INVESTMENTS (Details 6) (USD $) In Millions, unless otherwise specified	Sep. 30, 2014		Dec. 31, 2013
Held-to-maturity Securities, Debt Maturities, Net Carrying Amount;
Carrying value	$ 24,038	[1],[2]	$ 10,599	[1]
Held-to-maturity Securities, Debt Maturities, Fair Value;
Fair value	24,642	[2]	10,993
Mortgage-backed securities
Held-to-maturity Securities, Debt Maturities, Net Carrying Amount;
After 5 but within 10 years, carrying value	780		10
After 10 years, carrying value	9,594	[3]	2,316	[3]
Carrying value	10,374	[1],[4]	2,326	[1],[4]
Held-to-maturity Securities, Debt Maturities, Fair Value;
After 5 but within 10 years, fair value	777		11
After 10 years, fair value	9,970	[3]	2,546	[3]
Fair value	10,747	[4]	2,557	[4]
State and municipal securities
Held-to-maturity Securities, Debt Maturities, Net Carrying Amount;
Due within 1 year, carrying value	39		8
After 1 but within 5 years, carrying value	21		17
After 5 but within 10 years, carrying value	144		69
After 10 years, carrying value	7,594	[3]	1,238	[3]
Carrying value	7,798	[1],[5]	1,332	[1]
Held-to-maturity Securities, Debt Maturities, Fair Value;
Due within 1 year, fair value	39		9
After 1 but within 5 years, fair value	21		17
After 5 but within 10 years, fair value	149		72
After 10 years, fair value	7,701	[3]	1,214	[3]
Fair value	7,910	[5]	1,312
Foreign government
Held-to-maturity Securities, Debt Maturities, Net Carrying Amount;
After 1 but within 5 years, carrying value	5,279		5,628
Carrying value	5,279	[1]	5,628	[1]
Held-to-maturity Securities, Debt Maturities, Fair Value;
After 1 but within 5 years, fair value	5,357		5,688
Fair value	5,357		5,688
All other
Held-to-maturity Securities, Debt Maturities, Net Carrying Amount;
After 1 but within 5 years, carrying value	37	[6]	740	[6]
After 10 years, carrying value	550	[3],[6]	573	[3],[6]
Carrying value	587	[6]	1,313	[6]
Held-to-maturity Securities, Debt Maturities, Fair Value;
After 1 but within 5 years, fair value	39	[6]	851	[6]
After 10 years, fair value	589	[3],[6]	585	[3],[6]
Fair value	$ 628	[6]	$ 1,436	[6]

[1] HTM securities are carried on the Consolidated Balance Sheet at amortized cost, plus or minus any unamortized unrealized gains and losses and fair value hedge adjustments recognized in AOCI prior to reclassifying the securities from AFS to HTM. Changes in the values of these securities are not reported in the financial statements, except for the amortization of any difference between the carrying value at the transfer date and par value of the securities, and the recognition of any non-credit fair value adjustments in AOCI in connection with the recognition of any credit impairment in earnings related to securities the Company continues to intend to hold until maturity.

[2] During the second quarter of 2014, securities with a total fair value of approximately $11.8 billion were transferred from AFS to HTM. For additional information, see Note 13 in Citi’s Second Quarter of 2014 Form 10-Q.

[3] Investments with no stated maturities are included as contractual maturities of greater than 10 years. Actual maturities may differ due to call or prepayment rights.

[4] The Company invests in mortgage-backed and asset-backed securities. These securitizations are generally considered VIEs. The Company’s maximum exposure to loss from these VIEs is equal to the carrying amount of the securities, which is reflected in the table above. For mortgage-backed and asset-backed securitizations in which the Company has other involvement, see Note 20 to the Consolidated Financial Statements.

[5] The net unrealized losses recognized in AOCI on state and municipal debt securities are primarily attributable to the effects of fair value hedge accounting applied when these debt securities were classified as AFS. Specifically, Citi hedged the LIBOR-benchmark interest rate component of certain fixed-rate tax-exempt state and municipal debt securities utilizing LIBOR-based interest rate swaps. During the hedge period, losses incurred on the LIBOR-hedging swaps recorded in earnings were substantially offset by gains on the state and municipal debt securities attributable to changes in the LIBOR swap rate being hedged. However, because the LIBOR swap rate decreased significantly during the hedge period while the overall fair value of the municipal debt securities was relatively unchanged, the effect of reclassifying fair value gains on these securities from AOCI to earnings attributable solely to changes in the LIBOR swap rate resulted in net unrealized losses remaining in AOCI that relate to the unhedged components of these securities. Upon transfer of these debt securities to HTM, all hedges have been de-designated and hedge accounting has ceased.

[6] Includes corporate and asset-backed securities.