View original document

The full text on this page is automatically extracted from the file linked above and may contain errors and inconsistencies.

GOLDMAN SACHS’
TOP DERIVATIVES
COUNTERPARTIES:
Notional Exposure
as of June 2008

Morgan Stanley
Capital Services
Inc.
$379 billion

$349 billion

Deutsche Bank
AG- London
Branch

$570 billion

BNP Paribas
$0.79 trillion

$843 billion

Bank Of America,
National Association
$1.48 trillion

JPMorgan Chase
Bank, N.A. London Branch
$558 billion

Barclays Bank PLC
$69 billion

Calyon
$314 billion

Deutsche Bank
Aktiengesellschaft
$1.24 trillion

UBS AG-London
Branch

Merrill Lynch
International
$626 billion

Credit Suisse
International

Morgan Stanley Capital Croup Inc.
$96 billion

Barclays
Bank PLC
$479 billion

Blue Mountain
Credit Alternatives
Master Fund L.P.
$590 billion

COMMODITIES
PRODUCTS

Morgan Stanley
Capital Services
Inc.

JPMorgan
Chase Bank
$1.15 trillion

$615 billion

Merrill Lynch Capital
Services, Inc.
$1.13 trillion

CREDIT DERIVATIVE
PRODUCTS
$5.1 trillion

JPMorgan Chase Bank,
N.A.-London Branch

$428 billion

INTEREST RATE
PRODUCTS

Tempo Master Fund L.P.
$55 billion
Deutsche Bank AG-london Branch
$41 billion

$1.99 trillion

$13.2 trillion

JPMorgan Chase Bank, N.A.
$34 billion

The Royal Bank Of Scotland
Public Limited Company

Credit Suisse Energy LLC
$33 billion
Sempra Energy Trading LLC
$30 billion
Citadel Energy Investments Ltd.
$26 billion
Merrill Lynch Commodities, Inc.
$22 billion
Mitsui & Co. Energy Risk Management
$22 billion

$2.02 trillion

EQUITIES PRODUCTS

CURRENCY
PRODUCTS

$611 billion

Lehman Brothers
Special Financing,
Inc.
$1.26 trillion

$760 billion
Citadel Equity Fund Ltd.
$123 billion
Deutsche Bank AG - London Branch
$93 billion
JPMorgan Chase Bank, N.A.London Branch
$85 billion
Bnp Paribas
$57 billion
Lehman Brothers International
(Europe)
$55 billion
Societe Generale
$51 billion
Xerox Pensions Limited OBO
Xerox Final Salary Pens
$50 billion

Deutsche Bank AG - Long Branch
$74 billion
Royal Bank Of Scotland PLC London Branch
$98 billion
Barclays Bank PLC
$42 billion
Merrill Lynch International
$30 billion
Bluemountain Equity Alternatives Master Fund L.P.
$25 billion

Barclays Bank PLC
$73 billion
Lehman Brothers Commercial Corporation
$71 billion

JPMorgan Chase Bank, N.A.
$93 billion

Barclays Bank PLC
$65 billion

UBS AG
$86 billion

JPMorgan Chase Bank, N.A. - London Branch
$58 billion

Citibank, N.A.- London Branch
$85 billion

Merrill Lynch Capital Services, Inc.
$57 billion

Barclays Bank PLC
$2.14 trillion