hedge of Citigroup in Q3

in Q3 --short position: 101 bil a.level 1: 89 bil b.level 2: 11 bil c.level 3: 0.9 bil --derivative: 85 bil a.credit derivative notional amt 3.5 tril Q3 vs 2.9 tril in Q2 b.credit derivative receivable Markt in Market 52 bil vs payable 49 bil, net 3 bil (+26 bil vs -27 bil, neg in Q2) --trading securities: 496 bil --ABS CDOs: 42 bil GS short position Q3 --196 bil cash instruements: L1: 98,637, L2: 11,509, L3: 1,265 credit instruements: L1: 253, L2: 90,816, L3: 16,878