Citibank 2009 Annual Report Download - page 213

203
Master Trust liabilities
In billions of dollars
December 31,
2009
December 31,
2008
Term notes issued to
multi-seller CP conduits $ 0.8 $ 1.0
Term notes issued to other
third parties 51.2 56.2
Term notes retained by
Citigroup affiliates 5.0 1.2
Commercial paper 14.5 11.0
Total Master Trust
liabilities $71.5 $69.4
Both Omni and Broadway Trusts issue fixed- and floating-rate term notes,
some of which are purchased by multi-seller commercial paper conduits. The
Omni Trust also issues commercial paper. From time to time, a portion of the
Omni Trust commercial paper has been purchased by the Federal Reserve's
Commercial Paper Funding Facility (CPFF). In addition, some of the multi-
seller conduits that hold Omni Trust term notes have placed commercial
paper with CPFF. The total amount of Omni Trust liabilities funded directly
or indirectly through the CPFF was $2.5 billion at December 31, 2009 and
$6.9 billion at December 31, 2008.
The weighted average maturity of the third-party term notes issued by
the Omni Trust was 2.0 years as of December 31, 2009 and 0.5 years as of
December 31, 2008. The weighted average maturity of the third-party term
notes issued by the Broadway Trust was 2.5 years as of December 31, 2009
and 3.3 years as of December 31, 2008.
Omni Trust liabilities
In billions of dollars
December 31,
2009
December 31,
2008
Term notes issued to multi-
seller commercial paper
conduits $13.1 $17.8
Term notes issued to other
third parties 9.2 2.3
Term notes retained by
Citigroup affiliates 9.8 5.1
Commercial paper 4.4 8.5
Total Omni Trust
liabilities $36.5 $33.7
Broadway Trust liabilities
In billions of dollars
December 31,
2009
December 31,
2008
Term notes issued to multi-
seller commercial paper
conduits $ 0.5 $ 0.4
Term notes issued to other
third parties 1.0 1.0
Term notes retained by
Citigroup affiliates 0.3 0.3
Total Broadway Trust
liabilities $ 1.8 $ 1.7