Citibank 2011 Annual Report Download - page 271

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249
In millions of dollars at December 31, 2010 Level 1 Level 2 Level 3
Gross
inventory Netting (1)
Net
balance
Loans (2)          
Mortgage servicing rights    
Nontrading derivatives and other financial assets measured
on a recurring basis, gross     
Gross cash collateral paid  
Netting agreements and market value adjustments  
Nontrading derivatives and other financial assets measured
on a recurring basis          
Total assets       
Total as a percentage of gross assets (3)    
Liabilities
Interest-bearing deposits         
Federal funds purchased and securities loaned or sold under
agreements to repurchase     
Trading account liabilities
Securities sold, not yet purchased         
Trading account derivatives
)NTERESTæRATEæCONTRACTS    
&OREIGNæEXCHANGEæCONTRACTS    
%QUITYæCONTRACTS    
#OMMODITYæCONTRACTS    
#REDITæDERIVATIVES   
Total trading account derivatives      
Gross cash collateral received 
Netting agreements and market value adjustments  
Total trading account derivatives          
Short-term borrowings     
Long-term debt    
Nontrading derivatives and other financial liabilities measured
on a recurring basis, gross      
Gross cash collateral received  
Netting agreements and market value adjustments  
Nontrading derivatives and other financial liabilities measured
on a recurring basis            
Total liabilities         
Total as a percentage of gross liabilities (3)    
æ 2EPRESENTSæNETTINGæOFæIæTHEæAMOUNTSæDUEæUNDERæSECURITIESæPURCHASEDæUNDERæAGREEMENTSæTOæRESELLæANDæTHEæAMOUNTSæOWEDæUNDERæSECURITIESæSOLDæUNDERæAGREEMENTSæTOæREPURCHASEæANDæIIæDERIVATIVEæEXPOSURESæCOVEREDæBYæ
AæQUALIFYINGæMASTERæNETTINGæAGREEMENTæCASHæCOLLATERALæANDæTHEæMARKETæVALUEæADJUSTMENT
æ 4HEREæISæNOæALLOWANCEæFORæLOANæLOSSESæRECORDEDæFORæLOANSæREPORTEDæATæFAIRæVALUE
æ 0ERCENTAGEæISæCALCULATEDæBASEDæONæTOTALæASSETSæANDæLIABILITIESæMEASUREDæATæFAIRæVALUEæONæAæRECURRINGæBASISæEXCLUDINGæCOLLATERALæPAIDRECEIVEDæONæDERIVATIVES