|
| Location of Gain/Loss Recognized in Income on Derivative | Amount of Gain/Loss Recognized in Income on Derivative (in millions) | Ineffective Amount |
| | Not disclosed | Not disclosed | Not disclosed |
| Alcoa Inc. | Footnotes | (61) | Not disclosed |
| American Express Co. | Footnotes | (12) | Not disclosed |
| AIG, Inc. | Not disclosed | Not disclosed | Not disclosed |
| AT&T, Inc. | Footnotes | 1.3 | Not disclosed |
| Bank of America, Co. | Footnotes | (59) | Not disclosed |
| Boeing, Co. | Footnotes | (21) | (44) |
| Caterpillar, Inc. | Footnotes | (24) | 100% Effective |
| Chevron, Corp. | Not disclosed | Not disclosed | Not disclosed |
| Citigroup, Inc. | Footnotes | 85 | 168 |
| E.I. du Pont | Not disclosed | Not disclosed | Not disclosed |
| Exxon Mobile Corp. | Not disclosed | Not disclosed | Not disclosed |
| GE Co. | Not disclosed | Not disclosed | Not disclosed |
| General Motors, Corp. | Not disclosed | Not disclosed | Not disclosed |
| Hewlett-Packard Co. | Footnotes | (99) | (218) |
| Intel Corp. | Footnotes | (25) | Not material |
| IBM | Not disclosed | Not disclosed | Not disclosed |
| Johnson & Johnson | Not disclosed | Not disclosed | Not disclosed |
| JP Morgan & Chase & Co. | Footnotes | 604 | (386) |
| McDolalds Corp. | Not disclosed | Not disclosed | Not disclosed |
| Merck & Co., Inc. | Not disclosed | Not disclosed | Not disclosed |
| Microsoft Corp. | Footnotes | (165) | Not disclosed |
| Pfizer, Inc. | Not disclosed | Not disclosed | Not disclosed |
| Coca-Cola Co. | Footnotes | 125 | Not material |
| Home Depot, Inc. | Not applicable | Not applicable | Not applicable |
| Procter & Gamble, Co. | Not applicable | Not applicable | Not applicable |
| United Technologies, Corp. | Not disclosed | Not disclosed | Not disclosed |
| Verizon | Not disclosed | Not disclosed | Not disclosed |
| Wal-Mart Stores, Inc. | Not disclosed | Not disclosed | Not disclosed |
| Walt Disney | Not disclosed | Not disclosed | Not disclosed |