Citibank 2013 Annual Report Download - page 298

280
In millions of dollars
Dec. 31,
2011
Net realized/unrealized
gains (losses) incl. in Transfers
Purchases Issuances Sales Settlements
Dec. 31,
2012
Unrealized
gains
(losses)
still held (3)
Principal
transactions Other (1)(2)
into
Level 3
out of
Level 3
Assets
Federal funds sold and securities
borrowed or purchased under
agreements to resell $ 4,701 $ 306 $ — $ 540 $ (444) $ — $ — $ — $ (60) $ 5,043 $ 317
Trading non-derivative assets
Trading mortgage-backed
securities
U.S. government-sponsored agency
guaranteed $ 861 $ 38 $ — $ 1,294 $ (735) $ 657 $ 79 $ (735) $ (134) $ 1,325 $ (16)
Residential 1,509 204 — 848 (499) 1,652 — (1,897) (12) 1,805 (27)
Commercial 618 (32) — 327 (305) 1,056 — (545) — 1,119 28
Total trading mortgage-backed
securities $ 2,988 $ 210 $ — $ 2,469 $(1,539) $ 3,365 $ 79 $ (3,177) $ (146) $ 4,249 $ (15)
U.S. Treasury and federal agency
securities $ 3 $ — $ — $ — $ — $ 13 $ — $ (16) $ — $ — $ —
State and municipal 252 24 — 19 (18) 61 — (143) — 195 (2)
Foreign government 521 25 — 89 (875) 960 — (409) — 311 5
Corporate 3,240 (90) — 464 (558) 2,622 — (1,942) (1,706) 2,030 (28)
Equity securities 244 (25) — 121 (47) 231 — (192) (68) 264 (5)
Asset-backed securities 5,801 503 — 222 (114) 6,873 — (7,823) (1,009) 4,453 (173)
Other trading assets 2,743 (8) — 1,126 (2,089) 2,954 — (2,092) (313) 2,321 376
Total trading non-derivative assets $15,792 $ 639 $ — $ 4,510 $(5,240) $17,079 $ 79 $(15,794) $(3,242) $13,823 $ 158
Trading derivatives, net (4)
Interest rate contracts 726 (101) — 682 (438) 311 — (194) (805) 181 (298)
Foreign exchange contracts (562) 440 — (1) 25 196 — (213) 115 — (190)
Equity contracts (1,737) 326 — (34) 443 428 — (657) (217) (1,448) (506)
Commodity contracts (934) 145 — (66) 5 100 — (89) 68 (771) 114
Credit derivatives 1,728 (2,355) — 32 (188) 117 — (11) 335 (342) (692)
Total trading derivatives, net (4) $ (779) $(1,545) $ — $ 613 $ (153) $ 1,152 $ — $ (1,164) $ (504) $ (2,380) $(1,572)
Investments
Mortgage-backed securities
U.S. government-sponsored agency
guaranteed $ 679 $ — $ 7 $ 894 $(3,742) $ 3,622 $ — $ — $ (2) $ 1,458 $ 43
Residential 8 — 6 205 (6) 46 — (54) — 205 —
Commercial — — — — (11) 11 — — — — —
Total investment mortgage-
backed securities $ 687 $ — $ 13 $ 1,099 $(3,759) $ 3,679 $ — $ (54) $ (2) $ 1,663 $ 43
U.S. Treasury and federal agency
securities $ 75 $ — $ — $ 75 $ (150) $ 12 $ — $ — $ — $ 12 $ —
State and municipal 667 — 12 129 (153) 412 — (218) — 849 (20)
Foreign government 447 — 20 193 (297) 519 — (387) (112) 383 1
Corporate 989 — (6) 68 (698) 224 — (144) (48) 385 8
Equity securities 1,453 — 119 — — — — (308) (491) 773 (34)
Asset-backed securities 4,041 — (98) — (730) 930 — (77) (1,846) 2,220 1
Other debt securities 120 — (53) — — 310 — (118) (1) 258 —
Non-marketable equity securities 8,318 — 453 — — 1,266 — (3,373) (1,300) 5,364 313
Total investments $16,797 $ — $ 460 $ 1,564 $ (5,787) $ 7,352 $ — $ (4,679) $ (3,800) $11,907 $ 312