Citigroup Inc.

The following is a 12-month roll-forward of the credit-related impairments recognized in earnings for AFS and HTM debt securities held as of December 31,2010 that the Company does not intend to sell nor likely will be required to sell:In millions of dollarsDecember 31, 2009balanceCredit impairmentsrecognized inearnings onsecurities notpreviously impairedCredit impairmentsrecognized inearnings onsecurities thathave beenpreviously impairedCumulative OTTI Credit Losses Recognized in EarningsReductions due tosales of creditimpairedsecurities sold ormaturedDecember 31, 2010balanceAFS debt securitiesMortgage-backed securitiesPrime $ 242 $ 12 $ 38 $— $ 292Alt-A 1 1 — — 2Commercial real estate 2 — — — 2Total mortgage-backed securities $ 245 $ 13 $ 38 $— $ 296State and municipal — 3 — — 3U.S. Treasury — 48 — — 48Foreign government 20 139 — — 159Corporate 137 12 5 — 154Asset-backed securities 9 1 — — 10Other debt securities 49 3 — — 52Total OTTI credit losses recognized forAFS debt securities $ 460 $ 219 $ 43 $— $ 722HTM debt securitiesMortgage-backed securitiesPrime $ 170 $ 134 $ 4 $— $ 308Alt-A 2,569 381 199 — 3,149Subprime 210 1 21 — 232Non-U.S. residential 96 — — — 96Commercial real estate 9 1 — — 10Total mortgage-backed securities $ 3,054 $ 517 $ 224 $— $ 3,795State and municipal 7 — — — 7Corporate 351 — — — 351Asset-backed securities 48 46 19 — 113Other debt securities 4 — 1 — 5Total OTTI credit losses recognized forHTM debt securities $ 3,464 $ 563 $ 244 $— $ 4,271213