Citibank 2013 Annual Report Download - page 279

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Derivative Mark-to-Market (MTM) Receivables/Payables
In millions of dollars at December 31, 2013
Derivatives classified in Trading
accounts assets / liabilities (1)(2)(3)
Derivatives classified in Other
assets / liabilities (2)(3)
Derivatives instruments designated as ASC 815 (SFAS 133) hedges Assets Liabilities Assets Liabilities
Over-the-counter $ 956 $ 306 $ 3,082 $ 854
Cleared 2,505 585 5 —
Exchange traded — — — —
Interest rate contracts $ 3,461 $ 891 $ 3,087 $ 854
Over-the-counter $ 1,540 $ 1,244 $ 989 $ 293
Cleared — — — —
Exchange traded — — — —
Foreign exchange contracts $ 1,540 $ 1,244 $ 989 $ 293
Over-the-counter $ — $ — $ — $ 2
Cleared — — — —
Exchange traded — — — —
Credit Derivatives $ — $ — $ — $ 2
Total derivative instruments designated as ASC 815 (SFAS 133) hedges $ 5,001 $ 2,135 $ 4,076 $1,149
Derivatives instruments not designated as ASC 815 (SFAS 133) hedges
Over-the-counter $ 314,250 $ 297,589 $ 37 $ 9
Cleared 310,636 318,716 27 5
Exchange traded 33 30 — —
Interest rate contracts $ 624,919 $ 616,335 $ 64 $ 14
Over-the-counter $ 90,965 $ 87,336 $ 79 $ 3
Cleared 1 2 — —
Exchange traded 48 55 — —
Foreign exchange contracts $ 91,014 $ 87,393 $ 79 $ 3
Over-the-counter $ 19,080 $ 28,458 $ — $ —
Cleared — — — —
Exchange traded 5,797 5,834 — —
Equity contracts $ 24,877 $ 34,292 $ — $ —
Over-the-counter $ 7,921 $ 9,059 $ — $ —
Cleared — — — —
Exchange traded 1,161 1,111 — —
Commodity and other contracts $ 9,082 $ 10,170 $ — $ —
Over-the-counter $ 38,496 $ 38,247 $ 71 $ 563
Cleared 1,850 2,547 — —
Exchange traded — — — —
Credit derivatives (4) $ 40,346 $ 40,794 $ 71 $ 563
Total derivatives instruments not designated as ASC 815 (SFAS 133) hedges $ 790,238 $ 788,984 $ 214 $ 580
Total derivatives $ 795,239 $ 791,119 $ 4,290 $ 1,729
Cash collateral paid/received (5)(6) $ 6,073 $ 8,827 $ 82 $ 282
Less: Netting agreements (7) (713,598) (713,598) — —
Less: Netting cash collateral received/paid (8) (34,893) (39,094) (2,951) —
Net receivables/payables included on the Consolidated Balance Sheet (9) $ 52,821 $ 47,254 $ 1,421 $ 2,011
Additional amounts subject to an enforceable master netting agreement
but not offset on the Consolidated Balance Sheet
Less: Does not meet applicable offsetting guidance $ — $ — $ — $ —
Less: Cash collateral received/paid (365) (5) — —
Less: Non-cash collateral received/paid (7,478) (3,345) (341) —
Total Net receivables/payables (9) $ 44,978 $ 43,904 $ 1,080 $ 2,011