Citibank 2011 Annual Report Download - page 270
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248
In millions of dollars at December 31, 2010 Level 1 Level 2 Level 3
Gross
inventory Netting (1)
Net
balance
Assets
Federal funds sold and securities borrowed or purchased under
agreements to resell
Trading securities
Trading mortgage-backed securities
53æGOVERNMENTSPONSOREDæAGENCYæGUARANTEED
0RIME
!LT!
3UBPRIME
.ON53æRESIDENTIAL
#OMMERCIAL
Total trading mortgage-backed securities
U.S. Treasury and federal agency securities
53æ4REASURY
!GENCYæOBLIGATIONS
Total U.S. Treasury and federal agency securities
State and municipal
Foreign government
Corporate
Equity securities
Asset-backed securities
Other debt securities
Total trading securities
Trading account derivatives
)NTERESTæRATEæCONTRACTS
&OREIGNæEXCHANGEæCONTRACTS
%QUITYæCONTRACTS
#OMMODITYæCONTRACTS
#REDITæDERIVATIVES
Total trading account derivatives
Gross cash collateral paid
Netting agreements and market value adjustments
Total trading account derivatives
Investments
Mortgage-backed securities
53æGOVERNMENTSPONSOREDæAGENCYæGUARANTEED
0RIME
!LT!
3UBPRIME
.ON53æRESIDENTIAL
#OMMERCIAL
Total investment mortgage-backed securities
U.S. Treasury and federal agency securities
53æ4REASURY
!GENCYæOBLIGATIONS
Total U.S. Treasury and federal agency
State and municipal
Foreign government
Corporate
Equity securities
Asset-backed securities
Other debt securities
Non-marketable equity securities
Total investments