Management’s discussion and analysis WHOLESALE CREDIT PORTFOLIO The Firm’s wholesale businesses are exposed to credit risk through underwriting, lending, market-making, and hedging activities with and for clients and counterparties, as well as through various operating services such as cash management and clearing activities.
A portion of the loans originated or acquired by the Firm’s wholesale businesses is generally retained on the balance sheet.
The Firm distributes a significant percentage of the loans it originates into the market as part of its syndicated loan business and to manage portfolio concentrations and credit risk.
The wholesale credit portfolio, excluding Oil & Gas, continued to be generally stable throughout 2015, characterized by low levels of criticized exposure, nonaccrual loans and charge-offs.
Growth in loans retained was driven by increased client activity, notably in commercial real estate.
Discipline in underwriting across all areas of lending continues to remain a key point of focus.
The wholesale portfolio is actively managed, in part by conducting ongoing, in-depth reviews of client credit quality and transaction structure, inclusive of collateral where applicable; and of industry, product and client concentrations.
## Table 0 ##
(a) Receivables from customers and other include $13.3 billion and $28.8 billion of margin loans at December 31, 2015 and 2014, respectively, to prime and retail brokerage customers; these are classified in accrued interest and accounts receivable on the Consolidated balance sheets.
(b) Represents the net notional amount of protection purchased and sold through credit derivatives used to manage both performing and nonperforming wholesale credit exposures; these derivatives do not qualify for hedge accounting under U. S.  GAAP.
For additional information, see Credit derivatives on page 129, and Note 6.
(c) Excludes assets acquired in loan satisfactions.
Notes to consolidated financial statements 212 JPMorgan Chase & Co. /2015 Annual Report Impact of derivatives on the Consolidated balance sheets The following table summarizes information on derivative receivables and payables (before and after netting adjustments) that are reflected on the Firm’s Consolidated balance sheets as of December 31, 2015 and 2014, by accounting designation (e. g. , whether the derivatives were designated in qualifying hedge accounting relationships or not) and contract type.
Free-standing derivative receivables and payables(a)
## Table 1 ##
(a) Balances exclude structured notes for which the fair value option has been elected.
See Note 4 for further information.
(b) As permitted under U. S.  GAAP, the Firm has elected to net derivative receivables and derivative payables and the related cash collateral receivables and payables when a legally enforceable master netting agreement exists.
(c) The prior period amounts have been revised to conform with the current period presentation.
These revisions had no impact on Firm’s Consolidated balance sheets or its results of operations.
Consumer, excluding credit card, loan portfolio Consumer loans, excluding credit card loans, consist primarily of residential mortgages, home equity loans and lines of credit, auto loans, business banking loans, and student and other loans, with a focus on serving the prime consumer credit market.
The portfolio also includes home equity loans secured by junior liens, prime mortgage loans with an interest-only payment period, and certain paymentoption loans originated by Washington Mutual that may result in negative amortization.
The table below provides information about retained consumer loans, excluding credit card, by class.
## Table 2 ##
Delinquency rates are a primary credit quality indicator for consumer loans.
Loans that are more than 30 days past due provide an early warning of borrowers who may be experiencing financial difficulties and/or who may be unable or unwilling to repay the loan.
As the loan continues to age, it becomes more clear that the borrower is likely either unable or unwilling to pay.
In the case of residential real estate loans, late-stage delinquencies (greater than 150 days past due) are a strong indicator of loans that will ultimately result in a foreclosure or similar liquidation transaction.
In addition to delinquency rates, other credit quality indicators for consumer loans vary based on the class of loan, as follows: ?
For residential real estate loans, including both non-PCI and PCI portfolios, the current estimated LTV ratio, or the combined LTV ratio in the case of junior lien loans, is an indicator of the potential loss severity in the event of default.
Additionally, LTV or combined LTV can provide insight into a borrower’s continued willingness to pay, as the delinquency rate of high-LTV loans tends to be greater than that for loans where the borrower has equity in the collateral.
The geographic distribution of the loan collateral also provides insight as to the credit quality of the portfolio, as factors such as the regional economy, home price changes and specific events such as natural disasters, will affect credit quality.
The borrower’s current or “refreshed” FICO score is a secondary credit-quality indicator for certain loans, as FICO scores are an indication of the borrower’s credit payment history.
Thus, a loan to a borrower with a low FICO score (660 or below) is considered to be of higher risk than a loan to a borrower with a high FICO score.
Further, a loan to a borrower with a high LTV ratio and a low FICO score is at greater risk of default than a loan to a borrower that has both a high LTV ratio and a high FICO score.  ?
For scored auto, scored business banking and student loans, geographic distribution is an indicator of the credit performance of the portfolio.
Similar to residential real estate loans, geographic distribution provides insights into the portfolio performance based on regional economic activity and events.  ?
Risk-rated business banking and auto loans are similar to wholesale loans in that the primary credit quality indicators are the risk rating that is assigned to the loan and whether the loans are considered to be criticized and/or nonaccrual.
Risk ratings are reviewed on a regular and ongoing basis by Credit Risk Management and are adjusted as necessary for updated information about borrowers’ ability to fulfill their obligations.
For further information about risk-rated wholesale loan credit quality indicators, see pages 259–260 of this Note.
Residential real estate — excluding PCI loans The following table provides information by class for residential real estate — excluding retained PCI loans in the consumer, excluding credit card, portfolio segment.
The following factors should be considered in analyzing certain credit statistics applicable to the Firm’s residential real estate — excluding PCI loans portfolio: (i) junior lien home equity loans may be fully charged off when the loan becomes 180 days past due, and the value of the collateral does not support the repayment of the loan, resulting in relatively high charge-off rates for this product class; and (ii) the lengthening of loss-mitigation timelines may result in higher delinquency rates for loans carried at the net realizable value of the collateral that remain on the Firm’s Consolidated balance sheets.
in advisory fees was driven by the combined impact of a greater share of fees for completed transactions, and growth in industry-wide fees.
The increase in equity underwriting fees was driven by higher industry-wide issuance.
The decrease in debt underwriting fees was primarily related to lower bond underwriting fees compared with the prior year, and lower loan syndication fees on lower industry-wide fees.
Principal transactions revenue increased as the prior year included a $1.5 billion loss related to the implementation of the funding valuation adjustment (“FVA”) framework for over-the-counter (“OTC”) derivatives and structured notes.
Private equity gains increased as a result of higher net gains on sales.
These increases were partially offset by lower fixed income markets revenue in CIB, primarily driven by credit-related and rates products, as well as the impact of business simplification initiatives.
Lending- and deposit-related fees decreased compared with the prior year, reflecting the impact of business simplification initiatives and lower trade finance revenue in CIB.
Asset management, administration and commissions revenue increased compared with the prior year, reflecting higher asset management fees driven by net client inflows and higher market levels in AM and CCB.
The increase was offset partially by lower commissions and other fee revenue in CCB as a result of the exit of a non-core product in 2013.
Securities gains decreased compared with the prior year, reflecting lower repositioning activity related to the Firm’s investment securities portfolio.
Mortgage fees and related income decreased compared with the prior year, predominantly due to lower net production revenue driven by lower volumes due to higher mortgage interest rates, and tighter margins.
The decline in net production revenue was partially offset by a lower loss on the risk management of mortgage servicing rights (“MSRs”).
Card income was relatively flat compared with the prior year, but included higher net interchange income due to growth in credit and debit card sales volume, offset by higher amortization of new account origination costs.
Other income decreased from the prior year, predominantly from the absence of two significant items recorded in Corporate in 2013: gains of $1.3 billion and $493 million from sales of Visa shares and One Chase Manhattan Plaza, respectively.
Lower valuations of seed capital investments in AM and losses related to the exit of non-core portfolios in Card also contributed to the decrease.
These items were partially offset by higher auto lease income as a result of growth in auto lease volume, and a benefit from a tax settlement.
Net interest income increased slightly from the prior year, predominantly reflecting higher yields on investment securities, the impact of lower interest expense from lower rates, and higher average loan balances.
The increase was partially offset by lower yields on loans due to the run-off of higher-yielding loans and new originations of lower-yielding loans, and lower average interest-earning trading asset balances.
The Firm’s average interest-earning assets were $2.0 trillion, and the net interest yield on these assets, on a FTE basis, was 2.18%, a decrease of 5 basis points from the prior year.
Provision for credit losses

Tables referenced above, in order (Table 0 first):
<table><tr><td>December 31,</td><td>Credit exposure</td><td>Nonperforming<sup>(c)</sup></td></tr><tr><td>(in millions)</td><td>2015</td><td>2014</td><td>2015</td><td>2014</td></tr><tr><td>Loans retained</td><td>$357,050</td><td>$324,502</td><td>$988</td><td>$599</td></tr><tr><td>Loans held-for-sale</td><td>1,104</td><td>3,801</td><td>3</td><td>4</td></tr><tr><td>Loans at fair value</td><td>2,861</td><td>2,611</td><td>25</td><td>21</td></tr><tr><td>Loans – reported</td><td>361,015</td><td>330,914</td><td>1,016</td><td>624</td></tr><tr><td>Derivative receivables</td><td>59,677</td><td>78,975</td><td>204</td><td>275</td></tr><tr><td>Receivables from customers and other<sup>(a)</sup></td><td>13,372</td><td>28,972</td><td>—</td><td>—</td></tr><tr><td>Total wholesale credit-related assets</td><td>434,064</td><td>438,861</td><td>1,220</td><td>899</td></tr><tr><td>Lending-related commitments</td><td>366,399</td><td>366,881</td><td>193</td><td>103</td></tr><tr><td>Total wholesale credit exposure</td><td>$800,463</td><td>$805,742</td><td>$1,413</td><td>$1,002</td></tr><tr><td>Credit derivatives usedin credit portfolio management activities<sup>(b)</sup></td><td>$-20,681</td><td>$-26,703</td><td>$-9</td><td>$—</td></tr><tr><td>Liquid securities and other cash collateral held against derivatives</td><td>-16,580</td><td>-19,604</td><td>NA</td><td>NA</td></tr></table>
<table><tr><td></td><td colspan="4">Gross derivative receivables</td><td></td><td></td><td colspan="4">Gross derivative payables</td><td></td><td></td></tr><tr><td>December 31, 2015(in millions)</td><td>Not designated as hedges</td><td></td><td>Designated as hedges</td><td>Total derivative receivables</td><td></td><td>Net derivative receivables<sup>(b)</sup></td><td>Not designated as hedges</td><td></td><td>Designated as hedges</td><td>Total derivative payables</td><td></td><td>Net derivative payables<sup>(b)</sup></td></tr><tr><td>Trading assets and liabilities</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Interest rate</td><td>$665,531</td><td></td><td>$4,080</td><td>$669,611</td><td></td><td>$26,363</td><td>$632,928</td><td></td><td>$2,238</td><td>$635,166</td><td></td><td>$10,221</td></tr><tr><td>Credit</td><td>51,468</td><td></td><td>—</td><td>51,468</td><td></td><td>1,423</td><td>50,529</td><td></td><td>—</td><td>50,529</td><td></td><td>1,541</td></tr><tr><td>Foreign exchange</td><td>179,072</td><td></td><td>803</td><td>179,875</td><td></td><td>17,177</td><td>189,397</td><td></td><td>1,503</td><td>190,900</td><td></td><td>19,769</td></tr><tr><td>Equity</td><td>35,859</td><td></td><td>—</td><td>35,859</td><td></td><td>5,529</td><td>38,663</td><td></td><td>—</td><td>38,663</td><td></td><td>9,183</td></tr><tr><td>Commodity</td><td>23,713</td><td></td><td>1,352</td><td>25,065</td><td></td><td>9,185</td><td>27,653</td><td></td><td>1</td><td>27,654</td><td></td><td>12,076</td></tr><tr><td>Total fair value of trading assets and liabilities</td><td>$955,643</td><td></td><td>$6,235</td><td>$961,878</td><td></td><td>$59,677</td><td>$939,170</td><td></td><td>$3,742</td><td>$942,912</td><td></td><td>$52,790</td></tr><tr><td></td><td colspan="4">Gross derivative receivables</td><td></td><td></td><td colspan="4">Gross derivative payables</td><td></td><td></td></tr><tr><td>December 31, 2014(in millions)</td><td>Not designated as hedges</td><td></td><td>Designated as hedges</td><td>Total derivative receivables</td><td></td><td>Net derivative receivables<sup>(b)</sup></td><td>Not designated as hedges</td><td></td><td>Designated as hedges</td><td>Total derivative payables</td><td></td><td>Net derivative payables<sup>(b)</sup></td></tr><tr><td>Trading assets and liabilities</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Interest rate</td><td>$944,885</td><td><sup>(c)</sup></td><td>$5,372</td><td>$950,257</td><td><sup>(c)</sup></td><td>$33,725</td><td>$915,368</td><td><sup>(c)</sup></td><td>$3,011</td><td>$918,379</td><td><sup>(c)</sup></td><td>$17,745</td></tr><tr><td>Credit</td><td>76,842</td><td></td><td>—</td><td>76,842</td><td></td><td>1,838</td><td>75,895</td><td></td><td>—</td><td>75,895</td><td></td><td>1,593</td></tr><tr><td>Foreign exchange</td><td>211,537</td><td><sup>(c)</sup></td><td>3,650</td><td>215,187</td><td><sup>(c)</sup></td><td>21,253</td><td>223,988</td><td><sup>(c)</sup></td><td>626</td><td>224,614</td><td><sup>(c)</sup></td><td>22,970</td></tr><tr><td>Equity</td><td>42,489</td><td><sup>(c)</sup></td><td>—</td><td>42,489</td><td><sup>(c)</sup></td><td>8,177</td><td>46,262</td><td><sup>(c)</sup></td><td>—</td><td>46,262</td><td><sup>(c)</sup></td><td>11,740</td></tr><tr><td>Commodity</td><td>43,151</td><td></td><td>502</td><td>43,653</td><td></td><td>13,982</td><td>45,455</td><td></td><td>168</td><td>45,623</td><td></td><td>17,068</td></tr><tr><td>Total fair value of trading assets and liabilities</td><td>$1,318,904</td><td><sup>(c)</sup></td><td>$9,524</td><td>$1,328,428</td><td><sup>(c)</sup></td><td>$78,975</td><td>$1,306,968</td><td><sup>(c)</sup></td><td>$3,805</td><td>$1,310,773</td><td><sup>(c)</sup></td><td>$71,116</td></tr></table>
<table><tr><td>December 31, (in millions)</td><td>2015</td><td>2014</td></tr><tr><td>Residential real estate – excluding PCI</td><td></td><td></td></tr><tr><td>Home equity:</td><td></td><td></td></tr><tr><td>Senior lien</td><td>$14,848</td><td>$16,367</td></tr><tr><td>Junior lien</td><td>30,711</td><td>36,375</td></tr><tr><td>Mortgages:</td><td></td><td></td></tr><tr><td>Prime, including option ARMs</td><td>162,549</td><td>104,921</td></tr><tr><td>Subprime</td><td>3,690</td><td>5,056</td></tr><tr><td>Other consumer loans</td><td></td><td></td></tr><tr><td>Auto</td><td>60,255</td><td>54,536</td></tr><tr><td>Business banking</td><td>21,208</td><td>20,058</td></tr><tr><td>Student and other</td><td>10,096</td><td>10,970</td></tr><tr><td>Residential real estate – PCI</td><td></td><td></td></tr><tr><td>Home equity</td><td>14,989</td><td>17,095</td></tr><tr><td>Prime mortgage</td><td>8,893</td><td>10,220</td></tr><tr><td>Subprime mortgage</td><td>3,263</td><td>3,673</td></tr><tr><td>Option ARMs</td><td>13,853</td><td>15,708</td></tr><tr><td>Total retained loans</td><td>$344,355</td><td>$294,979</td></tr></table>

Question: What is the average amount of Receivables from customers and other of Nonperforming 2014, and Interest rate of Gross derivative payables Not designated as hedges ?
Answer: 330950
Reasoning program: add(28972.0,632928.0), divide(#0,const_2)