is accomplished through loan syndication and participation, loan sales, securitizations, credit derivatives, use of master netting agreements, and collateral and other risk-reduction techniques. In the consumer portfolio, concentrations are evaluated primarily by product and by U.S. geographic region, with a key focus on trends and concentrations at the portfolio level, where potential risk concentrations can be remedied through changes in underwriting policies and portfolio guidelines. </div> <div align="left" style="font-size: 10pt; margin-top: 6pt">The Firm does not believe that its exposure to any particular loan product (e.g., option ARMs), portfolio segment (e.g., commercial real estate) or its exposure to residential real estate loans with high loan-to-value ratios results in a significant concentration of credit risk. Terms of loan products and collateral coverage are included in the Firms assessment when extending credit and establishing its allowance for loan losses. </div> <div align="left" style="font-size: 10pt; margin-top: 6pt">For further information regarding on-balance sheet credit concentrations by major product and geography, see Note 13 on pages 192-196 of this Annual Report. For information regarding concentrations of off-balance sheet lending-related financial instruments by major product, see Note 31 on pages 230-234 of this Annual Report. </div> </div> <div align="center"> <table style="font-size: 8pt" cellspacing="0" border="0" cellpadding="0" width="100%"> <!-- Begin Table Head --> <tr valign="bottom"> <td width="47%"></td> <td width="5%"></td> <td width="47%"></td> </tr> <!-- End Table Head --> <!-- Begin Table Body --> <tr valign="bottom"> <!-- Blank Space --> <td align="left" valign="top"></td> <td></td> <td align="right" valign="top"></td> </tr> <tr valign="bottom"> <td align="left" valign="top"></td> <td></td> <td align="right" valign="top"></td> </tr> <!-- End Table Body --> </table> </div> <!-- Folio --> <!-- /Folio --> </div> <!-- PAGEBREAK --> <div style="font-family: Helvetica,Arial,sans-serif"> <div align="left" style="font-size: 10pt; margin-top: 6pt">The table below presents both on-balance sheet and off-balance sheet wholesale- and consumer-related credit exposure as of December 31, 2009 and 2008. </div> <div align="center"> <table style="font-size: 8pt; text-align: left" cellspacing="0" border="0" cellpadding="0" width="100%"> <!-- Begin Table Head --> <tr valign="bottom"> <td width="20%"> </td> <td width="3%"> </td> <td width="1%"> </td> <td width="5%"> </td> <td width="1%"> </td> <td width="3%"> </td> <td width="1%"> </td> <td width="5%"> </td> <td width="1%"> </td> <td width="3%"> </td> <td width="1%"> </td> <td width="5%"> </td> <td width="1%"> </td> <td width="3%"> </td> <td width="1%"> </td> <td width="5%"> </td> <td width="1%"> </td> <td width="3%"> </td> <td width="1%"> </td> <td width="5%"> </td> <td width="1%"> </td> <td width="3%"> </td> <td width="1%"> </td> <td width="5%"> </td> <td width="1%"> </td> <td width="3%"> </td> <td width="1%"> </td> <td width="5%"> </td> <td width="1%"> </td> <td width="3%"> </td> <td width="1%"> </td> <td width="5%"> </td> <td width="1%"> </td> </tr> <tr style="font-size: 8pt" valign="bottom"> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="14" style="border-bottom: 1px solid #000000"><b>2009</b></td> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="14" style="border-bottom: 1px solid #000000">2008</td> <td> </td> </tr> <tr style="font-size: 8pt" valign="bottom"> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="6" style="border-bottom: 1px solid #000000">On-balance sheet</td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="6" style="border-bottom: 1px solid #000000">On-balance sheet</td> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="2"> </td> <td> </td> </tr> <tr style="font-size: 8pt" valign="bottom"> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="2">Credit</td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="2">Off-balance</td> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="2">Credit</td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="2">Off-balance</td> <td> </td> </tr> <tr style="font-size: 8pt" valign="bottom"> <td nowrap="nowrap" align="left">December 31, (in millions)</td> <td> </td> <td nowrap="nowrap" align="center" colspan="2">exposure</td> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="2">Loans</td> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="2">Derivatives</td> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="2">sheet<sup style="font-size: 85%; vertical-align: text-top">(d)</sup></td> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="2">exposure</td> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="2">Loans</td> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="2">Derivatives</td> <td> </td> <td> </td> <td nowrap="nowrap" align="center" colspan="2">sheet<sup style="font-size: 85%; vertical-align: text-top">(d)</sup></td> <td> </td> </tr> <!-- End Table Head --> <!-- Begin Table Body --> <tr style="font-size: 1px"> <td colspan="33" align="left" style="border-top: 1px solid #000000"> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:15px; text-indent:-15px">Wholesale-related<sup style="font-size: 85%; vertical-align: text-top">(a)</sup>: </div></td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <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> <div style="margin-left:30px; text-indent:-15px">Real estate </div></td> <td> </td> <td align="left"><b>$</b></td> <td align="right"><b>68,509</b></td> <td> </td> <td> </td> <td align="left"><b>$</b></td> <td align="right"><b>57,195</b></td> <td> </td> <td> </td> <td align="left"><b>$</b></td> <td align="right"><b>1,112</b></td> <td> </td> <td> </td> <td align="left"><b>$</b></td> <td align="right"><b>10,202</b></td> <td> </td> <td> </td> <td align="left">$</td> <td align="right">80,284</td> <td> </td> <td> </td> <td align="left">$</td> <td align="right">64,510</td> <td> </td> <td> </td> <td align="left">$</td> <td align="right">2,021</td> <td> </td> <td> </td> <td align="left">$</td> <td align="right">13,753</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">Banks and finance companies </div></td> <td> </td> <td> </td> <td align="right"><b>54,053</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>14,396</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>17,957</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>21,700</b></td> <td> </td> <td> </td> <td> </td> <td align="right">75,577</td> <td> </td> <td> </td> <td> </td> <td align="right">19,055</td> <td> </td> <td> </td> <td> </td> <td align="right">33,457</td> <td> </td> <td> </td> <td> </td> <td align="right">23,065</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">Healthcare </div></td> <td> </td> <td> </td> <td align="right"><b>35,605</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>4,992</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>1,917</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>28,696</b></td> <td> </td> <td> </td> <td> </td> <td align="right">38,032</td> <td> </td> <td> </td> <td> </td> <td align="right">7,004</td> <td> </td> <td> </td> <td> </td> <td align="right">3,723</td> <td> </td> <td> </td> <td> </td> <td align="right">27,305</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">State and municipal governments </div></td> <td> </td> <td> </td> <td align="right"><b>34,726</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>5,687</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>4,979</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>24,060</b></td> <td> </td> <td> </td> <td> </td> <td align="right">36,772</td> <td> </td> <td> </td> <td> </td> <td align="right">5,882</td> <td> </td> <td> </td> <td> </td> <td align="right">10,191</td> <td> </td> <td> </td> <td> </td> <td align="right">20,699</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">Utilities </div></td> <td> </td> <td> </td> <td align="right"><b>27,178</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>5,451</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>3,073</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>18,654</b></td> <td> </td> <td> </td> <td> </td> <td align="right">34,246</td> <td> </td> <td> </td> <td> </td> <td align="right">9,184</td> <td> </td> <td> </td> <td> </td> <td align="right">4,664</td> <td> </td> <td> </td> <td> </td> <td align="right">20,398</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">Consumer products </div></td> <td> </td> <td> </td> <td align="right"><b>27,004</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>7,880</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>1,094</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>18,030</b></td> <td> </td> <td> </td> <td> </td> <td align="right">29,766</td> <td> </td> <td> </td> <td> </td> <td align="right">10,081</td> <td> </td> <td> </td> <td> </td> <td align="right">2,225</td> <td> </td> <td> </td> <td> </td> <td align="right">17,460</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">Asset managers </div></td> <td> </td> <td> </td> <td align="right"><b>24,920</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>5,930</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>6,640</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>12,350</b></td> <td> </td> <td> </td> <td> </td> <td align="right">49,256</td> <td> </td> <td> </td> <td> </td> <td align="right">9,640</td> <td> </td> <td> </td> <td> </td> <td align="right">18,806</td> <td> </td> <td> </td> <td> </td> <td align="right">20,810</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">Oil and gas </div></td> <td> </td> <td> </td> <td align="right"><b>23,322</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>5,895</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>2,309</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>15,118</b></td> <td> </td> <td> </td> <td> </td> <td align="right">24,746</td> <td> </td> <td> </td> <td> </td> <td align="right">8,796</td> <td> </td> <td> </td> <td> </td> <td align="right">2,220</td> <td> </td> <td> </td> <td> </td> <td align="right">13,730</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">Retail & consumer services </div></td> <td> </td> <td> </td> <td align="right"><b>20,673</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>5,611</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>769</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>14,293</b></td> <td> </td> <td> </td> <td> </td> <td align="right">23,223</td> <td> </td> <td> </td> <td> </td> <td align="right">7,597</td> <td> </td> <td> </td> <td> </td> <td align="right">1,537</td> <td> </td> <td> </td> <td> </td> <td align="right">14,089</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">Holding companies </div></td> <td> </td> <td> </td> <td align="right"><b>16,018</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>4,360</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>1,042</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>10,616</b></td> <td> </td> <td> </td> <td> </td> <td align="right">14,466</td> <td> </td> <td> </td> <td> </td> <td align="right">6,247</td> <td> </td> <td> </td> <td> </td> <td align="right">2,846</td> <td> </td> <td> </td> <td> </td> <td align="right">5,373</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">Technology </div></td> <td> </td> <td> </td> <td align="right"><b>14,169</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>3,802</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>1,409</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>8,958</b></td> <td> </td> <td> </td> <td> </td> <td align="right">17,025</td> <td> </td> <td> </td> <td> </td> <td align="right">4,965</td> <td> </td> <td> </td> <td> </td> <td align="right">1,340</td> <td> </td> <td> </td> <td> </td> <td align="right">10,720</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">Insurance </div></td> <td> </td> <td> </td> <td align="right"><b>13,421</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>1,292</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>2,511</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>9,618</b></td> <td> </td> <td> </td> <td> </td> <td align="right">17,744</td> <td> </td> <td> </td> <td> </td> <td align="right">1,942</td> <td> </td> <td> </td> <td> </td> <td align="right">5,494</td> <td> </td> <td> </td> <td> </td> <td align="right">10,308</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">Machinery and equipment manufacturing </div></td> <td> </td> <td> </td> <td align="right"><b>12,759</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>3,189</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>456</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>9,114</b></td> <td> </td> <td> </td> <td> </td> <td align="right">14,501</td> <td> </td> <td> </td> <td> </td> <td align="right">4,642</td> <td> </td> <td> </td> <td> </td> <td align="right">943</td> <td> </td> <td> </td> <td> </td> <td align="right">8,916</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">Metals/mining </div></td> <td> </td> <td> </td> <td align="right"><b>12,547</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>3,410</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>1,158</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>7,979</b></td> <td> </td> <td> </td> <td> </td> <td align="right">14,980</td> <td> </td> <td> </td> <td> </td> <td align="right">6,470</td> <td> </td> <td> </td> <td> </td> <td align="right">1,991</td> <td> </td> <td> </td> <td> </td> <td align="right">6,519</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">Media </div></td> <td> </td> <td> </td> <td align="right"><b>12,379</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>4,173</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>329</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>7,877</b></td> <td> </td> <td> </td> <td> </td> <td align="right">13,177</td> <td> </td> <td> </td> <td> </td> <td align="right">6,486</td> <td> </td> <td> </td> <td> </td> <td align="right">480</td> <td> </td> <td> </td> <td> </td> <td align="right">6,211</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">Telecom services </div></td> <td> </td> <td> </td> <td align="right"><b>11,265</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>2,042</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>1,273</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>7,950</b></td> <td> </td> <td> </td> <td> </td> <td align="right">13,237</td> <td> </td> <td> </td> <td> </td> <td align="right">3,828</td> <td> </td> <td> </td> <td> </td> <td align="right">1,298</td> <td> </td> <td> </td> <td> </td> <td align="right">8,111</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">Securities firms and exchanges </div></td> <td> </td> <td> </td> <td align="right"><b>10,832</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>3,457</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>4,796</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>2,579</b></td> <td> </td> <td> </td> <td> </td> <td align="right">25,590</td> <td> </td> <td> </td> <td> </td> <td align="right">6,360</td> <td> </td> <td> </td> <td> </td> <td align="right">14,111</td> <td> </td> <td> </td> <td> </td> <td align="right">5,119</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">Business services </div></td> <td> </td> <td> </td> <td align="right"><b>10,667</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>3,627</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>397</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>6,643</b></td> <td> </td> <td> </td> <td> </td> <td align="right">11,247</td> <td> </td> <td> </td> <td> </td> <td align="right">3,677</td> <td> </td> <td> </td> <td> </td> <td align="right">757</td> <td> </td> <td> </td> <td> </td> <td align="right">6,813</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">Building materials/construction </div></td> <td> </td> <td> </td> <td align="right"><b>10,448</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>3,252</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>281</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>6,915</b></td> <td> </td> <td> </td> <td> </td> <td align="right">12,065</td> <td> </td> <td> </td> <td> </td> <td align="right">4,625</td> <td> </td> <td> </td> <td> </td> <td align="right">613</td> <td> </td> <td> </td> <td> </td> <td align="right">6,827</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">Chemicals/plastics </div></td> <td> </td> <td> </td> <td align="right"><b>9,870</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>2,719</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>392</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>6,759</b></td> <td> </td> <td> </td> <td> </td> <td align="right">11,719</td> <td> </td> <td> </td> <td> </td> <td align="right">3,745</td> <td> </td> <td> </td> <td> </td> <td align="right">1,201</td> <td> </td> <td> </td> <td> </td> <td align="right">6,773</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">Transportation </div></td> <td> </td> <td> </td> <td align="right"><b>9,749</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>3,141</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>1,238</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>5,370</b></td> <td> </td> <td> </td> <td> </td> <td align="right">10,253</td> <td> </td> <td> </td> <td> </td> <td align="right">3,904</td> <td> </td> <td> </td> <td> </td> <td align="right">1,651</td> <td> </td> <td> </td> <td> </td> <td align="right">4,698</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">Central government </div></td> <td> </td> <td> </td> <td align="right"><b>9,557</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>1,703</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>5,501</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>2,353</b></td> <td> </td> <td> </td> <td> </td> <td align="right">14,441</td> <td> </td> <td> </td> <td> </td> <td align="right">545</td> <td> </td> <td> </td> <td> </td> <td align="right">9,773</td> <td> </td> <td> </td> <td> </td> <td align="right">4,123</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">Automotive </div></td> <td> </td> <td> </td> <td align="right"><b>9,357</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>2,510</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>357</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>6,490</b></td> <td> </td> <td> </td> <td> </td> <td align="right">11,448</td> <td> </td> <td> </td> <td> </td> <td align="right">3,746</td> <td> </td> <td> </td> <td> </td> <td align="right">1,111</td> <td> </td> <td> </td> <td> </td> <td align="right">6,591</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">Leisure </div></td> <td> </td> <td> </td> <td align="right"><b>6,822</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>2,718</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>353</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>3,751</b></td> <td> </td> <td> </td> <td> </td> <td align="right">8,158</td> <td> </td> <td> </td> <td> </td> <td align="right">4,051</td> <td> </td> <td> </td> <td> </td> <td align="right">659</td> <td> </td> <td> </td> <td> </td> <td align="right">3,448</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">Agriculture/paper manufacturing </div></td> <td> </td> <td> </td> <td align="right"><b>5,801</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>1,928</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>251</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>3,622</b></td> <td> </td> <td> </td> <td> </td> <td align="right">6,920</td> <td> </td> <td> </td> <td> </td> <td align="right">2,593</td> <td> </td> <td> </td> <td> </td> <td align="right">653</td> <td> </td> <td> </td> <td> </td> <td align="right">3,674</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">All other </div></td> <td> </td> <td> </td> <td align="right"><b>135,791</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>39,717</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>18,616</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>77,458</b></td> <td> </td> <td> </td> <td> </td> <td align="right">181,713</td> <td> </td> <td> </td> <td> </td> <td align="right">38,514</td> <td> </td> <td> </td> <td> </td> <td align="right">38,861</td> <td> </td> <td> </td> <td> </td> <td align="right">104,338</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:15px; text-indent:-15px">Loans held-for-sale and loans at fair value </div></td> <td> </td> <td> </td> <td align="right"><b>4,098</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>4,098</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b></b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b></b></td> <td> </td> <td> </td> <td> </td> <td align="right">13,955</td> <td> </td> <td> </td> <td> </td> <td align="right">13,955</td> <td> </td> <td> </td> <td> </td> <td align="right"></td> <td> </td> <td> </td> <td> </td> <td align="right"></td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:15px; text-indent:-15px">Receivables from customers<sup style="font-size: 85%; vertical-align: text-top">(b)</sup> </div></td> <td> </td> <td> </td> <td align="right"><b>15,745</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b></b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b></b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b></b></td> <td> </td> <td> </td> <td> </td> <td align="right">16,141</td> <td> </td> <td> </td> <td> </td> <td align="right"></td> <td> </td> <td> </td> <td> </td> <td align="right"></td> <td> </td> <td> </td> <td> </td> <td align="right"></td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:15px; text-indent:-15px">Interests in purchased receivables </div></td> <td> </td> <td> </td> <td align="right"><b>2,927</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b></b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b></b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b></b></td> <td> </td> <td> </td> <td> </td> <td align="right"></td> <td> </td> <td> </td> <td> </td> <td align="right"></td> <td> </td> <td> </td> <td> </td> <td align="right"></td> <td> </td> <td> </td> <td> </td> <td align="right"></td> <td> </td> </tr> <tr style="font-size: 1px"> <td colspan="33" align="left" style="border-top: 1px solid #000000"> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:45px; text-indent:-15px"><b>Total wholesale-related</b> </div></td> <td> </td> <td> </td> <td align="right"><b>650,212</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>204,175</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>80,210</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>347,155</b></td> <td> </td> <td> </td> <td> </td> <td align="right">820,682</td> <td> </td> <td> </td> <td> </td> <td align="right">262,044</td> <td> </td> <td> </td> <td> </td> <td align="right">162,626</td> <td> </td> <td> </td> <td> </td> <td align="right">379,871</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:15px; text-indent:-15px"><b>Consumer-related excluding purchased credit-impaired loans:</b> </div></td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <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> <div style="margin-left:30px; text-indent:-15px">Home equity senior lien </div></td> <td> </td> <td> </td> <td align="right"><b>46,622</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>27,376</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b></b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>19,246</b></td> <td> </td> <td> </td> <td> </td> <td align="right">57,791</td> <td> </td> <td> </td> <td> </td> <td align="right">29,793</td> <td> </td> <td> </td> <td> </td> <td align="right"></td> <td> </td> <td> </td> <td> </td> <td align="right">27,998</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">Home equity junior lien </div></td> <td> </td> <td> </td> <td align="right"><b>111,280</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>74,049</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b></b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>37,231</b></td> <td> </td> <td> </td> <td> </td> <td align="right">152,287</td> <td> </td> <td> </td> <td> </td> <td align="right">84,542</td> <td> </td> <td> </td> <td> </td> <td align="right"></td> <td> </td> <td> </td> <td> </td> <td align="right">67,745</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">Prime mortgage </div></td> <td> </td> <td> </td> <td align="right"><b>68,546</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>66,892</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b></b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>1,654</b></td> <td> </td> <td> </td> <td> </td> <td align="right">77,345</td> <td> </td> <td> </td> <td> </td> <td align="right">72,266</td> <td> </td> <td> </td> <td> </td> <td align="right"></td> <td> </td> <td> </td> <td> </td> <td align="right">5,079</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">Subprime mortgage </div></td> <td> </td> <td> </td> <td align="right"><b>12,526</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>12,526</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b></b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b></b></td> <td> </td> <td> </td> <td> </td> <td align="right">15,330</td> <td> </td> <td> </td> <td> </td> <td align="right">15,330</td> <td> </td> <td> </td> <td> </td> <td align="right"></td> <td> </td> <td> </td> <td> </td> <td align="right"></td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">Option ARMs </div></td> <td> </td> <td> </td> <td align="right"><b>8,536</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>8,536</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b></b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b></b></td> <td> </td> <td> </td> <td> </td> <td align="right">9,018</td> <td> </td> <td> </td> <td> </td> <td align="right">9,018</td> <td> </td> <td> </td> <td> </td> <td align="right"></td> <td> </td> <td> </td> <td> </td> <td align="right"></td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">Auto loans </div></td> <td> </td> <td> </td> <td align="right"><b>51,498</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>46,031</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b></b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>5,467</b></td> <td> </td> <td> </td> <td> </td> <td align="right">47,329</td> <td> </td> <td> </td> <td> </td> <td align="right">42,603</td> <td> </td> <td> </td> <td> </td> <td align="right"></td> <td> </td> <td> </td> <td> </td> <td align="right">4,726</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">Credit card reported<sup style="font-size: 85%; vertical-align: text-top">(c)</sup> </div></td> <td> </td> <td> </td> <td align="right"><b>647,899</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>78,786</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b></b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>569,113</b></td> <td> </td> <td> </td> <td> </td> <td align="right">728,448</td> <td> </td> <td> </td> <td> </td> <td align="right">104,746</td> <td> </td> <td> </td> <td> </td> <td align="right"></td> <td> </td> <td> </td> <td> </td> <td align="right">623,702</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">All other loans </div></td> <td> </td> <td> </td> <td align="right"><b>42,929</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>31,700</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b></b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>11,229</b></td> <td> </td> <td> </td> <td> </td> <td align="right">45,972</td> <td> </td> <td> </td> <td> </td> <td align="right">33,715</td> <td> </td> <td> </td> <td> </td> <td align="right"></td> <td> </td> <td> </td> <td> </td> <td align="right">12,257</td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:15px; text-indent:-15px">Loans held-for-sale </div></td> <td> </td> <td> </td> <td align="right"><b>2,142</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>2,142</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b></b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b></b></td> <td> </td> <td> </td> <td> </td> <td align="right">2,028</td> <td> </td> <td> </td> <td> </td> <td align="right">2,028</td> <td> </td> <td> </td> <td> </td> <td align="right"></td> <td> </td> <td> </td> <td> </td> <td align="right"></td> <td> </td> </tr> <tr style="font-size: 1px"> <td colspan="33" align="left" style="border-top: 1px solid #000000"> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:45px; text-indent:-15px"><b>Total consumer-related excluding purchased credit-impaired loans</b> </div></td> <td> </td> <td> </td> <td align="right"><b>991,978</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>348,038</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b></b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>643,940</b></td> <td> </td> <td> </td> <td> </td> <td align="right">1,135,548</td> <td> </td> <td> </td> <td> </td> <td align="right">394,041</td> <td> </td> <td> </td> <td> </td> <td align="right"></td> <td> </td> <td> </td> <td> </td> <td align="right">741,507</td> <td> </td> </tr> <tr style="font-size: 1px"> <td colspan="33" align="left" style="border-top: 1px solid #000000"> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:15px; text-indent:-15px"><b>Consumer-related purchased credit-impaired loans</b> </div></td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <td> </td> <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> <div style="margin-left:30px; text-indent:-15px">Home equity </div></td> <td> </td> <td> </td> <td align="right"><b>26,520</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>26,520</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b></b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b></b></td> <td> </td> <td> </td> <td> </td> <td align="right">28,555</td> <td> </td> <td> </td> <td> </td> <td align="right">28,555</td> <td> </td> <td> </td> <td> </td> <td align="right"></td> <td> </td> <td> </td> <td> </td> <td align="right"></td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">Prime mortgage </div></td> <td> </td> <td> </td> <td align="right"><b>19,693</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>19,693</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b></b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b></b></td> <td> </td> <td> </td> <td> </td> <td align="right">21,855</td> <td> </td> <td> </td> <td> </td> <td align="right">21,855</td> <td> </td> <td> </td> <td> </td> <td align="right"></td> <td> </td> <td> </td> <td> </td> <td align="right"></td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">Subprime mortgage </div></td> <td> </td> <td> </td> <td align="right"><b>5,993</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>5,993</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b></b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b></b></td> <td> </td> <td> </td> <td> </td> <td align="right">6,760</td> <td> </td> <td> </td> <td> </td> <td align="right">6,760</td> <td> </td> <td> </td> <td> </td> <td align="right"></td> <td> </td> <td> </td> <td> </td> <td align="right"></td> <td> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:30px; text-indent:-15px">Option ARMs </div></td> <td> </td> <td> </td> <td align="right"><b>29,039</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>29,039</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b></b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b></b></td> <td> </td> <td> </td> <td> </td> <td align="right">31,643</td> <td> </td> <td> </td> <td> </td> <td align="right">31,643</td> <td> </td> <td> </td> <td> </td> <td align="right"></td> <td> </td> <td> </td> <td> </td> <td align="right"></td> <td> </td> </tr> <tr style="font-size: 1px"> <td colspan="33" align="left" style="border-top: 1px solid #000000"> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:15px; text-indent:-15px"><b>Total consumer-related purchased credit-impaired loans</b> </div></td> <td> </td> <td> </td> <td align="right"><b>81,245</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>81,245</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b></b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b></b></td> <td> </td> <td> </td> <td> </td> <td align="right">88,813</td> <td> </td> <td> </td> <td> </td> <td align="right">88,813</td> <td> </td> <td> </td> <td> </td> <td align="right"></td> <td> </td> <td> </td> <td> </td> <td align="right"></td> <td> </td> </tr> <tr style="font-size: 1px"> <td colspan="33" align="left" style="border-top: 1px solid #000000"> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:15px; text-indent:-15px"><b>Total consumer</b> </div></td> <td> </td> <td> </td> <td align="right"><b>1,073,223</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>429,283</b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b></b></td> <td> </td> <td> </td> <td> </td> <td align="right"><b>643,940</b></td> <td> </td> <td> </td> <td> </td> <td align="right">1,224,361</td> <td> </td> <td> </td> <td> </td> <td align="right">482,854</td> <td> </td> <td> </td> <td> </td> <td align="right"></td> <td> </td> <td> </td> <td> </td> <td align="right">741,507</td> <td> </td> </tr> <tr style="font-size: 1px"> <td colspan="33" align="left" style="border-top: 1px solid #000000"> </td> </tr> <tr valign="bottom"> <td> <div style="margin-left:15px; text-indent:-15px"><b>Total exposure</b> </div></td> <td> </td> <td align="left"><b>$</b></td> <td align="right"><b>1,723,435</b></td> <td> </td> <td> </td> <td align="left"><b>$</b></td> <td align="right"><b>633,458</b></td> <td> </td> <td> </td> <td align="left"><b>$</b></td> <td align="right"><b>80,210</b></td> <td> </td> <td> </td> <td align="left"><b>$</b></td> <td align="right"><b>991,095</b></td> <td> </td> <td> </td> <td align="left">$</td> <td align="right">2,045,043</td> <td> </td> <td> </td> <td align="left">$</td> <td align="right">744,898</td> <td> </td> <td> </td> <td align="left">$</td> <td align="right">162,626</td> <td> </td> <td> </td> <td align="left">$</td> <td align="right">1,121,378</td> <td> </td> </tr> <tr style="font-size: 1px"> <td colspan="33" align="left" style="border-top: 2px solid #000000"> </td> </tr> <!-- End Table Body --> </table> </div> <div style="margin-top: 3pt"> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 8pt; text-align: left"> <tr> <td width="3%"></td> <td width="1%"></td> <td width="96"></td> </tr> <tr valign="top"> <td nowrap="nowrap" align="left">(a)</td> <td> </td> <td>During the fourth quarter of 2009, certain industry classifications were modified to better reflect risk correlations and enhance the Firms management of industry risk. Prior periods have been revised to reflect the current presentation.</td> </tr> <tr valign="top"> <td nowrap="nowrap" align="left">(b)</td> <td> </td> <td>Primarily represents margin loans to prime and retail brokerage customers which are included in accrued interest and accounts receivable on the Consolidated Balance Sheets.</td> </tr> <tr valign="top"> <td nowrap="nowrap" align="left">(c)</td> <td> </td> <td>Excludes $84.6 billion and $85.6 billion of securitized credit card receivables at December 31, 2009 and 2008, respectively.</td> </tr> <tr valign="top"> <td nowrap="nowrap" align="left">(d)</td> <td> </td> <td>Represents lending-related financial instruments.</td> </tr> </table> </div> <div align="center"> <table style="font-size: 8pt" cellspacing="0" border="0" cellpadding="0" width="100%"> <!-- Begin Table Head --> <tr valign="bottom"> <td width="47%"></td> <td width="5%"></td> <td width="47%"></td> </tr> <!-- End Table Head --> <!-- Begin Table Body --> <tr valign="bottom"> <!-- Blank Space --> <td align="left" valign="top"></td> <td></td> <td align="right" valign="top"></td> </tr> <tr valign="bottom"> <td align="left" valign="top"></td> <td></td> <td align="right" valign="top"></td> </tr> <!-- End Table Body --> </table> </div> <!-- Folio --> <!-- /Folio --> </div> <!-- PAGEBREAK --> <div style="font-family: Helvetica,Arial,sans-serif"> <div align="left" style="font-size: 12pt; margin-top: 0pt"> <b> </b> </div> <div style="position: relative"> </div> </div> </NonNumbericText> |