INTEREST REVENUE AND EXPENSE (Tables)

9 Months Ended

Sep. 30, 2011

INTEREST REVENUE AND EXPENSE

Interest revenue and expense

	Three Months Ended September 30,				Nine Months Ended September 30,
In millions of dollars	2011		2010		2011		2010
Interest revenue
Loan interest, including fees	$	12,671	$	13,332	$	37,728	$	42,232
Deposits with banks		423		318		1,342		899
Federal funds sold and securities purchased under agreements to resell		948		807		2,689		2,340
Investments, including dividends		1,924		2,551		6,461		8,515
Trading account assets(1)		2,073		2,026		6,293		5,909
Other interest		106		277		373		555
Total interest revenue	$	18,145	$	19,311	$	54,886	$	60,450
Interest expense
Deposits(2)	$	2,228	$	2,130	$	6,472	$	6,246
Federal funds purchased and securities loaned or sold under agreements to repurchase		796		671		2,466		2,122
Trading account liabilities(1)		91		108		343		277
Short-term borrowings		155		213		493		704
Long-term debt		2,761		3,061		8,748		9,605
Total interest expense	$	6,031	$	6,183	$	18,522	$	18,954
Net interest revenue	$	12,114	$	13,128	$	36,364	$	41,496
Provision for loan losses		3,049		5,666		9,129		20,555
Net interest revenue after provision for loan losses	$	9,065	$	7,462	$	27,235	$	20,941

(1)

Interest expense on Trading account liabilities of ICG is reported as a reduction of interest revenue from Trading account assets.

(2)

Includes deposit insurance fees and charges of $387 million and $226 million for the three months ended September 30, 2011 and 2010, respectively, and $974 million and $691 million for the nine months ended September 30, 2011 and 2010, respectively.