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2.0.0.10 false Derivative Financial Instruments and Hedging Activities 002200 - Disclosure - Derivative Financial Instruments and Hedging Activities true false false false 1 usd $ false false USD Standard http://www.xbrl.org/2003/iso4217 USD iso4217 0 USD_Per_Share Divide http://www.xbrl.org/2003/iso4217 USD iso4217 http://www.xbrl.org/2003/instance shares xbrli 0 2 Derivative Financial Instruments and Hedging Activities [Abstract] 0 f_DerivativeFinancialInstrumentsAndHedgingActivitiesAbstract f false na duration string No definition available. false false false false false true false false false false false false 1 false false false false 0 0 false false false No definition available. false 3 DERIVATIVE FINANCIAL INSTRUMENTS AND HEDGING ACTIVITIES 1 us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock us-gaap true na duration string No definition available. false false false false false false false false false false false false 1 false false false false 0 0 <div class="BWXBRLNOTE14"><div style="FONT-SIZE: 10pt; FONT-FAMILY: Times New Roman"><div><div><div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left"><a name="XBRLNOTE14">NOTE 14.  DERIVATIVE FINANCIAL INSTRUMENTS AND HEDGING ACTIVITIES</a></div> <div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 18pt; MARGIN-RIGHT: 0pt" align="left">In the normal course of business, our operations are exposed to global market risks, including the effect of changes in foreign currency exchange rates, certain commodity prices, and interest rates.  To manage these risks, we enter into various derivatives contracts.  Foreign currency exchange contracts including forwards and options, are used to manage foreign exchange exposure.  Commodity contracts including forwards and options are used to manage commodity price risk.  Interest rate contracts including swaps, caps, and floors are used to manage the effects of interest rate fluctuations.  Cross-currency interest rate swap contracts are used to manage foreign currency and interest rate exposures on foreign-denominated debt.  Our derivatives are over-the-counter customized derivative transactions and are not exchange-traded.  Management reviews our hedging program, derivative positions, and overall risk management strategy on a regular basis.</div> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left"> </div> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 18pt; MARGIN-RIGHT: 0pt" align="left">We have elected to apply hedge accounting to certain derivatives.  Derivatives that receive designated hedge accounting treatment are documented and the relationships are evaluated for effectiveness at the time they are designated, as well as throughout the hedge period.  Some derivatives do not qualify for hedge accounting; for others, we elect not to apply hedge accounting.  Regardless of hedge accounting treatment, we only enter into transactions we believe will be highly effective at offsetting the underlying economic risk.  Refer to our 2009 Form 10-K Report for a more detailed description of our derivative financial instruments and hedge accounting policies.</div> <div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Income Effect of Derivative Instruments</div> <div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 18pt; MARGIN-RIGHT: 0pt" align="left">The following tables summarize by hedge designation the pre-tax gains/(losses) recorded in Other comprehensive income/(loss) ("OCI"), reclassified from Accumulated other comprehensive income/(loss) ("AOCI" ) to income and recognized directly in income (in millions):</div> <div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div> <div align="left"> <table cellpadding="0" cellspacing="0" width="100%" style="FONT-SIZE: 10pt; FONT-FAMILY: times new roman; FONT-SIZE: 10pt; FONT-FAMILY: times new roman"> <tr> <td valign="bottom" width="55%" style="PADDING-BOTTOM: 2px">  </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td colspan="10" valign="bottom" width="43%" style="BORDER-BOTTOM: black 2px solid"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">First Quarter 2010</div> </div> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> </tr><tr> <td valign="bottom" width="55%" style="PADDING-BOTTOM: 2px">  </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td colspan="2" valign="bottom" width="13%" style="BORDER-BOTTOM: black 2px solid"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Gain/(Loss)</div> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Recorded in</div> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">OCI</div> </div> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td colspan="2" valign="bottom" width="13%" style="BORDER-BOTTOM: black 2px solid"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Gain/(Loss) Reclassified</div> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">from AOCI to</div> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Income</div> </div> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td colspan="2" valign="bottom" width="13%" style="BORDER-BOTTOM: black 2px solid"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Gain/(Loss)</div> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Recognized</div> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">in Income</div> </div> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> </tr><tr> <td align="left" valign="bottom" width="55%"> <div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Automotive Sector</div> </td> <td valign="bottom" width="1%"> </td> <td colspan="2" valign="bottom" width="13%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td colspan="2" valign="bottom" width="13%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td colspan="2" valign="bottom" width="13%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr> <td align="left" valign="bottom" width="55%"> <div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Designated Cash flow hedges:</div> </td> <td valign="bottom" width="1%"> </td> <td colspan="2" valign="bottom" width="13%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td colspan="2" valign="bottom" width="13%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td colspan="2" valign="bottom" width="13%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="55%"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Foreign exchange contracts   </div> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">$</td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right">(5</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">)</td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">$</td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right">(3</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">)</td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">$</td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right">   —</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="white"> <td valign="bottom" width="55%">  </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="55%"> <div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Derivatives not designated as hedging instruments:</div> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="white"> <td align="left" valign="bottom" width="55%"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Foreign exchange contracts (a)   </div> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">$</td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right">(155</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">)</td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="55%"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Commodity contracts   </div> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right">   (3</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">)</td> </tr><tr bgcolor="white"> <td align="left" valign="bottom" width="55%" style="PADDING-BOTTOM: 2px"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Other – warrants</div> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right">   1</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="55%" style="PADDING-LEFT: 0pt; PADDING-BOTTOM: 4px; MARGIN-LEFT: 9pt"> <div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Total   </div> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 4px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left">$</td> <td valign="bottom" width="12%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right">(157</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left">)</td> </tr><tr bgcolor="white"> <td valign="bottom" width="55%">  </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="55%"> <div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Financial Services Sector</div> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="white"> <td align="left" valign="bottom" width="55%"> <div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Fair value hedges:</div> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="55%"> <div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Interest rate contracts</div> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="white"> <td align="left" valign="bottom" width="55%"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Net interest settlements and accruals excluded from the assessment of hedge effectiveness</div> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">$</td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right">53</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="55%" style="PADDING-BOTTOM: 2px"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Ineffectiveness (b)   </div> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right">   (2</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left">)</td> </tr><tr bgcolor="white"> <td align="left" valign="bottom" width="55%" style="PADDING-LEFT: 0pt; PADDING-BOTTOM: 4px; MARGIN-LEFT: 9pt"> <div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Total   </div> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 4px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left">$</td> <td valign="bottom" width="12%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right">51</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="55%"> <div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Derivatives not designated as hedging instruments:</div> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="white"> <td align="left" valign="bottom" width="55%"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Interest rate contracts   </div> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">$</td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right">29</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="55%"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Foreign exchange contracts (a)   </div> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right">   (80</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">)</td> </tr><tr bgcolor="white"> <td align="left" valign="bottom" width="55%"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Cross currency interest rate swap contracts (a)   </div> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right">   (8</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">)</td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="55%" style="PADDING-BOTTOM: 2px"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Other – warrants</div> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right">   —</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> </tr><tr bgcolor="white"> <td align="left" valign="bottom" width="55%" style="PADDING-LEFT: 0pt; PADDING-BOTTOM: 4px; MARGIN-LEFT: 9pt"> <div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Total   </div> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 4px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left">$</td> <td valign="bottom" width="12%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right">(59</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left">)</td> </tr></table> </div> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">   <div> <hr style="COLOR: black" align="left" size="1" width="10%"/> </div> </div> <div> <table cellpadding="0" cellspacing="0" width="100%" style="FONT-SIZE: 10pt; FONT-FAMILY: times new roman; FONT-SIZE: 10pt; FONT-FAMILY: times new roman"> <tr> <td align="left" valign="top" width="3%"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">(a)</div> </td> <td align="left" valign="top" width="86%"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Gains/(Losses) related to foreign currency derivatives were substantially offset by net revaluation impacts on foreign denominated assets and liabilities, which were recorded to the same statement of operations line item as the derivative gains/(losses).</div> </td> </tr><tr> <td align="left" valign="top" width="3%"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">(b)</div> </td> <td align="left" valign="top" width="86%"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Hedge ineffectiveness reflects change in fair value on derivatives of $43 million gain and change in fair value on hedged debt of $45 million loss in first quarter 2010.</div> </td> </tr></table> </div> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">  </div> <div align="left"> <table cellpadding="0" cellspacing="0" width="100%" style="FONT-SIZE: 10pt; FONT-FAMILY: times new roman; FONT-SIZE: 10pt; FONT-FAMILY: times new roman"> <tr> <td valign="bottom" width="55%" style="PADDING-BOTTOM: 2px">  </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td colspan="10" valign="bottom" width="43%" style="BORDER-BOTTOM: black 2px solid"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">First Quarter 2009</div> </div> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> </tr><tr> <td valign="bottom" width="55%" style="PADDING-BOTTOM: 2px">  </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td colspan="2" valign="bottom" width="13%" style="BORDER-BOTTOM: black 2px solid"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Gain/(Loss)</div> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Recorded in</div> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">OCI</div> </div> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td colspan="2" valign="bottom" width="13%" style="BORDER-BOTTOM: black 2px solid"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Gain/(Loss)</div> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Reclassified</div> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">from AOCI to</div> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Income</div> </div> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td colspan="2" valign="bottom" width="13%" style="BORDER-BOTTOM: black 2px solid"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Gain/(Loss)</div> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Recognized</div> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">in Income</div> </div> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> </tr><tr> <td align="left" valign="bottom" width="55%"> <div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Automotive Sector</div> </td> <td valign="bottom" width="1%"> </td> <td colspan="2" valign="bottom" width="13%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td colspan="2" valign="bottom" width="13%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td colspan="2" valign="bottom" width="13%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr> <td align="left" valign="bottom" width="55%"> <div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Designated Cash flow hedges:</div> </td> <td valign="bottom" width="1%"> </td> <td colspan="2" valign="bottom" width="13%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td colspan="2" valign="bottom" width="13%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td colspan="2" valign="bottom" width="13%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="55%"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Foreign exchange contracts   </div> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">$</td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right">(55</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">)</td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">$</td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right">28</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">(a)</td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">$</td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right">(1</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">)</td> </tr><tr bgcolor="white"> <td align="left" valign="bottom" width="55%" style="PADDING-BOTTOM: 2px"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Commodity contracts   </div> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right">   —</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right">   4</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right">   —</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="55%" style="PADDING-LEFT: 0pt; PADDING-BOTTOM: 4px; MARGIN-LEFT: 9pt"> <div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Total   </div> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 4px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left">$</td> <td valign="bottom" width="12%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right">(55</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left">)</td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 4px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left">$</td> <td valign="bottom" width="12%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right">32</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 4px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left">$</td> <td valign="bottom" width="12%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right">(1</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left">)</td> </tr><tr bgcolor="white"> <td align="left" valign="bottom" width="55%"> <div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Derivatives not designated as hedging instruments:</div> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="55%"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Foreign exchange contracts – operating exposures (b)</div> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">$</td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right">75</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="white"> <td align="left" valign="bottom" width="55%"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Foreign exchange contracts – investment portfolios (c)</div> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right">   (1</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">)</td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="55%"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Commodity contracts   </div> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right">   (30</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">)</td> </tr><tr bgcolor="white"> <td align="left" valign="bottom" width="55%" style="PADDING-BOTTOM: 2px"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Other – warrants</div> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right">   —</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="55%" style="PADDING-LEFT: 0pt; PADDING-BOTTOM: 4px; MARGIN-LEFT: 9pt"> <div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Total   </div> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 4px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left">$</td> <td valign="bottom" width="12%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right">44</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left"> </td> </tr><tr bgcolor="white"> <td valign="bottom" width="55%">  </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="55%"> <div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Financial Services Sector</div> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="white"> <td align="left" valign="bottom" width="55%"> <div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Fair value hedges:</div> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="55%"> <div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Interest rate contracts</div> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="white"> <td align="left" valign="bottom" width="55%"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Net interest settlements and accruals excluded from the assessment of hedge effectiveness</div> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">$</td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right">24</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="55%" style="PADDING-BOTTOM: 2px"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Ineffectiveness (d)   </div> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right">   (10</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left">)</td> </tr><tr bgcolor="white"> <td align="left" valign="bottom" width="55%" style="PADDING-LEFT: 0pt; PADDING-BOTTOM: 4px; MARGIN-LEFT: 9pt"> <div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Total   </div> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 4px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left">$</td> <td valign="bottom" width="12%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right">14</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="55%"> <div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Derivatives not designated as hedging instruments:</div> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="white"> <td align="left" valign="bottom" width="55%"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Interest rate contracts   </div> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">$</td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right">(95</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">)</td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="55%"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Foreign exchange contracts (b)   </div> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right">   177</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="white"> <td align="left" valign="bottom" width="55%"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Cross currency interest rate swap contracts (b)   </div> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="TEXT-ALIGN: right">   73</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="55%" style="PADDING-BOTTOM: 2px"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Other - warrants   </div> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right">   (1</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left">)</td> </tr><tr bgcolor="white"> <td align="left" valign="bottom" width="55%" style="PADDING-LEFT: 0pt; PADDING-BOTTOM: 4px; MARGIN-LEFT: 9pt"> <div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Total   </div> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="12%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 4px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left">$</td> <td valign="bottom" width="12%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right">154</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left"> </td> </tr></table> </div> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">   <div> <hr style="COLOR: black" align="left" size="1" width="10%"/> </div> </div> <div> <table cellpadding="0" cellspacing="0" width="100%" style="FONT-SIZE: 10pt; FONT-FAMILY: times new roman; FONT-SIZE: 10pt; FONT-FAMILY: times new roman"> <tr> <td align="left" valign="top" width="3%"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">(a)</div> </td> <td align="left" valign="top" width="86%"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Includes $4 million gain reclassified from AOCI to income in first quarter 2009 attributable to transactions no longer probable to occur, primarily related to Volvo.</div> </td> </tr><tr> <td align="left" valign="top" width="3%"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">(b)</div> </td> <td align="left" valign="top" width="86%"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Gains/(Losses) related to foreign currency derivatives were partially offset by net revaluation impacts on foreign denominated assets and liabilities, which were recorded to the same statement of operations line item as the derivative gains/(losses).</div> </td> </tr><tr> <td align="left" valign="top" width="3%"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">(c)</div> </td> <td align="left" valign="top" width="86%"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Foreign exchange contracts – investment portfolios on the balance sheet were $1 million at March 31, 2009.</div> </td> </tr><tr> <td align="left" valign="top" width="3%"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">(d)</div> </td> <td align="left" valign="top" width="86%"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Hedge ineffectiveness reflects change in fair value on derivatives of $1 million gain and change in fair value on hedged debt of $11 million loss in first quarter 2009.</div> </td> </tr></table> </div> <div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 18pt; MARGIN-RIGHT: 0pt" align="left">For our Automotive sector, we report in Automotive cost of sales on our consolidated statement of operations gains and losses on cash flow hedges and foreign exchange contracts on operating exposures and commodity contracts not designated as hedging instruments.  Gains and losses on foreign exchange contracts on investment portfolios and other contracts not designated as hedging instruments are reported in Automotive interest income and other non-operating income/(expense), net.</div> <div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 18pt; MARGIN-RIGHT: 0pt" align="left">For our Financial Services sector, we report net interest settlements and accruals on fair value hedges (which are excluded from the assessment of hedge effectiveness) in Interest expense on our consolidated statement of operations.  Foreign currency revaluation on accrued interest for fair value hedges was less than $1 million in the first quarter of 2010 and 2009.  Ineffectiveness on fair value hedges and gains and losses on interest rate contracts not designated as hedging instruments are reported in Financial Services other income/(loss), net.  Gains and losses on foreign exchange and cross currency interest rate swap contracts not designated as hedging instruments are reported in Selling, administrative, and other expenses.</div> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left"> </div> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Balance Sheet Effect of Derivative Instruments</div> <div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 18pt; MARGIN-RIGHT: 0pt" align="left">The following tables summarize the estimated fair value of our derivative financial instruments (in millions):</div> <div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div> <div align="left"> <table cellpadding="0" cellspacing="0" width="100%" style="FONT-SIZE: 10pt; FONT-FAMILY: times new roman; FONT-SIZE: 10pt; FONT-FAMILY: times new roman"> <tr> <td valign="bottom" width="58%" style="PADDING-BOTTOM: 2px">  </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td colspan="10" valign="bottom" width="40%" style="BORDER-BOTTOM: black 2px solid"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">March 31, 2010</div> </div> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> </tr><tr> <td valign="bottom" width="58%">  </td> <td valign="bottom" width="1%"> </td> <td colspan="2" valign="bottom" width="12%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td colspan="2" valign="bottom" width="12%" style="MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt; TEXT-ALIGN: center"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt; TEXT-ALIGN: center">Fair Value of</div> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td colspan="2" valign="bottom" width="12%" style="MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt; TEXT-ALIGN: center"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt; TEXT-ALIGN: center">Fair Value of</div> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr> <td valign="bottom" width="58%" style="PADDING-BOTTOM: 2px">  </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td colspan="2" valign="bottom" width="12%" style="BORDER-BOTTOM: black 2px solid"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Notionals</div> </div> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td colspan="2" valign="bottom" width="12%" style="BORDER-BOTTOM: black 2px solid"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Assets</div> </div> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td colspan="2" valign="bottom" width="12%" style="BORDER-BOTTOM: black 2px solid"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Liabilities</div> </div> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> </tr><tr> <td align="left" valign="bottom" width="58%"> <div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Automotive Sector</div> </td> <td valign="bottom" width="1%"> </td> <td colspan="2" valign="bottom" width="12%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td colspan="2" valign="bottom" width="12%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td colspan="2" valign="bottom" width="12%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr> <td align="left" valign="bottom" width="58%"> <div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Cash flow hedges:</div> </td> <td valign="bottom" width="1%"> </td> <td colspan="2" valign="bottom" width="12%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td colspan="2" valign="bottom" width="12%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td colspan="2" valign="bottom" width="12%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="58%"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Foreign exchange contracts   </div> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">$</td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">90</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">$</td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">   —</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">$</td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">8</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="white"> <td valign="bottom" width="58%">  </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="58%"> <div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Derivatives not designated as hedging instruments:</div> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="white"> <td align="left" valign="bottom" width="58%"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Foreign exchange contracts   </div> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">   4,327</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">   59</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">   120</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="58%"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Commodity contracts   </div> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">   657</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">   12</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">   29</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="white"> <td align="left" valign="bottom" width="58%" style="PADDING-BOTTOM: 2px"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Other – warrants</div> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right">   12</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right">   3</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right">   —</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="58%" style="PADDING-LEFT: 0pt; PADDING-BOTTOM: 2px; MARGIN-LEFT: 9pt"> <div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Total derivatives not designated as hedging instruments   </div> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right">   4,996</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right">   74</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right">   149</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> </tr><tr bgcolor="white"> <td valign="bottom" width="58%">  </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="58%" style="PADDING-BOTTOM: 4px"> <div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Total Automotive sector derivative instruments   </div> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 4px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left">$</td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right">5,086</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 4px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left">$</td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right">74</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 4px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left">$</td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right">157</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left"> </td> </tr><tr bgcolor="white"> <td valign="bottom" width="58%">  </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="58%"> <div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Financial Services Sector</div> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="white"> <td align="left" valign="bottom" width="58%"> <div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Fair value hedges:</div> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="58%"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Interest rate contracts   </div> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">$</td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">6,239</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">$</td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">392</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">$</td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">   —</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="white"> <td valign="bottom" width="58%">  </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="58%"> <div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Derivatives not designated as hedging instruments:</div> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="white"> <td align="left" valign="bottom" width="58%"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Interest rate contracts   </div> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">   63,610</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">   1,082</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">   677</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="58%"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Foreign exchange contracts   </div> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">   4,107</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">   6</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">   85</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="white"> <td align="left" valign="bottom" width="58%" style="PADDING-BOTTOM: 2px"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Cross currency interest rate swap contracts   </div> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right">   2,642</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right">   72</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right">   302</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="58%" style="PADDING-LEFT: 0pt; PADDING-BOTTOM: 2px; MARGIN-LEFT: 9pt"> <div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Total derivatives not designated as hedging instruments   </div> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right">   70,359</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right">   1,160</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right">   1,064</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> </tr><tr bgcolor="white"> <td valign="bottom" width="58%">  </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="58%" style="PADDING-BOTTOM: 4px"> <div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Total Financial Services sector derivative instruments   </div> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 4px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left">$</td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right">76,598</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 4px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left">$</td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right">1,552</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 4px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left">$</td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right">1,064</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left"> </td> </tr></table> </div> <div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div> <div align="left"> <table cellpadding="0" cellspacing="0" width="100%" style="FONT-SIZE: 10pt; FONT-FAMILY: times new roman; FONT-SIZE: 10pt; FONT-FAMILY: times new roman"> <tr> <td valign="bottom" width="58%" style="PADDING-BOTTOM: 2px">  </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td colspan="10" valign="bottom" width="40%" style="BORDER-BOTTOM: black 2px solid"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">December 31, 2009</div> </div> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> </tr><tr> <td valign="bottom" width="58%">  </td> <td valign="bottom" width="1%"> </td> <td colspan="2" valign="bottom" width="12%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td colspan="2" valign="bottom" width="12%" style="MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt; TEXT-ALIGN: center"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt; TEXT-ALIGN: center">Fair Value of</div> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td colspan="2" valign="bottom" width="12%" style="MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt; TEXT-ALIGN: center"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt; TEXT-ALIGN: center">Fair Value of</div> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr> <td valign="bottom" width="58%" style="PADDING-BOTTOM: 2px">  </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td colspan="2" valign="bottom" width="12%" style="BORDER-BOTTOM: black 2px solid"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Notionals</div> </div> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td colspan="2" valign="bottom" width="12%" style="BORDER-BOTTOM: black 2px solid"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Assets</div> </div> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td colspan="2" valign="bottom" width="12%" style="BORDER-BOTTOM: black 2px solid"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt"> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="center">Liabilities</div> </div> </td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> </tr><tr> <td align="left" valign="bottom" width="58%"> <div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Automotive Sector</div> </td> <td valign="bottom" width="1%"> </td> <td colspan="2" valign="bottom" width="12%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td colspan="2" valign="bottom" width="12%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td colspan="2" valign="bottom" width="12%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr> <td align="left" valign="bottom" width="58%"> <div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Cash flow hedges:</div> </td> <td valign="bottom" width="1%"> </td> <td colspan="2" valign="bottom" width="12%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td colspan="2" valign="bottom" width="12%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td colspan="2" valign="bottom" width="12%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="58%"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Foreign exchange contracts   </div> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">$</td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">118</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">$</td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">   —</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">$</td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">5</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="white"> <td valign="bottom" width="58%">  </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="58%"> <div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Derivatives not designated as hedging instruments:</div> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="white"> <td align="left" valign="bottom" width="58%"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Foreign exchange contracts   </div> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">   4,255</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">   59</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">   80</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="58%"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Commodity contracts   </div> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">   980</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">   15</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">   54</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="white"> <td align="left" valign="bottom" width="58%" style="PADDING-BOTTOM: 2px"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Other – warrants</div> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right">   12</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right">   2</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right">   —</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="58%" style="PADDING-LEFT: 0pt; PADDING-BOTTOM: 2px; MARGIN-LEFT: 9pt"> <div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Total derivatives not designated as hedging instruments   </div> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right">   5,247</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right">   76</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right">   134</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> </tr><tr bgcolor="white"> <td valign="bottom" width="58%">  </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="58%" style="PADDING-BOTTOM: 4px"> <div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Total Automotive sector derivative instruments   </div> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 4px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left">$</td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right">5,365</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 4px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left">$</td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right">76</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 4px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left">$</td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right">139</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left"> </td> </tr><tr bgcolor="white"> <td valign="bottom" width="58%">  </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="58%"> <div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Financial Services Sector</div> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="white"> <td align="left" valign="bottom" width="58%"> <div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Fair value hedges:</div> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="58%"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Interest rate contracts   </div> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">$</td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">6,309</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">$</td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">385</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left">$</td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">   —</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="white"> <td valign="bottom" width="58%">  </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="58%"> <div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Derivatives not designated as hedging instruments:</div> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="white"> <td align="left" valign="bottom" width="58%"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Interest rate contracts   </div> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">   68,527</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">   1,269</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">   846</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="58%"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Foreign exchange contracts   </div> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">   4,386</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">   22</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right">   46</td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="white"> <td align="left" valign="bottom" width="58%" style="PADDING-BOTTOM: 2px"> <div style="DISPLAY: block; MARGIN-LEFT: 18pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Cross currency interest rate swap contracts   </div> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right">   3,873</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right">   203</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right">   282</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="58%" style="PADDING-LEFT: 0pt; PADDING-BOTTOM: 2px; MARGIN-LEFT: 9pt"> <div style="DISPLAY: block; MARGIN-LEFT: 27pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Total derivatives not designated as hedging instruments   </div> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right">   76,786</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right">   1,494</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 2px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 2px solid; TEXT-ALIGN: right">   1,174</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 2px; TEXT-ALIGN: left"> </td> </tr><tr bgcolor="white"> <td valign="bottom" width="58%">  </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="1%"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> <td valign="bottom" width="11%" style="TEXT-ALIGN: right"> </td> <td valign="bottom" width="1%" style="TEXT-ALIGN: left"> </td> </tr><tr bgcolor="#cceeff"> <td align="left" valign="bottom" width="58%" style="PADDING-BOTTOM: 4px"> <div style="DISPLAY: block; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt; MARGIN-RIGHT: 0pt" align="left">Total Financial Services sector derivative instruments   </div> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 4px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left">$</td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right">83,095</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 4px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left">$</td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right">1,879</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left"> </td> <td align="left" valign="bottom" width="1%" style="PADDING-BOTTOM: 4px"> </td> <td valign="bottom" width="1%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: left">$</td> <td valign="bottom" width="11%" style="BORDER-BOTTOM: black 4px double; TEXT-ALIGN: right">1,174</td> <td valign="bottom" width="1%" style="PADDING-BOTTOM: 4px; TEXT-ALIGN: left"> </td> </tr></table> </div> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left"> </div> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 18pt; MARGIN-RIGHT: 0pt" align="left">In our consolidated balance sheet, we report derivative assets in Other assets, and derivative liabilities in Payables and Accrued liabilities and deferred revenue for Automotive and Financial Services sectors, respectively.  To ensure consistency in our treatment of derivative and non-derivative exposures with regard to our master agreements, we do not net our derivative position by counterparty for purposes of balance sheet presentation and disclosure.</div> <div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 18pt; MARGIN-RIGHT: 0pt" align="left">The notional amounts of the derivative financial instruments do not necessarily represent amounts exchanged by the parties and, therefore, are not a direct measure of our exposure to the financial risks described above.  The amounts exchanged are calculated by reference to the notional amounts and by other terms of the derivatives, such as interest rates, foreign currency exchange rates or commodity volumes and prices.</div> <div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 0pt; MARGIN-RIGHT: 0pt" align="left">Counterparty Risk and Collateral</div> <div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 18pt; MARGIN-RIGHT: 0pt" align="left">Use of derivatives exposes us to the risk that a counterparty may default on a derivative contract.  We establish exposure limits for each counterparty to minimize this risk and provide counterparty diversification.  Substantially all of our derivative exposures are with counterparties that have long-term credit ratings of single-A or better.  The aggregate fair value of derivative instruments in asset positions on March 31, 2010 was about $2 billion, representing the maximum loss that we would recognize at that date if all counterparties failed to perform as contracted.  We enter into master agreements with counterparties that generally allow for netting of certain exposures; therefore, the actual loss we would recognize if all counterparties failed to perform as contracted would be significantly lower.</div> <div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 18pt; MARGIN-RIGHT: 0pt" align="left">We include an adjustment for non-performance risk in the fair value of derivative instruments.  At March 31, 2010, our adjustment for non-performance risk relative to a measure based on an unadjusted inter-bank deposit rate (e.g., LIBOR) reduced derivative assets by $0 and $14 million for Automotive and Financial Services sectors, respectively, and reduced derivative liabilities by $0 and $11 million for Automotive and Financial Services sectors, respectively.  See Note 2 for more detail on valuation methodologies.</div> <div style="DISPLAY: block; TEXT-INDENT: 0pt"> </div> <div style="DISPLAY: block; MARGIN-LEFT: 0pt; TEXT-INDENT: 18pt; MARGIN-RIGHT: 0pt" align="left">We post cash collateral with certain counterparties based on our net position with regard to foreign currency and commodity derivative contracts.  As of March 31, 2010, we posted $109 million in cash collateral related to derivative instruments, which is included in restricted cash and reported in Other assets on our consolidated balance sheet.</div> </div></div></div></div> NOTE 14.  DERIVATIVE FINANCIAL INSTRUMENTS AND HEDGING ACTIVITIES In the normal course of business, our operations are exposed to global market false false false This element can be used to disclose the entity's entire derivative instruments and hedging activities disclosure as a single block of text. Describes an entity's risk management strategies, derivatives in hedging activities and non-hedging derivative instruments, the assets, obligations, liabilities, revenues and expenses arising there from, and the amounts of and methodologies and assumptions used in determining the amounts of such items. Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 45 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 44 false false 1 2 false UnKnown UnKnown UnKnown false true