Citibank 2010 Annual Report Download - page 270

268
Net realized/unrealized
gains (losses) included in Transfers
in and/or
out of
Level 3
Purchases,
issuances
and
settlements
December 31,
2010
Unrealized
gains
(losses)
still held (3)
In millions of dollars
December 31,
2009
Principal
transactions Other (1)(2)
Loans $ 213 $ — $ (158) $ 1,217 $ 1,941 $3,213 $ (332)
Mortgage servicing rights 6,530 — (1,146) — (830) 4,554 (1,146)
Other financial assets measured on a
recurring basis 1,101 — (87) 2,022 (527) 2,509 (87)
Liabilities
Interest-bearing deposits $ 28 $ — $ 11 $ (41) $ 301 $ 277 $ (71)
Federal funds purchased and securities
loaned or sold under agreements
to repurchase 2,056 (28) — (878) 55 1,261 (104)
Trading account liabilities
Securities sold, not yet purchased 774 (39) — (47) (579) 187 (153)
Short-term borrowings 231 (6) — 614 (49) 802 (78)
Long-term debt 9,654 125 201 389 (1,332) 8,385 (225)
Other financial liabilities measured on a
recurring basis 13 — (52) — (46) 19 (20)
Net realized/unrealized
gains (losses) included in Transfers
in and/or
out of
Level 3
Purchases,
issuances
and
settlements
December 31,
2009
Unrealized
gains
(losses)
still held (3)
In millions of dollars
December 31,
2008
Principal
transactions Other (1)(2)
Assets
Trading securities
Trading mortgage-backed securities
U.S. government-sponsored agency guaranteed $ 1,325 $ 243 $ — $ 35 $ (631) $ 972 $ 317
Prime 147 (295) — 498 34 384 (179)
Alt-A 1,153 (78) — (374) (314) 387 73
Subprime 13,844 233 — (997) (4,082) 8,998 472
Non-U.S. residential 858 (23) — (617) 354 572 125
Commercial 2,949 (256) — 362 (604) 2,451 (762)
Total trading mortgage-backed securities $20,276 $ (176) $ — $(1,093) $(5,243) $13,764 $ 46
U.S. Treasury and federal agencies securities
U.S. Treasury $ — $ — $ — $ — $ — $ — $ —
Agency obligations 59 (108) — (54) 103 — —
Total U.S. Treasury and federal
agencies securities $ 59 $ (108) $ — $ (54) $ 103 $ — $ —
State and municipal $ 233 $ (67) $ — $ 219 $ (163) $ 222 $ 4
Foreign government 1,261 112 — (396) (518) 459 3
Corporate 13,027 (184) — (1,492) (2,731) 8,620 (449)
Equity securities 1,387 260 — (1,147) 140 640 (22)
Other debt securities 14,530 1,637 — (2,520) 2,590 16,237 53
Total trading securities $50,773 $ 1,474 $ — $(6,483) $(5,822) $39,942 $ (365)
Derivatives, net (4) $ 3,586 $(4,878) $ — $ 80 $ 4,320 $ 3,108 $(4,854)
Investments
Mortgage-backed securities
U.S. government-sponsored agency guaranteed $ — $ — $ 1 $ 77 $ (76) $ 2 $ —
Prime 1,163 — 201 61 (689) 736 417
Alt-A 111 — 42 (61) (37) 55 —
Subprime 25 — (7) (19) 2 1 —
Commercial 964 — 87 (461) 156 746 8
Total investment mortgage-backed
debt securities $ 2,263 $ — $ 324 $ (403) $ (644) $ 1,540 $ 425
U.S. Treasury and federal agencies securities $ — $ — $ — $ 26 $ (5) $ 21 $ —
Total U.S. Treasury and federal
agencies securities $ — $ — $ — $ 26 $ (5) $ 21 $ —