Citibank 2015 Annual Report Download - page 278

260
In millions of dollars
Dec. 31,
2013
Net realized/unrealized
gains (losses) incl. in Transfers
Purchases Issuances Sales Settlements
Dec. 31,
2014
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 $ 3,566 $ (61) $ — $ 84 $ (8) $ 75 $— $ — $ (258) $ 3,398 $ 133
Trading non-derivative assets
Trading mortgage-
backed securities
U.S. government-sponsored
agency guaranteed 1,094 117 — 854 (966) 714 26 (695) (59) 1,085 8
Residential 2,854 457 — 442 (514) 2,582 — (3,141) — 2,680 132
Commercial 256 17 — 187 (376) 758 — (402) — 440 (4)
Total trading mortgage-backed
securities $ 4,204 $ 591 $ — $ 1,483 $(1,856) $ 4,054 $26 $ (4,238) $ (59) $ 4,205 $ 136
U.S. Treasury and federal agency
securities $ — $ 3 $ — $ — $ — $ 7 $— $ (10) $ — $ — $ —
State and municipal 222 10 — 150 (105) 34 — (70) — 241 1
Foreign government 416 (56) — 130 (253) 676 — (707) — 206 5
Corporate 1,835 (127) — 465 (502) 1,988 — (2,839) — 820 (139)
Equity securities 1,057 87 — 142 (209) 1,437 — (295) — 2,219 337
Asset-backed securities 4,342 876 — 158 (332) 3,893 — (5,643) — 3,294 3
Other trading assets 3,184 269 — 2,637 (2,278) 5,427 — (4,490) (377 ) 4,372 31
Total trading non-derivative assets $15,260 $ 1,653 $ — $ 5,165 $(5,535) $17,516 $ 26 $(18,292) $ (436) $15,357 $ 374
Trading derivatives, net (4)
Interest rate contracts $ 839 $ (818) $ — $ 24 $ (98) $ 113 $— $ (162) $ (109) $ (211) $ (414)
Foreign exchange contracts 695 92 — 47 (39) 59 — (59) (17) 778 56
Equity contracts (858) 482 — (916 ) 766 435 — (279) (493) (863) (274)
Commodity contracts (1,393) (338) — 92 (12) — — — 29 (1,622) (174)
Credit derivatives (274) (567) — 4 (156) 103 — (3) 150 (743) (369)
Total trading derivatives, net (4) $ (991) $ (1,149) $ — $ (749) $ 461 $ 710 $— $ (503) $ (440) $ (2,661) $(1,175)
Investments
Mortgage-backed securities
U.S. government-sponsored
agency guaranteed $ 187 $ — $ 52 $ 60 $ (203) $ 17 $— $ (73) $ (2) $ 38 $ (8)
Residential 102 — 33 31 (2) 17 — (173) — 8 —
Commercial — — (6) 4 (7) 10 — — — 1 —
Total investment mortgage-
backed securities $ 289 $ — $ 79 $ 95 $ (212) $ 44 $— $ (246) $ (2) $ 47 $ (8)
U.S. Treasury and federal
agency securities $ 8 $ — $ — $ — $ — $ — $— $ (2) $ — $ 6 $ —
State and municipal 1,643 — (64) 811 (584) 923 — (549) — 2,180 49
Foreign government 344 — (27) 286 (105) 851 — (490) (181) 678 (17)
Corporate 285 — (6) 26 (143) 728 — (218) — 672 (4)
Equity securities 815 — 111 19 (19) 10 — (255) — 681 (78)
Asset-backed securities 1,960 — 41 — (47) 95 — (195) (1,305) 549 (18)
Other debt securities 50 — (1) — — 116 — (115) (50) — —
Non-marketable equity securities 2,508 — 211 67 — 416 — (768) (974) 1,460 81
Total investments $ 7,902 $ — $ 344 $ 1,304 $(1,110) $ 3,183 $— $ (2,838) $ (2,512) $ 6,273 $ 5
Table and notes continue on the next page.