Citibank 2014 Annual Report Download - page 285

268
In millions of dollars
Dec. 31,
2012
Net realized/unrealized
gains (losses) incl. in Transfers
Purchases Issuances Sales Settlements
Dec. 31,
2013
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 $ 5,043 $ (137) $ — $ 627 $(1,871) $ 59 $— $ 71 $ (226) $ 3,566 $(124)
Trading non-derivative assets
Trading mortgage-backed securities
U.S. government-sponsored
agency guaranteed 1,325 141 — 1,386 (1,477) 1,316 68 (1,310) (355) 1,094 52
Residential 1,805 474 — 513 (372) 3,630 — (3,189) (7) 2,854 10
Commercial 1,119 114 — 278 (304) 244 — (1,178) (17) 256 14
Total trading mortgage-backed
securities $ 4,249 $ 729 $ — $ 2,177 $(2,153) $ 5,190 $68 $ (5,677) $ (379) $ 4,204 $ 76
U.S. Treasury and federal
agency securities $ — $ (1) $ — $ 54 $ — $ — $— $ (53) $ — $ — $ —
State and municipal 195 37 — 9 — 107 — (126) — 222 15
Foreign government 311 (21) — 156 (67) 326 — (289) — 416 5
Corporate 2,030 (20) — 410 (410) 2,864 — (2,116) (923) 1,835 (406)
Equity securities 264 129 — 228 (210) 829 — (183) — 1,057 59
Asset-backed securities 4,453 544 — 181 (193) 5,165 — (5,579) (229) 4,342 123
Other trading assets 2,321 202 — 960 (1,592) 3,879 — (2,253) (333) 3,184 (7)
Total trading non-derivative assets $13,823 $1,599 $ — $ 4,175 $(4,625) $18,360 $ 68 $(16,276) $(1,864) $15,260 $ (135)
Trading derivatives, net (4)
Interest rate contracts $ 181 $ 292 $ — $ 692 $ (226) $ 228 $— $ (155) $ (173) $ 839 $ 779
Foreign exchange contracts — 625 — 29 (35) 26 — (10) 60 695 146
Equity contracts (1,448) 96 — 25 295 298 — (149) 25 (858) (453)
Commodity contracts (771) (164) — — (527) 15 — (25) 79 (1,393) (246)
Credit derivatives (342) (368) — 106 (183) 20 — — 493 (274) (544)
Total trading derivatives, net (4) $ (2,380) $ 481 $ — $ 852 $ (676) $ 587 $— $ (339) $ 484 $ (991) $(318)
Investments
Mortgage-backed securities
U.S. government-sponsored
agency guaranteed $ 1,458 $ — $ (7) $ 2,058 $(3,820) $ 593 $— $ (38) $ (57) $ 187 $ 11
Residential 205 — 30 60 (265) 212 — (140) — 102 7
Commercial — — — 4 (21) 17 — — — — —
Total investment mortgage-
backed securities $ 1,663 $ — $ 23 $ 2,122 $ (4,106) $ 822 $— $ (178) $ (57) $ 289 $ 18
U.S. Treasury and federal
agency securities $ 12 $ — $ — $ — $ — $ — $— $ (4) $ — $ 8 $ —
State and municipal 849 — 10 12 (122) 1,236 — (217) (125) 1,643 (75)
Foreign government 383 — 2 178 (256) 506 — (391) (78) 344 (28)
Corporate 385 — (27) 334 (119) 104 — (303) (89) 285 —
Equity securities 773 — 56 19 (1) 1 — (33) — 815 47
Asset-backed securities 2,220 — 117 1,192 (1,684) 1,475 — (337) (1,023) 1,960 —
Other debt securities 258 — — — (205) 50 — (53) — 50 —
Non-marketable equity securities 5,364 — 249 — — 653 — (342) (1,577) 4,347 241
Total investments $11,907 $ — $430 $3,857 $(6,493) $ 4,847 $— $ (1,858) $(2,949) $ 9,741 $ 203
Table and notes continue on the next page.