Citigroup Q2 2007

Morgage exposure --retained interet 11.3 bil Leverage loan commitments (lack of detailed exposure) --57 bil in Q3 2007 vs 69 bil in Q2 07 (from company statement) -- $1.4 bil write-down (-2% haircut) CDO (in VIE) --max exposure to loss is $117 bil at 06/2007 vs 109 end of 06, where CDOs $75 bil vs $52 bil in in Q2 06 ($23 bil increase) --subprime business exposure (from creditsights and company teleconference in Q2) is $13 bil, mark down by $1 bil (-8% haircut) Trading Consumer Credit --2.6 bil loss Q3, 2.7 bil in Q2, only 2 total in 2006