FCM Cleared Swaps Customer Collateral Report

CITIGROUP GLOBAL MARKETS INC NFA ID: 0002026

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For a full list of terms and definitions used in the report, view the financial reports definitions.
 
FCM Cleared Swaps Customer Collateral Report || View More... || View Less... ||
 9/29/2017
Total Amount in Cleared Swaps Customer Segregation$20,282,751,094
Amount Required to be Segregated for Cleared Swaps Customers$19,802,616,378
Excess (deficiency) Funds in Segregation$480,134,716
  
Percentage of Cleared Swaps Customer Collateral Held: 
Cash at Banks12.7%
Collateral at DCOs and other FCMs35.5%
Customer Owned Securities at Banks, DCOs and other FCMs51.8%
Investments of Customer Collateral at Banks, DCOs and other FCMs0%
Cash on Hand0%
Total100%
  
Percentage of Investments of Customer Collateral at Banks, DCOs and other FCMs in: 
US Government Securities0%
Bank Certificates of Deposit0%
Money Market Mutual Funds0%
Municipal Securities0%
Government Sponsored Enterprise Securities0%
  
Percentage of Investments of Customer Collateral at Banks, DCOs and other FCMs Held Pursuant to an Agreement to Resell: 
US Government Securities0%
Bank Certificates of Deposit0%
Money Market Mutual Funds0%
Municipal Securities0%
Government Sponsored Enterprise Securities0%
 
 
Depository Info:
Based on the firm?s most recent monthly report dated 08/31/2017, the firm maintained cleared swaps customer collateral at a depository which is an affiliate of the firm.
 
 
Percentage of Cleared Swaps Customer Collateral Held:
As the percentages for cleared swaps customer collateral held represent all assets, a negative value for an individual line item may be shown. For example, this could be due to cash overdrafts at banks or variation margin amounts owed to a DCO or FCM.
 
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