Citigroup Inc.

CITIGROUP’S 2010 ANNUAL REPORT ON FORM 10-KOVERVIEW 24CITIGROUP SEGMENTS AND REGIONS 25MANAGEMENT’S DISCUSSION AND ANALYSISOF FINANCIAL CONDITION AND RESULTSOF OPERATIONS 26EXECUTIVE SUMMARY 26RESULTS OF OPERATIONS 28FIVE-YEAR SUMMARY OF SELECTEDFINANCIAL DATA 28SEGMENT, BUSINESS AND PRODUCT—INCOME (LOSS) AND REVENUES 30CITICORP 32Regional Consumer Banking 33North America Regional Consumer Banking 34EMEA Regional Consumer Banking 36Latin America Regional Consumer Banking 38Asia Regional Consumer Banking 40Institutional Clients Group 42Securities and Banking 43Transaction Services 45CITI HOLDINGS 46Brokerage and Asset Management 47Local Consumer Lending 48Special Asset Pool 50CORPORATE/OTHER 53BALANCE SHEET REVIEW 54Segment Balance Sheet at December 31, 2010 57CAPITAL RESOURCES AND LIQUIDITY 58Capital Resources 58Funding and Liquidity 64CONTRACTUAL OBLIGATIONS 70RISK FACTORS 71MANAGING GLOBAL RISK 81Risk Management—Overview 81Risk Aggregation and Stress Testing 82Risk Capital 82Credit Risk 83Loan and Credit Overview 83Loans Outstanding 84Details of Credit Loss Experience 86Impaired Loans, Non-Accrual Loans and Assets, andRenegotiated Loans 88U.S. Consumer Mortgage Lending 92North America Cards 99Consumer Loan Details 103Consumer Loan Modification Programs 105Consumer Mortgage Representations and Warranties 110Securities and Banking-Sponsored Private LabelResidential Mortgage Securitizations 113Corporate Loan Details 114Exposure to Commercial Real Estate 116Market Risk 117Operational Risk 126Country and Cross-Border Risk Management Process;Sovereign Exposure 128DERIVATIVES 130SIGNIFICANT ACCOUNTING POLICIES ANDSIGNIFICANT ESTIMATES 134DISCLOSURE CONTROLS AND PROCEDURES 142MANAGEMENT’S ANNUAL REPORT ONINTERNAL CONTROL OVER FINANCIALREPORTING 143FORWARD-LOOKING STATEMENTS 144REPORT OF INDEPENDENT REGISTEREDPUBLIC ACCOUNTING FIRM—INTERNALCONTROL OVER FINANCIAL REPORTING 146REPORT OF INDEPENDENT REGISTEREDPUBLIC ACCOUNTING FIRM—CONSOLIDATED FINANCIAL STATEMENTS 147FINANCIAL STATEMENTS AND NOTES TABLEOF CONTENTS 149CONSOLIDATED FINANCIAL STATEMENTS 151NOTES TO CONSOLIDATED FINANCIALSTATEMENTS 159FINANCIAL DATA SUPPLEMENT (Unaudited) 300Ratios 300Average Deposit Liabilities in Offices Outside the U.S. 300Maturity Profile of Time Deposits ($100,000 or more) in U.S. Offices 300SUPERVISION AND REGULATION 301Customers 302Competition 302Properties 302LEGAL PROCEEDINGS 303Unregistered Sales of Equity;Purchases of Equity Securities;Dividends 303PERFORMANCE GRAPH 304CORPORATE INFORMATION 305Citigroup Executive Officers 305CITIGROUP BOARD OF DIRECTORS 30823