Citigroup (C) 10-Q 11 May 15 2015 Q1 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	3 Months Ended
	Mar. 31, 2015
Document and Entity Information
Entity Registrant Name	CITIGROUP INC
Entity Central Index Key	831001
Document Type	10-Q
Document Period End Date	31-Mar-15
Amendment Flag	FALSE
Current Fiscal Year End Date	-19
Entity Filer Category	Large Accelerated Filer
Entity Common Stock, Shares Outstanding	3,034,139,677
Document Fiscal Year Focus	2015
Document Fiscal Period Focus	Q1

CONSOLIDATED_STATEMENT_OF_INCO

CONSOLIDATED STATEMENT OF INCOME (Unaudited) (USD $)	3 Months Ended
In Millions, except Per Share data, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Revenues
Interest revenue	$14,600	[1]	$15,350	[1]
Interest expense	3,028	[1]	3,591	[1]
Net interest revenue	11,572	[1]	11,759	[1]
Commissions and fees	3,170	[1]	3,184	[1]
Principal transactions	1,971	[1]	2,888	[1]
Administration and other fiduciary fees	962	[1]	1,009	[1]
Realized gains on sales of investments, net	307	[1]	128	[1]
Other-than-temporary impairment losses on investments
Gross impairment losses	-72	[1]	-201	[1]
Less: Impairments recognized in AOCI	0	[1]	0	[1]
Net impairment gains (losses) recognized in earnings	-72	[1]	-201	[1]
Insurance premiums	497	[1]	545	[1]
Other revenue	1,329	[1]	894	[1]
Total non-interest revenues	8,164	[1]	8,447	[1]
Total revenues, net of interest expense	19,736	[1]	20,206	[1]
Provisions for credit losses and for benefits and claims
Provision for loan losses	1,755		1,793
Policyholder benefits and claims	197		208
Provision (release) for unfunded lending commitments	-37		-27
Total provisions for credit losses and for benefits and claims	1,915		1,974
Operating expenses
Compensation and benefits	5,520	[1]	6,010	[1]
Premises and equipment	709	[1]	805	[1]
Technology/communication	1,600	[1]	1,530	[1]
Advertising and marketing	392	[1]	458	[1]
Other operating	2,663	[1]	3,346	[1]
Total operating expenses	10,884	[1]	12,149	[1]
Income from continuing operations before income taxes	6,937		6,083
Provision for income taxes	2,120		2,131
Income from continuing operations	4,817		3,952
Discontinued operations
Income (loss) from discontinued operations	-8		40
Gain on sale	0		0
Provision (benefit) for income taxes	-3		3
Income (loss) from discontinued operations, net of taxes	-5		37
Net income before attribution of noncontrolling interests	4,812		3,989
Noncontrolling interests	42		45
Citigroup’s net income	$4,770		$3,944
Basic earnings per share
Income from continuing operations (in dollars per share)	$1.51	[2]	$1.23	[2]
Income (loss) from discontinued operations, net of taxes (in dollars per share)	$0	[2]	$0.01	[2]
Net income (in dollars per share)	$1.51	[2]	$1.24	[2]
Weighted average common shares outstanding (in shares)	3,034.20		3,037.40
Diluted earnings per share
Income from continuing operations (in dollars per share)	$1.51	[2]	$1.22	[2]
Income (loss) from discontinued operations, net of taxes (in dollars per share)	$0	[2]	$0.01	[2]
Net income (in dollars per share)	$1.51	[2]	$1.23	[2]
Adjusted weighted average common shares outstanding (in shares)	3,039.30		3,043.30
[1]	Certain prior-period revenue and expense lines and totals were reclassified to conform to the current period’s presentation. See Note 3 to the Consolidated Financial Statements.
[2]	Due to rounding, earnings per share on continuing operations and discontinued operations may not sum to earnings per share on net income.

CONSOLIDATED_STATEMENT_OF_COMP

CONSOLIDATED STATEMENT OF COMPREHENSIVE INCOME (Unaudited) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Statement of Comprehensive Income [Abstract]
Net income before attribution of noncontrolling interests	$4,812		$3,989
Add: Citigroup’s other comprehensive income (loss)
Net change in unrealized gains and losses on investment securities, net of taxes	591		428
Net change in cash flow hedges, net of taxes	86		118
Benefit plans liability adjustment, net of taxes	-90	[1]	-33	[1]
Net change in foreign currency translation adjustment, net of taxes and hedges	-2,062		-526
Citigroup’s total other comprehensive income (loss)	-1,475		-13
Total comprehensive income before attribution of noncontrolling interests	3,337		3,976
Less: Net income attributable to noncontrolling interests	42		45
Citigroup’s comprehensive income	$3,295		$3,931
[1]	Reflects adjustments based on the actuarial valuations of the Company’s significant pension and postretirement plans, including changes in the mortality assumptions at March 31, 2015, and amortization of amounts previously recognized in Accumulated other comprehensive income (loss). See Note 8 to the Consolidated Financial Statements.

CONSOLIDATED_BALANCE_SHEET

CONSOLIDATED BALANCE SHEET (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Assets
Cash and due from banks	$21,880	$32,108
Deposits with banks	133,896	128,089
Federal funds sold and securities borrowed or purchased under agreements to resell (including $135,894 and $144,191 as of March 31, 2015 and December 31, 2014, respectively, at fair value)	239,015	242,570
Brokerage receivables	35,637	28,419
Trading account assets (including $105,710 and $106,217 pledged to creditors at March 31, 2015 and December 31, 2014, respectively)	302,983	296,786
Investments:
Available for sale (including $12,595 and $13,808 pledged to creditors as of March 31, 2015 and December 31, 2014, respectively)	295,239	300,143
Held to maturity (including $2,489 and $2,974 pledged to creditors as of March 31, 2015 and December 31, 2014, respectively)	23,254	23,921
Non-marketable equity securities (including $2,570 and $2,758 at fair value as of March 31, 2015 and December 31, 2014 respectively)	8,322	9,379
Investments	326,815	333,443
Loans:
Loans, net of unearned income	621,054	644,635
Allowance for loan losses	-14,598	-15,994
Total loans, net	606,456	628,641
Goodwill	23,150	23,592
Intangible assets (other than MSRs)	4,244	4,566
Mortgage servicing rights (MSRs)	1,685	1,845
Other assets (including $8,936 and $7,762 as of March 31, 2015 and December 31, 2014, respectively, at fair value)	136,040	122,122
Total assets	1,831,801	1,842,181
Liabilities
Non-interest-bearing deposits in U.S. offices	136,568	128,958
Interest-bearing deposits in U.S. offices (including $976 and $994 as of March 31, 2015 and December 31, 2014, respectively, at fair value)	275,423	284,978
Non-interest-bearing deposits in offices outside the U.S.	71,653	70,925
Interest-bearing deposits in offices outside the U.S. (including $674 and $690 as of March 31, 2015 and December 31, 2014, respectively, at fair value)	416,003	414,471
Total deposits	899,647	899,332
Federal funds purchased and securities loaned or sold under agreements to repurchase (including $34,225 and $36,725 as of March 31, 2015 and December 31, 2014, respectively, at fair value)	175,371	173,438
Brokerage payables	58,252	52,180
Trading account liabilities	142,438	139,036
Short-term borrowings (including $926 and $1,496 as of March 31, 2015 and December 31, 2014, respectively, at fair value)	39,405	58,335
Long-term debt (including $25,409 and $26,180 as of March 31, 2015 and December 31, 2014, respectively, at fair value)	210,522	223,080
Other liabilities (including $2,024 and $1,776 as of March 31, 2015 and December 31, 2014, respectively, at fair value)	90,143	85,084
Total liabilities	1,615,778	1,630,485
Stockholders’ equity
Preferred stock ($1.00 par value; authorized shares: 30 million), issued shares: 478,720 as of March 31, 2015 and 418,720 as of December 31, 2014, at aggregate liquidation value	11,968	10,468
Common stock ($0.01 par value; authorized shares: 6 billion), issued shares: 3,099,470,853 as of March 31, 2015 and 3,082,037,568 as of December 31, 2014	31	31
Additional paid-in capital	108,124	107,979
Retained earnings	122,463	117,852
Treasury stock, at cost: March 31, 2015—65,331,175 shares and December 31, 2014—58,119,993 shares	-3,275	-2,929
Accumulated other comprehensive income (loss)	-24,691	-23,216
Total Citigroup stockholders’ equity	214,620	210,185
Noncontrolling interest	1,403	1,511
Total equity	216,023	211,696
Total liabilities and equity	1,831,801	1,842,181
Consumer
Loans:
Loans, net of unearned income	341,706	369,970
Corporate
Loans:
Loans, net of unearned income	279,348	274,665
Consolidated VIEs
Assets
Cash and due from banks	111	300
Trading account assets (including $105,710 and $106,217 pledged to creditors at March 31, 2015 and December 31, 2014, respectively)	626	671
Investments:
Investments	7,650	8,014
Loans:
Loans, net of unearned income	87,932	95,979
Allowance for loan losses	-2,533	-2,793
Total loans, net	85,399	93,186
Other assets (including $8,936 and $7,762 as of March 31, 2015 and December 31, 2014, respectively, at fair value)	4,758	619
Total assets	98,544	102,790
Liabilities
Short-term borrowings (including $926 and $1,496 as of March 31, 2015 and December 31, 2014, respectively, at fair value)	14,840	20,254
Long-term debt (including $25,409 and $26,180 as of March 31, 2015 and December 31, 2014, respectively, at fair value)	35,251	40,078
Other liabilities (including $2,024 and $1,776 as of March 31, 2015 and December 31, 2014, respectively, at fair value)	3,983	901
Total liabilities	54,074	61,233
Consolidated VIEs | Consumer
Loans:
Loans, net of unearned income	58,790	66,383
Consolidated VIEs | Corporate
Loans:
Loans, net of unearned income	$29,142	$29,596

CONSOLIDATED_BALANCE_SHEET_Par

CONSOLIDATED BALANCE SHEET (Parenthetical) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, except Share data, unless otherwise specified
Federal funds sold and securities borrowed or purchased under agreements to resell, at fair value	$239,015	$242,570
Trading account assets, pledged to creditors	105,710	106,217
Available-for-sale securities, pledged to creditors	12,595	13,808
Held-to-maturity securities, pledged to creditors	2,849	2,974
Non-marketable equity securities, pledged to creditors	2,570	2,758
Loans, net of unearned income	621,054	644,635
Other assets	136,040	122,122
Interest-bearing deposits in U.S. offices	275,423	284,978
Interest-bearing deposits in offices outside the U.S.	416,003	414,471
Federal funds purchased and securities loaned or sold under agreements to repurchase (including $34,225 and $36,725 as of March 31, 2015 and December 31, 2014, respectively, at fair value)	175,371	173,438
Short-term borrowings	39,405	58,335
Long-term debt	210,522	223,080
Other liabilities	90,143	85,084
Preferred stock, par value (in dollars per share)	$1	$1
Preferred stock, authorized shares (in shares)	30,000,000	30,000,000
Preferred stock, issued shares, at aggregate liquidation value (in shares)	478,720	418,720
Common stock, par value (in dollars per share)	$0.01	$0.01
Common stock, authorized shares (in shares)	6,000,000,000	6,000,000,000
Common stock, issued shares (in shares)	3,099,470,853	3,082,037,568
Treasury stock (in shares)	65,331,175	58,119,993
Consumer
Loans, net of unearned income	341,706	369,970
Corporate
Loans, net of unearned income	279,348	274,665
Fair value
Federal funds sold and securities borrowed or purchased under agreements to resell, at fair value	135,894	144,191
Other assets	8,936	7,762
Interest-bearing deposits in U.S. offices	976	994
Interest-bearing deposits in offices outside the U.S.	674	690
Federal funds purchased and securities loaned or sold under agreements to repurchase (including $34,225 and $36,725 as of March 31, 2015 and December 31, 2014, respectively, at fair value)	34,225	36,725
Short-term borrowings	926	1,496
Long-term debt	25,409	26,180
Other liabilities	2,024	1,776
Fair value | Consumer
Loans, net of unearned income	38	43
Fair value | Corporate
Loans, net of unearned income	6,537	5,858
Consolidated VIEs
Loans, net of unearned income	87,932	95,979
Other assets	4,758	619
Short-term borrowings	14,840	20,254
Long-term debt	35,251	40,078
Other liabilities	3,983	901
Consolidated VIEs | Consumer
Loans, net of unearned income	58,790	66,383
Consolidated VIEs | Corporate
Loans, net of unearned income	29,142	29,596
Consolidated VIEs | Fair value
Long-term debt	0	0
Consolidated VIEs | Fair value | Consumer
Loans, net of unearned income	0	0
Consolidated VIEs | Fair value | Corporate
Loans, net of unearned income	$0	$0

CONSOLIDATED_STATEMENT_OF_CHAN

CONSOLIDATED STATEMENT OF CHANGES IN STOCKHOLDERS' EQUITY (Unaudited) (USD $)		Total	Citigroup stockholders' equity	Preferred stock at aggregate liquidation value	Citigroup common stockholders' equity	Common stock and additional paid-in capital	Retained earnings	Treasury stock, at cost	Citigroup's accumulated other comprehensive income (loss)	Noncontrolling interests
In Millions, unless otherwise specified
Adjusted balance, beginning of year at Dec. 31, 2013							$110,822
Adjustment to opening balance, net of taxes at Dec. 31, 2013	[1]						-346
Balance, beginning of year at Dec. 31, 2013				6,738		107,224	111,168	-1,658	-19,133	1,794
Increase (Decrease) in Stockholders' Equity
Issuance of new preferred stock				480
Employee benefit plans						326
Preferred stock issuance expense						-13
Common dividends	[2]						-30
Preferred dividends		-124					-124
Tax benefit							134
Employee benefit plans	[3]							-215
Treasury stock acquired	[4]							-364
Transactions between Citigroup and the noncontrolling-interest shareholders										-10
Net income		3,989					3,943			45
Dividends paid to noncontrolling-interest shareholders										-3
Other comprehensive income (loss)									-13	-9
Other						-1				-37
Net change in noncontrolling interests										-14
Balance, end of year at Mar. 31, 2014		209,896	208,116	7,218	200,898	107,536	114,745	-2,237	-19,146	1,780
Adjusted balance, beginning of year at Dec. 31, 2014							117,852
Adjustment to opening balance, net of taxes at Dec. 31, 2014	[1]						0
Balance, beginning of year at Dec. 31, 2014		211,696		10,468		108,010	117,852	-2,929	-23,216	1,511
Increase (Decrease) in Stockholders' Equity
Issuance of new preferred stock				1,500
Employee benefit plans						176
Preferred stock issuance expense						-6
Common dividends	[2]						-31
Preferred dividends		-128					-128
Tax benefit							0
Employee benefit plans	[3]							-49
Treasury stock acquired	[4]							-297
Transactions between Citigroup and the noncontrolling-interest shareholders										-118
Net income		4,812					4,770			42
Dividends paid to noncontrolling-interest shareholders										-3
Other comprehensive income (loss)									-1,475	-56
Other						-25				27
Net change in noncontrolling interests										-108
Balance, end of year at Mar. 31, 2015		$216,023	$214,620	$11,968	$202,652	$108,155	$122,463	($3,275)	($24,691)	$1,403
[1]	Citi adopted ASU 2014-01 Investments-Equity Method and Joint Ventures (Topic 323): Accounting for Investments in Affordable Housing, in the first quarter of 2015 on a retrospective basis. This adjustment to opening Retained earnings represents the impact to periods prior to January 1, 2014 and is shown as an adjustment to the opening balance since the first quarter of 2014 is the earliest period disclosed in this Form 10-Q. See Note 1 to the Consolidated Financial Statements for additional information.
[2]	Common dividends declared were $0.01 per share in the first quarters of 2015 and 2014.
[3]	Includes treasury stock related to (i) certain activity on employee stock option program exercises where the employee delivers existing shares to cover the option exercise, or (ii) under Citi’s employee restricted or deferred stock programs where shares are withheld to satisfy tax requirements.
[4]	For the three months ended March 31, 2015 and 2014, primarily consists of open market purchases under Citi’s Board of Directors-approved common stock repurchase program.

CONSOLIDATED_STATEMENT_OF_CHAN1

CONSOLIDATED STATEMENT OF CHANGES IN STOCKHOLDERS' EQUITY (Unaudited) (Parenthetical) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014
Statement of Stockholders' Equity [Abstract]
Common dividends declared (in dollars per share)	$0.01	$0.01

CONSOLIDATED_STATEMENT_OF_CASH

CONSOLIDATED STATEMENT OF CASH FLOWS (Unaudited) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Cash flows from operating activities of continuing operations
Net income before attribution of noncontrolling interests	$4,812	$3,989
Net income attributable to noncontrolling interests	42	45
Citigroup’s net income	4,770	3,944
Gain (loss) from discontinued operations, net of taxes	-5	37
Income from continuing operations—excluding noncontrolling interests	4,775	3,907
Adjustments to reconcile net income to net cash provided by operating activities of continuing operations
Depreciation and amortization	885	843
Provision for loan losses	1,755	1,793
Realized gains from sales of investments	-307	-128
Net impairment losses recognized in earnings	93	201
Change in trading account assets	-6,197	7,748
Change in trading account liabilities	3,402	15,278
Change in brokerage receivables net of brokerage payables	-1,146	-1,110
Change in loans held-for-sale	-2,881	445
Change in other assets	-730	-858
Change in other liabilities	386	2,523
Other, net	2,058	-1,044
Total adjustments	-2,682	25,691
Net cash provided by (used in) operating activities of continuing operations	2,093	29,598
Cash flows from investing activities of continuing operations
Change in deposits with banks	-5,807	-2,015
Change in federal funds sold and securities borrowed or purchased under agreements to resell	3,555	-6,361
Change in loans	6,831	-381
Proceeds from sales and securitizations of loans	3,259	651
Purchases of investments	-76,463	-57,602
Proceeds from sales of investments	56,928	33,555
Proceeds from maturities of investments	19,897	21,523
Capital expenditures on premises and equipment and capitalized software	-740	-868
Proceeds from sales of premises and equipment, subsidiaries and affiliates, and repossessed assets	135	102
Net cash provided by (used in) investing activities of continuing operations	7,595	-11,396
Cash flows from financing activities of continuing operations
Dividends paid	-159	-154
Issuance of preferred stock	1,494	467
Treasury stock acquired	-297	-364
Stock tendered for payment of withholding taxes	-419	-498
Change in federal funds purchased and securities loaned or sold under agreements to repurchase	1,933	-12,836
Issuance of long-term debt	11,704	10,547
Payments and redemptions of long-term debt	-15,493	-9,671
Change in deposits	315	-2,010
Change in short-term borrowings	-18,930	-41
Net cash used in financing activities of continuing operations	-19,852	-14,560
Effect of exchange rate changes on cash and cash equivalents	-64	-147
Change in cash and due from banks	-10,228	3,495
Cash and due from banks at beginning of period	32,108	29,885
Cash and due from banks at end of period	21,880	33,380
Supplemental disclosure of cash flow information for continuing operations
Cash paid during the year for income taxes	1,100	1,317
Cash paid during the year for interest	2,660	3,000
Non-cash investing activities
Decrease in net loans associated with significant disposals reclassified to HFS	-8,735	0
Decrease in investments associated with significant disposals reclassified to HFS	-1,499	0
Decrease in goodwill and intangible assets associated with significant disposals reclassified to HFS	-184	0
Transfers to loans HFS from loans	-12,500	-1,500
Transfers to OREO and other repossessed assets	-88	-63
Non-cash financing activities
Decrease in long-term debt associated with significant disposals reclassified to HFS	($4,673)	$0

BASIS_OF_PRESENTATION_AND_ACCO

BASIS OF PRESENTATION AND ACCOUNTING CHANGES	3 Months Ended
	Mar. 31, 2015
Accounting Policies [Abstract]
BASIS OF PRESENTATION AND ACCOUNTING CHANGES	BASIS OF PRESENTATION AND ACCOUNTING CHANGES
	Basis of Presentation
	The accompanying unaudited Consolidated Financial Statements as of March 31, 2015 and for the three-month periods ended March 31, 2015 and 2014 include the accounts of Citigroup Inc. (Citigroup) and its consolidated subsidiaries (collectively, the Company, Citi or Citigroup).
	In the opinion of management, all adjustments, consisting of normal recurring adjustments, necessary for a fair presentation have been reflected. The accompanying unaudited Consolidated Financial Statements should be read in conjunction with the Consolidated Financial Statements and related notes included in Citigroup’s Annual Report on Form 10-K for the fiscal year ended December 31, 2014 (2014 Annual Report on Form 10-K).
	Certain financial information that is normally included in annual financial statements prepared in accordance with U.S. generally accepted accounting principles (GAAP), but is not required for interim reporting purposes, has been condensed or omitted.
	Management must make estimates and assumptions that affect the Consolidated Financial Statements and the related footnote disclosures. While management makes its best judgment, actual results could differ from those estimates. Current market conditions increase the risk and complexity of the judgments in these estimates.
	Certain reclassifications have been made to the prior-period’s financial statements and notes to conform to the current period’s presentation.
	As noted above, the Notes to Consolidated Financial Statements are unaudited.
	ACCOUNTING CHANGES
	Accounting for Investments in Tax Credit Partnerships
	In January 2014, the FASB issued Accounting Standards Update (ASU) 2014-01, Investments-Equity Method and Joint Ventures (Topic 323): Accounting for Investments in Qualified Affordable Housing Projects. Any transition adjustment is reflected as an adjustment to retained earnings in the earliest period presented (retrospective application).
	The ASU is applicable to Citi’s portfolio of low income housing tax credit (LIHTC) partnership interests. The new standard widens the scope of investments eligible to elect to apply a new alternative method, the proportional amortization method, under which the cost of the investment is amortized to tax expense in proportion to the amount of tax credits and other tax benefits received. Citi qualifies to elect the proportional amortization method under the ASU for its entire LIHTC portfolio. These investments were previously accounted for under the equity method, which resulted in losses (due to amortization of the investment) being recognized in Other revenue and tax credits and benefits being recognized in the Income tax expense line. In contrast, the proportional amortization method combines the amortization of the investment and receipt of the tax credits/benefits into one line, Income tax expense.
	Citi adopted ASU 2014-01 in the first quarter of 2015.
	The adoption of this ASU was applied retrospectively and cumulatively reduced Retained earnings by approximately $349 million, Other assets by approximately $178 million, and deferred tax assets by approximately $171 million.
	Accounting for Repurchase-to-Maturity Transactions
	In June 2014, the FASB issued ASU No. 2014-11, Transfers and Servicing (Topic 860): Repurchase-to-Maturity Transactions, Repurchase Financings, and Disclosures. The ASU changes the accounting for repurchase-to-maturity transactions and linked repurchase financings to secured borrowing accounting, which is consistent with the accounting for other repurchase agreements. The ASU also requires disclosures about transfers accounted for as sales in transactions that are economically similar to repurchase agreements (see Note 21 to the Consolidated Financial Statements) and about the types of collateral pledged in repurchase agreements and similar transactions accounted for as secured borrowings. The ASU’s provisions became effective for Citi from the first quarter of 2015, with the exception of the collateral disclosures which will be effective from the second quarter of 2015. The effect of adopting the ASU is required to be reflected as a cumulative effect adjustment to retained earnings as of the beginning of the period of adoption. Adoption of the ASU did not have a material effect on the Company’s financial statements.
	Classification of Certain Government-Guaranteed Mortgage Loans upon Foreclosure
	In August 2014, the FASB issued ASU No. 2014-14, Receivables-Troubled Debt Restructuring by Creditors (Subtopic 310-40): Classification of Certain Government-Guaranteed Mortgage Loans upon Foreclosure, which requires that a mortgage loan be derecognized and a separate other receivable be recognized upon foreclosure if the following conditions are met: (i) the loan has a government guarantee that is not separable from the loan before foreclosure; (ii) at the time of foreclosure, the creditor has the intent to convey the real estate property to the guarantor and make a claim on the guarantee, and the creditor has the ability to recover under that claim; and (iii) at the time of foreclosure, any amount of the claim that is determined on the basis of the fair value of the real estate is fixed. Upon foreclosure, the separate other receivable is measured based on the amount of the loan balance (principal and interest) expected to be recovered from the guarantor.
	Citi early adopted the ASU on a modified retrospective basis in the fourth quarter of 2014, which resulted in reclassifying approximately $130 million of foreclosed assets from Other Real Estate Owned to a separate other receivable that is included in Other assets. Given the modified retrospective approach to adoption, prior periods have not been restated.
	FUTURE APPLICATION OF ACCOUNTING STANDARDS
	Revenue Recognition
	In May 2014, the FASB issued ASU No. 2014-09, Revenue from Contracts with Customers, which requires an entity to recognize the amount of revenue to which it expects to be entitled for the transfer of promised goods or services to customers. The ASU will replace most existing revenue recognition guidance in GAAP when it becomes effective on January 1, 2017. However, the FASB is proposing to extend the effective date to January 1, 2018. Early application is not permitted. The standard permits the use of either the retrospective or cumulative effect transition method. The Company is evaluating the effect that ASU 2014-09 will have on its consolidated financial statements and related disclosures. The Company has not yet selected a transition method nor has it determined the effect of the standard on its financial statements.
	Consolidation
	In February 2015, the FASB issued ASU No. 2015-02, Consolidation (Topic 810): Amendments to the Consolidation Analysis, which is intended to improve certain areas of consolidation guidance for legal entities such as limited partnerships, limited liability companies, and securitization structures. The ASU will reduce the number of consolidation models. The ASU will be effective on January 1, 2016. Early adoption is permitted, including adoption in an interim period. The Company is evaluating the effect that ASU 2015-02 will have on its Consolidated Financial Statements.
	Debt Issuance Costs
	In April 2015, the FASB issued ASU 2015-03, Interest— Imputation of Interest (Subtopic 835-30), Simplifying the Presentation of Debt Issuance Costs, to conform the presentation of debt issuance costs to that of debt discounts and premiums. Thus, the ASU requires that debt issuance costs related to a recognized debt liability be presented in the balance sheet as a direct deduction from the carrying amount of that debt liability. The ASU will be effective for Citi on January 1, 2016 for both interim and annual periods and will be applied retrospectively to all periods presented. Early adoption is permitted for financial statements that have not been previously issued. The ASU is not expected to have a material effect on the Company.
	Accounting for Financial Instruments-Credit Losses
	In December 2012, the FASB issued a proposed ASU, Financial Instruments-Credit Losses. This proposed ASU, or exposure draft, was issued for public comment in order to allow stakeholders the opportunity to review the proposal and provide comments to the FASB and does not constitute accounting guidance until a final ASU is issued.
	The exposure draft contains proposed guidance developed by the FASB with the goal of improving financial reporting about expected credit losses on loans, securities and other financial assets held by financial institutions and other organizations. The exposure draft proposes a new accounting model intended to require earlier recognition of credit losses, while also providing additional transparency about credit risk.
	The FASB’s proposed model would utilize an “expected credit loss” measurement objective for the recognition of credit losses for loans, held-to-maturity securities and other receivables at the time the financial asset is originated or acquired and adjusted each period for changes in expected credit losses. For available-for-sale securities where fair value is less than cost, credit-related impairment would be recognized in the allowance for credit losses and adjusted each period for changes in credit. This would replace the multiple existing impairment models in GAAP, which generally require that a loss be “incurred” before it is recognized.
	The FASB’s proposed model represents a significant departure from existing GAAP, and may result in material changes to the Company’s accounting for financial instruments. The impact of the FASB’s final ASU on the Company’s financial statements will be assessed when it is issued. The exposure draft does not contain a proposed effective date; this would be included in the final ASU, when issued.

DISCONTINUED_OPERATIONS_AND_SI

DISCONTINUED OPERATIONS AND SIGNIFICANT DISPOSALS	3 Months Ended
	Mar. 31, 2015
Discontinued Operations and Disposal Groups [Abstract]
DISCONTINUED OPERATIONS AND SIGNIFICANT DISPOSALS	DISCONTINUED OPERATIONS AND SIGNIFICANT DISPOSALS
	Discontinued Operations
	The following Discontinued operations are recorded within the Corporate/Other segment.
	Sale of Brazil Credicard Business
	Citi sold its non-Citibank-branded cards and consumer finance business in Brazil (Credicard) in 2013 and reported them as Discontinued operations. During the first quarter of 2015 and 2014, residual costs and resolution of certain contingencies resulted in loss from Discontinued operations, net of taxes, of $2 million and income from Discontinued operations, net of taxes, of $53 million, respectively.
	Sale of Certain Citi Capital Advisors Business
	Citi sold its liquid strategies business within Citi Capital Advisors (CCA) pursuant to two separate transactions in 2013 and reported them as Discontinued operations. Citigroup retained a 24.9% passive equity interest in the management company (which is held in Citi’s Institutional Clients Group segment). Residual costs from the disposals resulted in income from Discontinued operations, net of taxes, of $1 million during the first quarter of 2015 and loss from Discontinued operations, net of taxes, of $2 million during the first quarter of 2014.
	Sale of Egg Banking plc Credit Card Business
	Citi completed the sale of the Egg Banking plc (Egg) credit card business in 2011 and reported it as Discontinued operations. Residual costs from the disposal resulted in losses from Discontinued operations, net of taxes, of $4 million and $14 million during the first quarter of 2015 and 2014, respectively.
	Audit of Citi German Consumer Tax Group
	Citi sold its German retail banking operations in 2007 and reported them as Discontinued operations. During 2014, residual costs associated with German retail banking operations resulted in a tax expense of $20 million.
	Combined Results for Discontinued Operations
	The following is summarized financial information for Credicard, CCA, Egg and previous Discontinued operations for which Citi continues to have minimal residual costs associated with the sales:
		Three Months Ended March 31,
	In millions of dollars	2015			2014
	Total revenues, net of interest expense	$	—		$	69
	Income (loss) from discontinued operations	$	(8	)	$	40
	Provision (benefit) for income taxes	(3		)	3
	Income (loss) from discontinued operations, net of taxes	$	(5	)	$	37
	Cash flows for the Discontinued operations were not material for all periods presented.
	Significant Disposals
	The following sales were identified as significant disposals, including the assets and liabilities that were reclassified to HFS within Other assets and Other liabilities on the Consolidated Balance Sheet and the Income (loss) before taxes (benefits) related to each business.
	Agreement to Sell OneMain Financial Business
	On March 3, 2015, Citi entered into an agreement to sell its OneMain Financial business that is part of Citi Holdings. The sale, which is subject to regulatory approvals and other customary closing conditions, is expected to occur in the third quarter of 2015. Income before taxes is as follows:
		Three Months Ended March 31,
	In millions of dollars	2015			2014
	Income before taxes	$	177		$	242
	The following assets and liabilities for the OneMain Financial business were identified and reclassified to HFS within Other assets and Other liabilities on the Consolidated Balance Sheet at March 31, 2015:
	In millions of dollars	31-Mar-15
	Assets
	Cash and deposits with banks	$	492
	Investments	1,499
	Loans (net of allowance of $688 million)	7,427
	Intangible assets	123
	Other assets	355
	Total assets	$	9,896
	Liabilities
	Long-term debt	$	4,673
	Other liabilities, due to/from subs	1,902
	Other liabilities	1,454
	Total liabilities	$	8,029
	Agreement to Sell Japan Cards Business
	On March 31, 2015, Citi entered into an agreement to sell its Japan cards business that is part of Citi Holdings effective January 1, 2015. The sale, which is subject to regulatory approvals and other customary closing conditions, is expected to occur by the fourth quarter of 2015. Income before taxes is as follows:
		Three Months Ended March 31,
	In millions of dollars	2015			2014
	Income before taxes	$	(1	)	$	—
	The following assets and liabilities for the Japan cards business were identified and reclassified to HFS within Other assets and Other liabilities on the Consolidated Balance Sheet at March 31, 2015:
	In millions of dollars	31-Mar-15
	Assets
	Cash and deposits with banks	$	16
	Loans (net of allowance of $24 million)	1,308
	Goodwill	61
	Other assets	66
	Total assets	$	1,451
	Liabilities
	Other liabilities	$	460
	Total liabilities	$	460
	Agreement to Sell Japan Retail Banking Business
	On December 25, 2014, Citi entered into an agreement to sell its Japan retail banking business that is part of Citi Holdings effective January 1, 2015. The sale, which is subject to regulatory approvals and other customary closing conditions, is expected to occur by the fourth quarter of 2015. Income before taxes is as follows:
		Three Months Ended March 31,
	In millions of dollars	2015			2014
	Income before taxes	$	—		$	2
	The following assets and liabilities for the Japan retail banking business were identified and reclassified to HFS within Other assets and Other liabilities on the Consolidated Balance Sheet at March 31, 2015 and December 31, 2014:
		March 31,			Dec. 31,
In millions of dollars	2015			2014
Assets
Cash and deposits with banks	$	118		$	151
Loans (net of allowance of $1 million and $2 million at March 31, 2015 and December 31, 2014)	548			544
Goodwill	51			51
Other assets, advances to/from subs	19,480			19,854
Other assets	52			66
Total assets	$	20,249		$	20,666
Liabilities
Deposits	$	20,193		$	20,605
Other liabilities	56			61
Total liabilities	$	20,249		$	20,666
Combined Significant Disposals—HFS Balance Sheet Reclassifications
The following assets and liabilities for the Japan retail banking, Japan cards business and OneMain Financial business were identified and reclassified to HFS within Other assets and Other liabilities on the Consolidated Balance Sheet at March 31, 2015 (OneMain, Japan cards and Japan retail) and December 31, 2014 (Japan retail):
In millions of dollars	March 31,			Dec. 31,
	2015			2014
Assets
Cash and deposits with banks	$	626		$	151
Investments	1,499			—
Loans (net of allowance of $713 million and $2 million at March 31, 2015 and December 31, 2014)	9,283			544
Goodwill	112			51
Intangible assets	123			—
Other assets, advances to/from subs	19,480			19,854
Other assets	473			66
Total assets	$	31,596		$	20,666
Liabilities
Deposits	$	20,193		$	20,605
Long-term debt	4,673			—
Other liabilities, due to/from subs	1,902			—
Other liabilities	1,970			61
Total liabilities	$	28,738		$	20,666
Sale of Spain Consumer Operations
On September 22, 2014, Citi sold its consumer operations in Spain, which was part of Citi Holdings, including $1.7 billion of consumer loans (net of allowance), $3.4 billion of assets under management, $2.2 billion of customer deposits, 45 branches, 48 ATMs and 938 employees, with the buyer assuming the related current pension commitments at closing. The transaction generated a pretax gain on sale of $243 million ($131 million after-tax). Income before taxes is as follows:
	Three Months Ended March 31,
In millions of dollars	2015			2014
Income before taxes	$	—		$	21
Sale of Greece Consumer Operations
On September 30, 2014, Citi sold its consumer operations in Greece, which were part of Citi Holdings, including $353 million of consumer loans (net of allowance), $1.1 billion of assets under management, $1.2 billion of customer deposits, 20 branches, 85 ATMs and 719 employees, with the buyer assuming certain limited pension obligations related to Diners’ Club’s employees at closing. The transaction generated a pretax gain on sale of $209 million ($91 million after-tax).
Income before taxes is as follows:
	Three Months Ended March 31,
In millions of dollars	2015			2014
Income before taxes	$	—		$	(15	)

BUSINESS_SEGMENTS

BUSINESS SEGMENTS	3 Months Ended
	Mar. 31, 2015
Segment Reporting [Abstract]
BUSINESS SEGMENTS	BUSINESS SEGMENTS
	Citigroup’s activities are conducted through the Global Consumer Banking (GCB), Institutional Clients Group (ICG), Corporate/Other and Citi Holdings business segments.
	GCB includes a global, full-service consumer franchise delivering a wide array of banking, credit card lending and investment services through a network of local branches, offices and electronic delivery systems and is composed of four GCB businesses: North America, EMEA, Latin America and Asia.
	ICG is composed of Banking and Markets and securities services and provides corporate, institutional, public sector and high-net-worth clients in approximately 100 countries with a broad range of banking and financial products and services.
	Corporate/Other includes certain unallocated costs of global functions, other corporate expenses and net treasury results, unallocated corporate expenses, offsets to certain line-item reclassifications and eliminations, the results of discontinued operations and unallocated taxes.
	Citi Holdings is composed of businesses and portfolios of assets that Citigroup has determined are not central to its core Citicorp businesses.
	The accounting policies of these reportable segments are the same as those disclosed in Note 1 to the Consolidated Financial Statements in Citi’s 2014 Annual Report on Form 10-K.
	The prior-period balances reflect reclassifications to conform the presentation for all periods to the current period’s presentation. Effective January 1, 2015, financial data was reclassified from Citicorp to Citi Holdings for the consumer businesses in 11 markets and the consumer finance business in Korea in Global Consumer Banking (GCB) and certain businesses in Institutional Clients Group that Citi intends to exit, changes in Citi’s charge out of certain assets and non-interest revenues from the Corporate/Other segment to Citi’s businesses, changes in charge outs of certain administrative, operations and technology costs among Citi’s businesses and certain other immaterial reclassifications. Citi’s consolidated results remain unchanged for all periods presented as a result of the changes discussed above.
	In addition, as discussed in Note 1 to the Consolidated Financial Statements, Citi adopted ASU 2014-01 in the first quarter of 2015. The ASU is applicable to Citi’s portfolio of low income housing tax credit partnership interests. Citi’s disclosures reflect the retrospective application of the ASU and impacts Citi’s consolidated assets, revenues, provision for income taxes and net income for all periods presented.
	The following table presents certain information regarding the Company’s continuing operations by segment:
		Revenues,				Provision (benefits)						Income (loss) from						Identifiable assets
		net of interest expense (1)				for income taxes						continuing operations (2)
		Three Months Ended March 31,
	In millions of dollars, except identifiable assets in billions	2015		2014		2015			2014			2015			2014			March 31, 2015		December 31, 2014
	Global Consumer Banking	$	8,662	$	8,844	$	920		$	742		$	1,725		$	1,674		$	387	$	406
	Institutional Clients Group	9,028		9,154		1,358			1,321			2,964			2,948			1,271		1,257
	Corporate/Other	212		223		(312		)	209			(19		)	(388		)	52		50
	Total Citicorp	$	17,902	$	18,221	$	1,966		$	2,272		$	4,670		$	4,234		$	1,710	$	1,713
	Citi Holdings	1,834		1,985		154			(141		)	147			(282		)	122		129
	Total	$	19,736	$	20,206	$	2,120		$	2,131		$	4,817		$	3,952		$	1,832	$	1,842
	-1	Includes Citicorp (excluding Corporate/Other) total revenues, net of interest expense, in North America of $8.3 billion and $8.3 billion; in EMEA of $3.0 billion and $3.1 billion; in Latin America of $2.9 billion and $3.2 billion; and in Asia of $3.5 billion and $3.4 billion for the three months ended March 31, 2015 and 2014, respectively. Regional numbers exclude Citi Holdings and Corporate/Other, which largely operate within the U.S.
	-2	Includes pretax provisions (credits) for credit losses and for benefits and claims in the GCB results of $1.5 billion and $1.6 billion; in the ICG results of $74 million and $27 million; and in Citi Holdings results of $0.4 billion and $0.4 billion for the three months ended March 31, 2015 and 2014, respectively.

INTEREST_REVENUE_AND_EXPENSE

INTEREST REVENUE AND EXPENSE	3 Months Ended
	Mar. 31, 2015
Interest Revenue (Expense), Net [Abstract]
INTEREST REVENUE AND EXPENSE	INTEREST REVENUE AND EXPENSE
	For the three months ended March 31, 2015 and 2014, Interest revenue and Interest expense consisted of the following:
		Three Months Ended
		March 31,
	In millions of dollars	2015		2014
	Interest revenue
	Loan interest, including fees	$	10,555	$	11,181
	Deposits with banks	183		252
	Federal funds sold and securities borrowed or purchased under agreements to resell	642		594
	Investments, including dividends	1,711		1,757
	Trading account assets(1)	1,399		1,486
	Other interest	110		80
	Total interest revenue	$	14,600	$	15,350
	Interest expense
	Deposits(2)	$	1,326	$	1,449
	Federal funds purchased and securities loaned or sold under agreements to repurchase	376		525
	Trading account liabilities(1)	47		41
	Short-term borrowings	119		137
	Long-term debt	1,160		1,439
	Total interest expense	$	3,028	$	3,591
	Net interest revenue	$	11,572	$	11,759
	Provision for loan losses	1,755		1,793
	Net interest revenue after provision for loan losses	$	9,817	$	9,966
	-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 $296 million and $281 million for the three months ended March 31, 2015 and 2014.

COMMISSIONS_AND_FEES

COMMISSIONS AND FEES	3 Months Ended
	Mar. 31, 2015
Fees and Commissions [Abstract]
COMMISSIONS AND FEES	COMMISSIONS AND FEES
	The primary components of Commissions and fees revenue are investment banking fees, trading-related fees, credit card and bank card fees and fees related to trade and securities services in ICG.
	Investment banking fees are substantially composed of underwriting and advisory revenues and are recognized when Citigroup’s performance under the terms of a contractual arrangement is completed, which is typically at the closing of the transaction. Underwriting revenue is recorded in Commissions and fees, net of both reimbursable and non-reimbursable expenses, consistent with the AICPA Audit and Accounting Guide for Brokers and Dealers in Securities (codified in ASC 940-605-05-1). Expenses associated with advisory transactions are recorded in Other operating expenses, net of client reimbursements. Out-of-pocket expenses are deferred and recognized at the time the related revenue is recognized. In general, expenses incurred related to investment banking transactions that fail to close (are not consummated) are recorded gross in Other operating expenses.
	Trading-related fees primarily include commissions and fees from the following: executing transactions for clients on exchanges and over-the-counter markets; sale of mutual funds, insurance and other annuity products; and assisting clients in clearing transactions, providing brokerage services and other such activities. Trading-related fees are recognized when earned in Commissions and fees. Gains or losses, if any, on these transactions are included in Principal transactions (see Note 6 to the Consolidated Financial Statements).
	Credit card and bank card fees are primarily composed of interchange revenue and certain card fees, including annual fees, reduced by reward program costs and certain partner payments. Interchange revenue and fees are recognized when earned; annual card fees are deferred and amortized on a straight-line basis over a 12-month period. Reward costs are recognized when points are earned by the customers. The following table presents Commissions and fees revenue for the three months ended March 31:
		Three Months Ended March 31,
	In millions of dollars	2015		2014
	Investment banking	$	938	$	834
	Trading-related	634		701
	Credit cards and bank cards	501		563
	Trade and securities services	435		453
	Other consumer(1)	180		213
	Corporate finance(2)	145		123
	Checking-related	116		136
	Loan servicing	95		88
	Other	126		73
	Total commissions and fees	$	3,170	$	3,184
	-1	Primarily consists of fees for investment fund administration and management, third-party collections, commercial demand deposit accounts and certain credit card services.
	-2	Consists primarily of fees earned from structuring and underwriting loan syndications.

PRINCIPAL_TRANSACTIONS

PRINCIPAL TRANSACTIONS	3 Months Ended
	Mar. 31, 2015
Principal Transactions Revenue, Net [Abstract]
PRINCIPAL TRANSACTIONS	PRINCIPAL TRANSACTIONS
	Principal transactions revenue consists of realized and unrealized gains and losses from trading activities. Trading activities include revenues from fixed income, equities, credit and commodities products and foreign exchange transactions. Not included in the table below is the impact of net interest revenue related to trading activities, which is an integral part of trading activities’ profitability. See Note 4 to the Consolidated Financial Statements for information about net interest revenue related to trading activities. Principal transactions include CVA (credit valuation adjustments on derivatives), FVA (funding valuation adjustments) on over-the-counter derivatives and DVA (debt valuation adjustments on issued liabilities for which the fair value option has been elected).
	The following table presents principal transactions revenue for the three months ended March 31:
		Three Months Ended March 31,
	In millions of dollars	2015			2014
	Global Consumer Banking	$	173		$	172
	Institutional Clients Group	2,199			2,604
	Corporate/Other	(422		)	20
	Subtotal Citicorp	$	1,950		$	2,796
	Citi Holdings	21			92
	Total Citigroup	$	1,971		$	2,888
	Interest rate contracts(1)	$	1,197		$	1,390
	Foreign exchange contracts(2)	86			548
	Equity contracts(3)	114			138
	Commodity and other contracts(4)	317			224
	Credit products and derivatives(5)	257			588
	Total	$	1,971		$	2,888
	-1	Includes revenues from government securities and corporate debt, municipal securities, mortgage securities and other debt instruments. Also includes spot and forward trading of currencies and exchange-traded and over-the-counter (OTC) currency options, options on fixed income securities, interest rate swaps, currency swaps, swap options, caps and floors, financial futures, OTC options and forward contracts on fixed income securities.
	-2	Includes revenues from foreign exchange spot, forward, option and swap contracts, as well as FX translation gains and losses.
	-3	Includes revenues from common, preferred and convertible preferred stock, convertible corporate debt, equity-linked notes and exchange-traded and OTC equity options and warrants.
	-4	Primarily includes revenues from crude oil, refined oil products, natural gas and other commodities trades.
	-5	Includes revenues from structured credit products.

INCENTIVE_PLANS

INCENTIVE PLANS	3 Months Ended
	Mar. 31, 2015
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
INCENTIVE PLANS	INCENTIVE PLANS
	All equity awards granted since April 19, 2005 have been made pursuant to stockholder-approved stock incentive plans that are administered by the Personnel and Compensation Committee of the Citigroup Board of Directors, which is composed entirely of independent non-employee directors. For additional information on Citi’s incentive plans, see Note 7 to the Consolidated Financial Statements in Citi’s 2014 Annual Report on Form 10-K.

RETIREMENT_BENEFITS

RETIREMENT BENEFITS	3 Months Ended
	Mar. 31, 2015
Compensation and Retirement Disclosure [Abstract]
RETIREMENT BENEFITS	RETIREMENT BENEFITS
	For additional information on Citi’s retirement benefits, see Note 8 to the Consolidated Financial Statements in the Company’s 2014 Annual Report on Form 10-K.
	Pension and Postretirement Plans
	The Company has several non-contributory defined benefit pension plans covering certain U.S. employees and has various defined benefit pension and termination indemnity plans covering employees outside the United States.
	The U.S. qualified defined benefit plan was frozen effective January 1, 2008 for most employees. Accordingly, no additional compensation-based contributions were credited to the cash balance portion of the plan for existing plan participants after 2007. However, certain employees covered under the prior final pay plan formula continue to accrue benefits. The Company also offers postretirement health care and life insurance benefits to certain eligible U.S. retired employees, as well as to certain eligible employees outside the United States.
	The Company also sponsors a number of non-contributory, nonqualified pension plans. These plans, which are unfunded, provide supplemental defined pension benefits to certain U.S. employees. With the exception of certain employees covered under the prior final pay plan formula, the benefits under these plans were frozen in prior years.
	The plan obligations, plan assets and periodic plan expense for the Company’s most significant pension and postretirement benefit plans (Significant Plans) are remeasured and disclosed quarterly, instead of annually. The Significant Plans captured approximately 90% of the Company’s global pension and postretirement plan obligations as of March 31, 2015. All other plans (All Other Plans) are remeasured annually with a December 31 measurement date.
	Net (Benefit) Expense
	The following table summarizes the components of net (benefit) expense recognized in the Consolidated Statement of Income for the Company’s U.S. qualified and nonqualified pension plans and postretirement plans and plans outside the United States, for Significant Plans and All Other Plans, for the periods indicated.
		Three Months Ended March 31,
		Pension plans														Postretirement benefit plans
		U.S. plans							Non-U.S. plans							U.S. plans					Non-U.S. plans
	In millions of dollars	2015			2014				2015			2014				2015		2014			2015			2014
	Qualified plans
	Benefits earned during the period	$	2		$	2			$	44		$	46			$	—	$	—		$	4		$	4
	Interest cost on benefit obligation	137			140				80			96				8		8			27			29
	Expected return on plan assets	(222		)	(217		)		(84		)	(95		)		—		(1		)	(29		)	(30		)
	Amortization of unrecognized
	Prior service (benefit) cost	(1		)	(1		)		—			1				—		—			(3		)	(3		)
	Net actuarial loss	37			23				21			20				—		(1		)	11			9
	Net qualified plans (benefit) expense	$	(47	)	$	(53	)		$	61		$	68			$	8	$	6		$	10		$	9
	Nonqualified plans expense	12			12				—			—				—		—			—			—
	Total net (benefit) expense	$	(35	)	$	(41	)		$	61		$	68			$	8	$	6		$	10		$	9
	Funded Status and Accumulated Other Comprehensive Income
	The following table summarizes the funded status and amounts recognized in the Consolidated Balance Sheet for the Company’s Significant Plans.
	Net Amount Recognized
		Three months ended March 31, 2015
		Pension plans								Postretirement benefit plans
		U.S. plans				Non-U.S. plans				U.S. plans				Non-U.S. plans
	In millions of dollars	2015				2015				2015				2015
	Change in projected benefit obligation
	Projected benefit obligation at beginning of year	$	14,839			$	7,252			$	917			$	1,527
	Plans measured annually	—				(2,070		)		—				(348		)
	Projected benefit obligation at beginning of year - Significant Plans	$	14,839			$	5,182			$	917			$	1,179
	Benefits earned during the year	3				25				—				3
	Interest cost on benefit obligation	144				66				8				23
	Plan amendments	—				6				—				—
	Actuarial (gain) loss	252				144				19				—
	Benefits paid, net of participants’ contributions	(198		)		(56		)		(24		)		(10		)
	Foreign exchange impact and other	—				(232		)		—				(41		)
	Projected benefit obligation at period end - Significant Plans	$	15,040			$	5,135			$	920			$	1,154
		Three Months Ended March 31, 2015
		Pension plans								Postretirement benefit plans
		U.S. plans				Non-U.S. plans				U.S. plans				Non-U.S. plans
	In millions of dollars	2015				2015				2015				2015
	Change in plan assets
	Plan assets at fair value at beginning of year	$	13,071			$	7,057			$	10			$	1,384
	Plans measured annually	—				(1,406		)		—				(9		)
	Plan assets at fair value at beginning of year - Significant Plans	$	13,071			$	5,651			$	10			$	1,375
	Actual return on plan assets	314				169				—				3
	Company contributions	13				13				20				—
	Plan participants’ contributions	—				1				—				—
	Benefits paid	(198		)		(56		)		(24		)		(10		)
	Foreign exchange impact and other	—				(281		)		—				(47		)
	Plan assets at fair value at period end - Significant Plans	$	13,200			$	5,497			$	6			$	1,321
	Funded status of the plans
	Qualified plans	$	(1,051	)		$	362			$	(914	)		$	167
	Nonqualified plans	(789		)		—				—				—
	Funded status of the plans at period end - Significant Plans	$	(1,840	)		$	362			$	(914	)		$	167
	Net amount recognized
	Benefit asset	$	—			$	362			$	—			$	167
	Benefit liability	(1,840		)		—				(914		)		—
	Net amount recognized on the balance sheet - Significant Plans	$	(1,840	)		$	362			$	(914	)		$	167
	Amounts recognized in Accumulated other comprehensive income (loss)
Prior service benefit (cost)	$	(1	)		$	15			$	—			$	134
Net actuarial gain (loss)	(6,060		)		(1,145		)		(75		)		(541		)
Net amount recognized in equity (pretax) - Significant Plans	$	(6,061	)		$	(1,130	)		$	(75	)		$	(407	)
Accumulated benefit obligation at period end - Significant Plans	$	15,021			$	4,811			N/A				N/A
The following table shows the change in Accumulated other comprehensive income (loss) related to Citi’s pension and postretirement benefit plans (for Significant Plans and All Other Plans) for the periods indicated.
	Three Months Ended			Year Ended
In millions of dollars	31-Mar-15			31-Dec-14
Beginning of period balance, net of tax (1) (2)	$	(5,159	)	$	(3,989	)
Actuarial assumptions changes and plan experience	(416		)	(3,404		)
Net asset gain (loss) due to difference between actual and expected returns	165			833
Net amortizations	64			202
Prior service credit	(6		)	13
Curtailment/ settlement loss (3)	—			67
Foreign exchange impact and other	72			459
Change in deferred taxes, net	31			660
Change, net of tax	$	(90	)	$	(1,170	)
End of period balance, net of tax (1) (2)	$	(5,249	)	$	(5,159	)
-1	See Note 18 to the Consolidated Financial Statements for further discussion of net Accumulated other comprehensive income (loss) balance.
-2	Includes net-of-tax amounts for certain profit sharing plans outside the U.S.
-3	Curtailment and settlement losses relate to repositioning actions.
Plan Assumptions
The Company utilizes a number of assumptions to determine plan obligations and expenses. Changes in one or a combination of these assumptions will have an impact on the Company’s pension and postretirement projected benefit obligations, funded status and (benefit) expense. Changes in the plans’ funded status resulting from changes in the projected benefit obligation and fair value of plan assets will have a corresponding impact on Accumulated other comprehensive income (loss).
The discount rates used during the period in determining the pension and postretirement net (benefit) expense for the Significant Plans are shown in the following table:
	Three months ended	Three months ended
Net benefit (expense) assumed discount rates during the period(1)	Mar. 31, 2015	Dec. 31, 2014
U.S. plans
Qualified pension	4.00%	4.25%
Nonqualified pension	3.9	4.75
Postretirement	3.8	4
Non-U.S. plans
Pension	1.00 - 12.00	2.20 - 11.90
Weighted average	5.44	6.02
Postretirement	8	8.7
(1) The Company uses a quarterly remeasurement approach for its Significant Plans. The rates for the three months ended December 31, 2014 shown above were utilized to calculate the fourth quarter expense in 2014. The rates for the three months ended March 31, 2015 shown above were utilized to calculate the first quarter expense.
The discount rates used at period end in determining the pension and postretirement benefit obligations for the Significant Plans are shown in the following table:
Plan obligations assumed discount rates at period ended (1)	Mar. 31, 2015	Dec. 31, 2014
U.S. plans
Qualified pension	3.85%	4.00%
Nonqualified pension	3.7	3.9
Postretirement	3.65	3.8
Non-U.S. plans
Pension	0.70 - 12.25	1.00 - 12.00
Weighted average	5.14	5.44
Postretirement	8	8
(1) For the Significant Plans, the rates at March 31, 2015 shown above are utilized to calculate the March 31, 2015 benefit obligation and will be utilized to calculate the 2015 second quarter expense.
Sensitivities of Certain Key Assumptions
The following table summarizes the estimated effect on the Company’s Significant Plans quarterly pension expense of a one-percentage-point change in the discount rate:
	Three Months Ended March 31, 2015
In millions of dollars	One-percentage-point increase	One-percentage-point decrease
Pension
U.S. plans	$7	($11)
Non-U.S. plans	-7	9
Postretirement
U.S. plans	$1	($1)
Non-U.S. plans	-3	3
Since the U.S. plans were frozen, the majority of the prospective service cost has been eliminated and the gain/loss amortization period was changed to the life expectancy for inactive participants. As a result, expense for the U.S. plans is driven more by interest costs than service costs and an increase in the discount rate would increase expense, while a decrease in the discount rate would decrease expense.
Contributions
The Company’s funding practice for U.S. and non-U.S. pension plans is generally to fund to minimum funding requirements in accordance with applicable local laws and regulations. The Company may increase its contributions above the minimum required contribution, if appropriate. In addition, management has the ability to change its funding practices. For the U.S. pension plans, there were no required minimum cash contributions during the first quarter of 2015.
The following table summarizes the actual Company contributions for the three months ended March 31, 2015 and 2014, as well as estimated expected Company contributions for the remainder of 2015 and the contributions made in the second, third and fourth quarters of 2014. Expected contributions are subject to change since contribution decisions are affected by various factors, such as market performance and regulatory requirements.
Summary of Company Contributions
	Pension plans														Postretirement plans
	U.S. plans (1)							Non-U.S. plans							U.S. plans					Non-U.S. plans
In millions of dollars	2015			2014				2015			2014				2015		2014			2015			2014
Company contributions(2) for the three months ended March 31	$	11		$	11			$	26		$	43			$	20	$	10		$	7		$	3
Company contributions made or expected to be made in the remainder of the year	$	35		$	32			$	129		$	127			$	47	$	47		$	2		$	7
-1	The U.S. pension plans include benefits paid directly by the Company for the nonqualified pension plans.
-2	Company contributions are composed of cash contributions made to the plans and benefits paid directly to participants by the Company.
Defined Contribution Plans
The Company sponsors defined contribution plans in the U.S. and in certain non-U.S. locations, all of which are administered in accordance with local laws. The most significant defined contribution plan is the Citigroup 401(k) Plan sponsored by the Company in the U.S.
Under the Citigroup 401(k) Plan, eligible U.S. employees receive matching contributions of up to 6% of their eligible compensation for 2015 and 2014, subject to statutory limits. Additionally, for eligible employees whose eligible compensation is $100,000 or less, a fixed contribution of up to 2% of eligible compensation is provided. All Company contributions are invested according to participants’ individual elections. The expense associated with this plan amounted to approximately $101 million and $103 million for the three months ended March 31, 2015 and 2014, respectively.
Postemployment Plans
The Company sponsors U.S. postemployment plans that provide income continuation and health and welfare benefits to certain eligible U.S. employees on long-term disability.
The following table summarizes the components of net expense recognized in the Consolidated Statement of Income for the Company’s U.S. postemployment plans.
	Three Months Ended March 31,
In millions of dollars	2015				2014
Service-related expense
Benefits earned during the period	$	—			$	—
Interest cost on benefit obligation	1				1
Amortization of unrecognized
Prior service cost (benefit)	(7		)		(7		)
Net actuarial loss	3				3
Total service-related expense (benefit)	$	(3	)		$	(3	)
Non-service-related expense	$	9			$	8
Total net expense	$	6			$	5

EARNINGS_PER_SHARE

EARNINGS PER SHARE	3 Months Ended
	Mar. 31, 2015
Earnings Per Share [Abstract]
EARNINGS PER SHARE	EARNINGS PER SHARE
	The following is a reconciliation of the income and share data used in the basic and diluted earnings per share (EPS) computations for the three months ended March 31:
		Three Months Ended
		March 31,
	In millions, except per-share amounts	2015			2014
	Income from continuing operations before attribution of noncontrolling interests	$	4,817		$	3,952
	Less: Noncontrolling interests from continuing operations	42			45
	Net income from continuing operations (for EPS purposes)	$	4,775		$	3,907
	Income (loss) from discontinued operations, net of taxes	(5		)	37
	Citigroup's net income	$	4,770		$	3,944
	Less: Preferred dividends(1)	128			124
	Net income available to common shareholders	$	4,642		$	3,820
	Less: Dividends and undistributed earnings allocated to employee restricted and deferred shares with nonforfeitable rights to dividends, applicable to basic EPS	62			62
	Net income allocated to common shareholders for basic EPS	$	4,580		$	3,758
	Add: Interest expense, net of tax, and dividends on convertible securities and adjustment of undistributed earnings allocated to employee restricted and deferred shares with nonforfeitable rights to dividends, applicable to diluted EPS	—			—
	Net income allocated to common shareholders for diluted EPS	$	4,580		$	3,758
	Weighted-average common shares outstanding applicable to basic EPS	3,034.20			3,037.40
	Effect of dilutive securities
	Options(2)	4.9			5.6
	Other employee plans	0.2			0.3
	Convertible securities(3)	—			—
	Adjusted weighted-average common shares outstanding applicable to diluted EPS	3,039.30			3,043.30
	Basic earnings per share
	Income from continuing operations	$	1.51		$	1.23
	Discontinued operations	—			0.01
	Net income	$	1.51		$	1.24
	Diluted earnings per share
	Income from continuing operations	$	1.51		$	1.22
	Discontinued operations	—			0.01
	Net income	$	1.51		$	1.23
	-1	See Note 19 to the Consolidated Financial Statements for the potential future impact of preferred stock dividends.
	-2	During the first quarters of 2015 and 2014, weighted-average options to purchase 0.9 million and 0.9 million shares of common stock, respectively, were outstanding but not included in the computation of earnings per share because the weighted-average exercise prices of $195.47 and $194.37 per share, respectively, were anti-dilutive.
	-3	Warrants issued to the U.S. Treasury as part of the Troubled Asset Relief Program (TARP) and the loss-sharing agreement (all of which were subsequently sold to the public in January 2011), with exercise prices of $178.50 and $106.10 per share for approximately 21.0 million and 25.5 million shares of Citigroup common stock, respectively. Both warrants were not included in the computation of earnings per share in the first quarters of 2015 and 2014 because they were anti-dilutive.

FEDERAL_FUNDS_SECURITIES_BORRO

FEDERAL FUNDS, SECURITIES BORROWED, LOANED, AND SUBJECT TO REPURCHASE AGREEMENTS	3 Months Ended
	Mar. 31, 2015
Federal Funds Purchased and Securities Sold under Agreements to Repurchase [Abstract]
FEDERAL FUNDS, SECURITIES BORROWED, LOANED, AND SUBJECT TO REPURCHASE AGREEMENTS	FEDERAL FUNDS, SECURITIES BORROWED, LOANED AND SUBJECT TO REPURCHASE AGREEMENTS
	Federal funds sold and securities borrowed or purchased under agreements to resell, at their respective carrying values, consisted of the following at March 31, 2015 and December 31, 2014:
	In millions of dollars	March 31, 2015		December 31, 2014
	Federal funds sold	$	135	$	—
	Securities purchased under agreements to resell	127,977		123,979
	Deposits paid for securities borrowed	110,903		118,591
	Total	$	239,015	$	242,570
	Federal funds purchased and securities loaned or sold under agreements to repurchase, at their respective carrying values, consisted of the following at March 31, 2015 and December 31, 2014:
	In millions of dollars	March 31, 2015		December 31, 2014
	Federal funds purchased	$	247	$	334
	Securities sold under agreements to repurchase	154,312		147,204
	Deposits received for securities loaned	20,812		25,900
	Total	$	175,371	$	173,438
	The resale and repurchase agreements represent collateralized financing transactions. The Company executes these transactions primarily through its broker-dealer subsidiaries to facilitate customer matched-book activity and to efficiently fund a portion of the Company’s trading inventory. Transactions executed by the Company’s bank subsidiaries primarily facilitate customer financing activity.
	It is the Company’s policy to take possession of the underlying collateral, monitor its market value relative to the amounts due under the agreements and, when necessary, require prompt transfer of additional collateral in order to maintain contractual margin protection. Collateral typically consists of government and government-agency securities, corporate and municipal bonds, equities, and mortgage-backed and other asset-backed securities.
	The resale and repurchase agreements are generally documented under industry standard agreements that allow the prompt close-out of all transactions (including the liquidation of securities held) and the offsetting of obligations to return cash or securities by the non-defaulting party, following a payment default or other type of default under the relevant master agreement. Events of default generally include (i) failure to deliver cash or securities as required under the transaction, (ii) failure to provide or return cash or securities as used for margining purposes, (iii) breach of representation, (iv) cross-default to another transaction entered into among the parties, or, in some cases, their affiliates, and (v) a repudiation of obligations under the agreement. The counterparty that receives the securities in these transactions is generally unrestricted in its use of the securities, with the exception of transactions executed on a tri-party basis, where the collateral is maintained by a custodian and operational limitations may restrict its use of the securities.
	A substantial portion of the resale and repurchase agreements is recorded at fair value, as described in Notes 22 and 23 to the Consolidated Financial Statements. The remaining portion is carried at the amount of cash initially advanced or received, plus accrued interest, as specified in the respective agreements.
	The securities borrowing and lending agreements also represent collateralized financing transactions similar to the resale and repurchase agreements. Collateral typically consists of government and government-agency securities and corporate debt and equity securities.
	Similar to the resale and repurchase agreements, securities borrowing and lending agreements are generally documented under industry standard agreements that allow the prompt close-out of all transactions (including the liquidation of securities held) and the offsetting of obligations to return cash or securities by the non-defaulting party, following a payment default or other default by the other party under the relevant master agreement. Events of default and rights to use securities under the securities borrowing and lending agreements are similar to the resale and repurchase agreements referenced above.
	A substantial portion of securities borrowing and lending agreements is recorded at the amount of cash advanced or received. The remaining portion is recorded at fair value as the Company elected the fair value option for certain securities borrowed and loaned portfolios, as described in Note 23 to the Consolidated Financial Statements. With respect to securities loaned, the Company receives cash collateral in an amount generally in excess of the market value of the securities loaned. The Company monitors the market value of securities borrowed and securities loaned on a daily basis and obtains or posts additional collateral in order to maintain contractual margin protection.
	The enforceability of offsetting rights incorporated in the master netting agreements for resale and repurchase agreements and securities borrowing and lending agreements is evidenced to the extent that a supportive legal opinion has been obtained from counsel of recognized standing that provides the requisite level of certainty regarding the enforceability of these agreements, and that the exercise of rights by the non-defaulting party to terminate and close-out transactions on a net basis under these agreements will not be stayed or avoided under applicable law upon an event of default including bankruptcy, insolvency or similar proceeding.
	A legal opinion may not have been sought or obtained for certain jurisdictions where local law is silent or sufficiently ambiguous to determine the enforceability of offsetting rights or where adverse case law or conflicting regulation may cast doubt on the enforceability of such rights. In some jurisdictions and for some counterparty types, the insolvency law for a particular counterparty type may be nonexistent or unclear as overlapping regimes may exist. For example, this may be the case for certain sovereigns, municipalities, central banks and U.S. pension plans.
	The following tables present the gross and net resale and repurchase agreements and securities borrowing and lending
	agreements and the related offsetting amount permitted under ASC 210-20-45, as of March 31, 2015 and December 31, 2014. The tables also include amounts related to financial instruments that are not permitted to be offset under ASC 210-20-45 but would be eligible for offsetting to the extent that an event of default occurred and a legal opinion supporting enforceability of the offsetting rights has been obtained. Remaining exposures continue to be secured by financial collateral, but the Company may not have sought or been able to obtain a legal opinion evidencing enforceability of the offsetting right.
		As of March 31, 2015
	In millions of dollars	Gross amounts		Gross amounts		Net amounts of		Amounts		Net
		of recognized		offset on the		assets included on		not offset on the		amounts(4)
		assets		Consolidated		the Consolidated		Consolidated Balance
				Balance Sheet(1)		Balance Sheet(2)		Sheet but eligible for
								offsetting upon
								counterparty default(3)
	Securities purchased under agreements to resell	$	181,342	$	53,365	$	127,977	$	90,945	$	37,032
	Deposits paid for securities borrowed	110,903		—		110,903		16,574		94,329
	Total	$	292,245	$	53,365	$	238,880	$	107,519	$	131,361
	In millions of dollars	Gross amounts		Gross amounts		Net amounts of		Amounts		Net
		of recognized		offset on the		liabilities included on		not offset on the		amounts(4)
		liabilities		Consolidated		the Consolidated		Consolidated Balance
				Balance Sheet(1)		Balance Sheet(2)		Sheet but eligible for
								offsetting upon
								counterparty default(3)
	Securities sold under agreements to repurchase	$	207,677	$	53,365	$	154,312	$	73,184	$	81,128
	Deposits received for securities loaned	20,812		—		20,812		3,971		16,841
	Total	$	228,489	$	53,365	$	175,124	$	77,155	$	97,969
		As of December 31, 2014
	In millions of dollars	Gross amounts		Gross amounts		Net amounts of		Amounts		Net
		of recognized		offset on the		assets included on		not offset on the		amounts(4)
		assets		Consolidated		the Consolidated		Consolidated Balance
				Balance Sheet(1)		Balance Sheet(2)		Sheet but eligible for
								offsetting upon
								counterparty default(3)
	Securities purchased under agreements to resell	$	180,318	$	56,339	$	123,979	$	94,353	$	29,626
	Deposits paid for securities borrowed	118,591		—		118,591		15,139		103,452
	Total	$	298,909	$	56,339	$	242,570	$	109,492	$	133,078
	In millions of dollars	Gross amounts		Gross amounts		Net amounts of		Amounts		Net
		of recognized		offset on the		liabilities included on		not offset on the		amounts(4)
		liabilities		Consolidated		the Consolidated		Consolidated Balance
				Balance Sheet(1)		Balance Sheet(2)		Sheet but eligible for
								offsetting upon
								counterparty default(3)
	Securities sold under agreements to repurchase	$	203,543	$	56,339	$	147,204	$	72,928	$	74,276
	Deposits received for securities loaned	25,900		—		25,900		5,190		20,710
	Total	$	229,443	$	56,339	$	173,104	$	78,118	$	94,986
	-1	Includes financial instruments subject to enforceable master netting agreements that are permitted to be offset under ASC 210-20-45.
	-2	The total of this column for each period excludes Federal funds sold/purchased. See tables above.
-3	Includes financial instruments subject to enforceable master netting agreements that are not permitted to be offset under ASC 210-20-45 but would be eligible for offsetting to the extent that an event of default has occurred and a legal opinion supporting enforceability of the offsetting right has been obtained.
-4	Remaining exposures continue to be secured by financial collateral, but the Company may not have sought or been able to obtain a legal opinion evidencing enforceability of the offsetting right.

BROKERAGE_RECEIVABLES_AND_BROK

BROKERAGE RECEIVABLES AND BROKERAGE PAYABLES	3 Months Ended
	Mar. 31, 2015
Brokers and Dealers [Abstract]
BROKERAGE RECEIVABLES AND BROKERAGE PAYABLES	BROKERAGE RECEIVABLES AND BROKERAGE
	PAYABLES
	The Company has receivables and payables for financial instruments sold to and purchased from brokers, dealers and customers, which arise in the ordinary course of business. The Company is exposed to risk of loss from the inability of brokers, dealers or customers to pay for purchases or to deliver the financial instruments sold, in which case the Company would have to sell or purchase the financial instruments at prevailing market prices. Credit risk is reduced to the extent that an exchange or clearing organization acts as a counterparty to the transaction and replaces the broker, dealer or customer in question.
	The Company seeks to protect itself from the risks associated with customer activities by requiring customers to maintain margin collateral in compliance with regulatory and internal guidelines. Margin levels are monitored daily, and customers deposit additional collateral as required. Where customers cannot meet collateral requirements, the Company will liquidate sufficient underlying financial instruments to bring the customer into compliance with the required margin level.
	Exposure to credit risk is impacted by market volatility, which may impair the ability of clients to satisfy their obligations to the Company. Credit limits are established and closely monitored for customers and for brokers and dealers engaged in forwards, futures and other transactions deemed to be credit sensitive.
	Brokerage receivables and Brokerage payables consisted of the following at March 31, 2015 and December 31, 2014:
	In millions of dollars	March 31, 2015		December 31, 2014
	Receivables from customers	$	11,790	$	10,380
	Receivables from brokers, dealers, and clearing organizations	23,847		18,039
	Total brokerage receivables (1)	$	35,637	$	28,419
	Payables to customers	$	39,238	$	33,984
	Payables to brokers, dealers, and clearing organizations	19,014		18,196
	Total brokerage payables (1)	$	58,252	$	52,180
	-1	Brokerage receivables and payables are accounted for in accordance with ASC 940-320.

TRADING_ACCOUNT_ASSETS_AND_LIA

TRADING ACCOUNT ASSETS AND LIABILITIES	3 Months Ended
	Mar. 31, 2015
Trading Securities [Abstract]
TRADING ACCOUNT ASSETS AND LIABILITIES	TRADING ACCOUNT ASSETS AND LIABILITIES
	Trading account assets and Trading account liabilities are carried at fair value, other than physical commodities accounted for at the lower of cost or fair value, and consist of the following at March 31, 2015 and December 31, 2014:
	In millions of dollars	March 31, 2015		December 31, 2014
	Trading account assets
	Mortgage-backed securities(1)
	U.S. government-sponsored agency guaranteed	$	26,048	$	27,053
	Prime	1,168		1,271
	Alt-A	781		709
	Subprime	1,163		1,382
	Non-U.S. residential	1,192		1,476
	Commercial	3,832		4,343
	Total mortgage-backed securities	$	34,184	$	36,234
	U.S. Treasury and federal agency securities
	U.S. Treasury	$	21,521	$	18,906
	Agency obligations	2,087		1,568
	Total U.S. Treasury and federal agency securities	$	23,608	$	20,474
	State and municipal securities	$	3,796	$	3,402
	Foreign government securities	69,417		64,937
	Corporate	25,163		27,797
	Derivatives(2)	71,581		67,957
	Equity securities	57,536		57,846
	Asset-backed securities(1)	4,783		4,546
	Other trading assets(3)	12,915		13,593
	Total trading account assets	$	302,983	$	296,786
	Trading account liabilities
	Securities sold, not yet purchased	$	65,243	$	70,944
	Derivatives(2)	77,195		68,092
	Total trading account liabilities	$	142,438	$	139,036
	-1	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.
	-2	Presented net, pursuant to enforceable master netting agreements. See Note 21 to the Consolidated Financial Statements for a discussion regarding the accounting and reporting for derivatives.
	-3	Includes investments in unallocated precious metals, as discussed in Note 23 to the Consolidated Financial Statements. Also includes physical commodities accounted for at the lower of cost or fair value.

INVESTMENTS

INVESTMENTS	3 Months Ended
	Mar. 31, 2015
Investments [Abstract]
INVESTMENTS	INVESTMENTS
	Overview
		March 31, 2015			December 31, 2014
	In millions of dollars
	Securities available-for-sale (AFS)	$	295,239		$	300,143
	Debt securities held-to-maturity (HTM)(1)	23,254			23,921
	Non-marketable equity securities carried at fair value(2)	2,570			2,758
	Non-marketable equity securities carried at cost(3)	5,752			6,621
	Total investments	$	326,815		$	333,443
	-1	Carried at amortized cost basis, including any impairment for securities that have credit-related impairment.
	-2	Unrealized gains and losses for non-marketable equity securities carried at fair value are recognized in earnings.
	-3	Primarily consists of shares issued by the Federal Reserve Bank, Federal Home Loan Banks, foreign central banks and various clearing houses of which Citigroup is a member.
	The following table presents interest and dividend income on investments for the three months ended March 31, 2015 and 2014:
		Three Months Ended March 31,
	In millions of dollars	2015			2014
	Taxable interest	$	1,593		$	1,467
	Interest exempt from U.S. federal income tax	23			164
	Dividend income	95			126
	Total interest and dividend income	$	1,711		$	1,757
	The following table presents realized gains and losses on the sale of investments for the three months ended March 31, 2015 and 2014. The gross realized investment losses exclude losses from other-than-temporary impairment (OTTI):
		Three Months Ended March 31,
	In millions of dollars	2015			2014
	Gross realized investment gains	$	356		$	292
	Gross realized investment losses	(49		)	(164		)
	Net realized gains on sale of investments	$	307		$	128
	The Company has sold certain debt securities that were classified as HTM. These sales were in response to significant deterioration in the creditworthiness of the issuers or securities. In addition, other securities were reclassified to AFS investments in response to significant credit deterioration or because a substantial portion of the securities’ principal outstanding at acquisition has been collected. Because the Company generally intends to sell the securities, Citi recorded OTTI on the securities. The following table sets forth, for the periods indicated, gain (loss) on HTM securities sold, securities reclassified to AFS and OTTI recorded on AFS securities reclassified.
		Three Months Ended March 31,
	In millions of dollars	2015			2014
	Carrying value of HTM securities sold	$	27		$	—
	Net realized gain (loss) on sale of HTM securities	2			—
	Carrying value of securities reclassified to AFS	94			52
	OTTI losses on securities reclassified to AFS	(5		)	(8		)
	Securities Available-for-Sale
	The amortized cost and fair value of AFS securities at March 31, 2015 and December 31, 2014 were as follows:
		March 31, 2015											December 31, 2014
	In millions of dollars	Amortized			Gross			Gross		Fair			Amortized			Gross		Gross		Fair
		cost			unrealized			unrealized		value			cost			unrealized		unrealized		value
					gains(1) (2)			losses(1) (2)								gains(1)		losses(1)
	Debt securities AFS
	Mortgage-backed securities(3)
	U.S. government-sponsored agency guaranteed	$	38,433		$	744		$	93	$	39,084		$	35,647		$	603	$	159	$	36,091
	Prime	7			2			—		9			12			—		—		12
	Alt-A	2			—			—		2			43			1		—		44
	Non-U.S. residential	7,209			61			5		7,265			8,247			67		7		8,307
	Commercial	500			8			1		507			551			6		3		554
	Total mortgage-backed securities	$	46,151		$	815		$	99	$	46,867		$	44,500		$	677	$	169	$	45,008
	U.S. Treasury and federal agency securities
	U.S. Treasury	$	110,963		$	1,074		$	69	$	111,968		$	110,492		$	353	$	127	$	110,718
	Agency obligations	9,291			102			2		9,391			12,925			60		13		12,972
	Total U.S. Treasury and federal agency securities	$	120,254		$	1,176		$	71	$	121,359		$	123,417		$	413	$	140	$	123,690
	State and municipal(4)	$	13,025		$	137		$	917	$	12,245		$	13,526		$	150	$	977	$	12,699
	Foreign government	86,654			688			283		87,059			90,249			734		286		90,697
	Corporate	14,363			245			54		14,554			12,033			215		91		12,157
	Asset-backed securities(3)	11,514			39			49		11,504			12,534			30		58		12,506
	Other debt securities	661			—			—		661			661			—		—		661
	Total debt securities AFS	$	292,622		$	3,100		$	1,473	$	294,249		$	296,920		$	2,219	$	1,721	$	297,418
	Marketable equity securities AFS	$	992		$	41		$	43	$	990		$	2,461		$	308	$	44	$	2,725
	Total securities AFS	$	293,614		$	3,141		$	1,516	$	295,239		$	299,381		$	2,527	$	1,765	$	300,143
	-1	Gross unrealized gains and losses, as presented, do not include the impact of minority investments and the related allocations and pick-up of unrealized gains and losses of AFS securities. These amounts totaled unrealized gains of $22 million and $27 million as of March 31, 2015 and December 31, 2014, respectively.
	-2	Gross unrealized gains and losses, as presented, as of March 31, 2015 do not include the impact of unrealized gains and losses of AFS securities of OneMain Financial (North American consumer finance business), which were reclassified as HFS as of March 31, 2015. These amounts totaled unrealized gains of $86 million and unrealized losses of $5 million as of March 31, 2015.
	-3	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.
	-4	The gross unrealized losses on state and municipal debt securities are primarily attributable to the effects of fair value hedge accounting.  Specifically, Citi hedges 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 Accumulated other comprehensive income (loss) (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.
	As discussed in more detail below, the Company conducts periodic reviews of all securities with unrealized losses to evaluate whether the impairment is other-than-temporary. Any credit-related impairment related to debt securities is recorded in earnings as OTTI. Non-credit-related impairment is recognized in AOCI if the Company does not plan to sell and is not likely to be required to sell. For other debt securities with OTTI, the entire impairment is recognized in the Consolidated Statement of Income.
	The table below shows the fair value of AFS securities that have been in an unrealized loss position for less than 12 months or for 12 months or longer as of March 31, 2015 and December 31, 2014:
	Less than 12 months						12 months or longer					Total
In millions of dollars	Fair			Gross			Fair		Gross			Fair			Gross
	value			unrealized			value		unrealized			value			unrealized
				losses					losses						losses
31-Mar-15
Securities AFS
Mortgage-backed securities
U.S. government-sponsored agency guaranteed	$	3,521		$	14		$	3,176	$	79		$	6,697		$	93
Prime	1			—			2		—			3			—
Non-U.S. residential	1,333			3			219		2			1,552			5
Commercial	54			—			60		1			114			1
Total mortgage-backed securities	$	4,909		$	17		$	3,457	$	82		$	8,366		$	99
U.S. Treasury and federal agency securities
U.S. Treasury	$	15,077		$	67		$	915	$	2		$	15,992		$	69
Agency obligations	644			2			—		—			644			2
Total U.S. Treasury and federal agency securities	$	15,721		$	69		$	915	$	2		$	16,636		$	71
State and municipal	$	303		$	11		$	5,162	$	906		$	5,465		$	917
Foreign government	18,853			160			5,261		123			24,114			283
Corporate	3,710			38			900		16			4,610			54
Asset-backed securities	1,911			14			3,463		35			5,374			49
Marketable equity securities AFS	24			2			214		41			238			43
Total securities AFS	$	45,431		$	311		$	19,372	$	1,205		$	64,803		$	1,516
31-Dec-14
Securities AFS
Mortgage-backed securities
U.S. government-sponsored agency guaranteed	$	4,198		$	30		$	5,547	$	129		$	9,745		$	159
Prime	5			—			2		—			7			—
Non-U.S. residential	1,276			3			199		4			1,475			7
Commercial	124			1			136		2			260			3
Total mortgage-backed securities	$	5,603		$	34		$	5,884	$	135		$	11,487		$	169
U.S. Treasury and federal agency securities
U.S. Treasury	$	36,581		$	119		$	1,013	$	8		$	37,594		$	127
Agency obligations	5,698			9			754		4			6,452			13
Total U.S. Treasury and federal agency securities	$	42,279		$	128		$	1,767	$	12		$	44,046		$	140
State and municipal	$	386		$	15		$	5,802	$	962		$	6,188		$	977
Foreign government	18,495			147			5,984		139			24,479			286
Corporate	3,511			63			1,350		28			4,861			91
Asset-backed securities	3,701			13			3,816		45			7,517			58
Marketable equity securities AFS	51			4			218		40			269			44
Total securities AFS	$	74,026		$	404		$	24,821	$	1,361		$	98,847		$	1,765
The following table presents the amortized cost and fair value of AFS debt securities by contractual maturity dates as of March 31, 2015 and December 31, 2014:
	March 31, 2015						December 31, 2014
In millions of dollars	Amortized			Fair			Amortized		Fair
	cost			value			cost		value
Mortgage-backed securities(1)
Due within 1 year	$	31		$	31		$	44	$	44
After 1 but within 5 years	904			914			931		935
After 5 but within 10 years	1,292			1,311			1,362		1,387
After 10 years(2)	43,924			44,611			42,163		42,642
Total	$	46,151		$	46,867		$	44,500	$	45,008
U.S. Treasury and federal agency securities
Due within 1 year	$	7,218		$	7,243		$	13,070	$	13,084
After 1 but within 5 years	104,763			105,781			104,982		105,131
After 5 but within 10 years	4,812			4,855			2,286		2,325
After 10 years(2)	3,461			3,480			3,079		3,150
Total	$	120,254		$	121,359		$	123,417	$	123,690
State and municipal
Due within 1 year	$	1,389		$	1,327		$	652	$	651
After 1 but within 5 years	3,896			3,840			4,387		4,381
After 5 but within 10 years	549			567			524		537
After 10 years(2)	7,191			6,511			7,963		7,130
Total	$	13,025		$	12,245		$	13,526	$	12,699
Foreign government
Due within 1 year	$	32,155		$	32,056		$	31,355	$	31,382
After 1 but within 5 years	38,055			38,184			41,913		42,467
After 5 but within 10 years	15,493			15,808			16,008		15,779
After 10 years(2)	951			1,011			973		1,069
Total	$	86,654		$	87,059		$	90,249	$	90,697
All other(3)
Due within 1 year	$	1,662		$	1,665		$	1,248	$	1,251
After 1 but within 5 years	12,024			12,137			10,442		10,535
After 5 but within 10 years	7,957			8,026			7,282		7,318
After 10 years(2)	4,895			4,891			6,256		6,220
Total	$	26,538		$	26,719		$	25,228	$	25,324
Total debt securities AFS	$	292,622		$	294,249		$	296,920	$	297,418
-1	Includes mortgage-backed securities of U.S. government-sponsored agencies.
-2	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.
-3	Includes corporate, asset-backed and other debt securities.
Debt Securities Held-to-Maturity
The carrying value and fair value of debt securities HTM at March 31, 2015 and December 31, 2014 were as follows:
In millions of dollars	Amortized			Net unrealized gains			Carrying		Gross			Gross			Fair
	cost basis(1)			(losses)			value(2)		unrealized			unrealized			value
				recognized in					gains			(losses)
				AOCI
31-Mar-15
Debt securities held-to-maturity
Mortgage-backed securities(3)
U.S. government agency guaranteed	$	8,879		$	93		$	8,972	$	209		$	(2	)	$	9,179
Prime	59			(12		)	47		5			(1		)	51
Alt-A	1,094			(203		)	891		548			(293		)	1,146
Subprime	5			—			5		15			—			20
Non-U.S. residential	607			(86		)	521		59			—			580
Commercial	7			—			7		1			—			8
Total mortgage-backed securities	$	10,651		$	(208	)	$	10,443	$	837		$	(296	)	$	10,984
State and municipal(4)	$	8,374		$	(446	)	$	7,928	$	211		$	(70	)	$	8,069
Foreign government	4,550			—			4,550		51			—			4,601
Asset-backed securities(3)	350			(17		)	333		55			(1		)	387
Total debt securities held-to-maturity (5)	$	23,925		$	(671	)	$	23,254	$	1,154		$	(367	)	$	24,041
31-Dec-14
Debt securities held-to-maturity
Mortgage-backed securities(3)
U.S. government agency guaranteed	$	8,795		$	95		$	8,890	$	106		$	(6	)	$	8,990
Prime	60			(12		)	48		6			(1		)	53
Alt-A	1,125			(213		)	912		537			(287		)	1,162
Subprime	6			(1		)	5		15			—			20
Non-U.S. residential	983			(137		)	846		92			—			938
Commercial	8			—			8		1			—			9
Total mortgage-backed securities	$	10,977		$	(268	)	$	10,709	$	757		$	(294	)	$	11,172
State and municipal	$	8,443		$	(494	)	$	7,949	$	227		$	(57	)	$	8,119
Foreign government	4,725			—			4,725		77			—			4,802
Asset-backed securities(3)	556			(18		)	538		50			(10		)	578
Total debt securities held-to-maturity	$	24,701		$	(780	)	$	23,921	$	1,111		$	(361	)	$	24,671
-1	For securities transferred to HTM from Trading account assets, amortized cost basis is defined as the fair value of the securities at the date of transfer plus any accretion income and less any impairments recognized in earnings subsequent to transfer. For securities transferred to HTM from AFS, amortized cost is defined as the original purchase cost, adjusted for the cumulative accretion or amortization of any purchase discount or premium, plus or minus any cumulative fair value hedge adjustments, net of accretion or amortization, and less any other-than-temporary impairment recognized in earnings.
-2	HTM securities are carried on the Consolidated Balance Sheet at amortized cost basis, 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.
-3	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.
-4	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.
The Company has the positive intent and ability to hold these securities to maturity or, where applicable, the exercise of any issuer call options, absent any unforeseen significant changes in circumstances, including deterioration in credit or changes in regulatory capital requirements.
The net unrealized losses classified in AOCI primarily relate to debt securities previously classified as AFS that have been transferred to HTM, and include any cumulative fair
value hedge adjustments. The net unrealized loss amount also includes any non-credit-related changes in fair value of HTM securities that have suffered credit impairment recorded in earnings. The AOCI balance related to HTM securities is amortized over the remaining contractual life of the related securities as an adjustment of yield in a manner consistent with the accretion of any difference between the carrying value at the transfer date and par value of the same debt securities.
The table below shows the fair value of debt securities in HTM that have been in an unrecognized loss position as of March 31, 2015 and December 31, 2014 for less than 12 months and for 12 months or longer:
	Less than 12 months						12 months or longer					Total
In millions of dollars	Fair			Gross			Fair		Gross			Fair			Gross
	value			unrecognized			value		unrecognized			value			unrecognized
				losses					losses						losses
31-Mar-15
Debt securities held-to-maturity
Mortgage-backed securities	$	—		$	—		$	271	$	296		$	271		$	296
State and municipal	2,756			48			210		22			2,966			70
Asset-backed securities	—			—			10		1			10			1
Total debt securities held-to-maturity	$	2,756		$	48		$	491	$	319		$	3,247		$	367
31-Dec-14
Debt securities held-to-maturity
Mortgage-backed securities	$	4		$	—		$	1,134	$	294		$	1,138		$	294
State and municipal	2,528			34			314		23			2,842			57
Asset-backed securities	9			1			174		9			183			10
Total debt securities held-to-maturity	$	2,541		$	35		$	1,622	$	326		$	4,163		$	361
Excluded from the gross unrecognized losses presented in the above table are $(671) million and $(780) million of net unrealized losses recorded in AOCI as of March 31, 2015 and December 31, 2014, respectively, primarily related to the difference between the amortized cost and carrying value of HTM securities that were reclassified from AFS. Substantially all of these net unrecognized losses relate to securities that have been in a loss position for 12 months or longer at March 31, 2015 and December 31, 2014.
The following table presents the carrying value and fair value of HTM debt securities by contractual maturity dates as of March 31, 2015 and December 31, 2014:
	March 31, 2015						December 31, 2014
In millions of dollars	Carrying value			Fair value			Carrying value		Fair value
Mortgage-backed securities
Due within 1 year	$	—		$	—		$	—	$	—
After 1 but within 5 years	7			8			—		—
After 5 but within 10 years	833			851			863		869
After 10 years(1)	9,603			10,125			9,846		10,303
Total	$	10,443		$	10,984		$	10,709	$	11,172
State and municipal
Due within 1 year	$	288		$	281		$	205	$	205
After 1 but within 5 years	422			436			243		243
After 5 but within 10 years	141			148			140		144
After 10 years(1)	7,077			7,204			7,361		7,527
Total	$	7,928		$	8,069		$	7,949	$	8,119
Foreign government
Due within 1 year	$	—		$	—		$	—	$	—
After 1 but within 5 years	4,550			4,601			4,725		4,802
After 5 but within 10 years	—			—			—		—
After 10 years(1)	—			—			—		—
Total	$	4,550		$	4,601		$	4,725	$	4,802
All other(2)
Due within 1 year	$	—		$	—		$	—	$	—
After 1 but within 5 years	—			—			—		—
After 5 but within 10 years	—			—			—		—
After 10 years(1)	333			387			538		578
Total	$	333		$	387		$	538	$	578
Total debt securities held-to-maturity	$	23,254		$	24,041		$	23,921	$	24,671
-1	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.
-2	Includes corporate and asset-backed securities.
Evaluating Investments for Other-Than-Temporary Impairment
Overview
The Company conducts periodic reviews of all securities with unrealized losses to evaluate whether the impairment is other-than-temporary.
An unrealized loss exists when the current fair value of an individual security is less than its amortized cost basis. Unrealized losses that are determined to be temporary in nature are recorded, net of tax, in AOCI for AFS securities. Losses related to HTM securities generally are not recorded, as these investments are carried at amortized cost basis. However, for HTM securities with credit-related losses, the credit loss is recognized in earnings as OTTI and any difference between the cost basis adjusted for the OTTI and fair value is recognized in AOCI and amortized as an adjustment of yield over the remaining contractual life of the security. For securities transferred to HTM from Trading account assets, amortized cost is defined as the fair value of the securities at the date of transfer, plus any accretion income and less any impairment recognized in earnings subsequent to transfer. For securities transferred to HTM from AFS, amortized cost is defined as the original purchase cost, adjusted for the cumulative accretion or amortization of any purchase discount or premium, plus or minus any cumulative fair value hedge adjustments, net of accretion or amortization, and less any impairment recognized in earnings.
Regardless of the classification of the securities as AFS or HTM, the Company assesses each position with an unrealized loss for OTTI. Factors considered in determining whether a loss is temporary include:
•	the length of time and the extent to which fair value has been below cost;
•	the severity of the impairment;
•	the cause of the impairment and the financial condition and near-term prospects of the issuer;
•	activity in the market of the issuer that may indicate adverse credit conditions; and
•	the Company’s ability and intent to hold the investment for a period of time sufficient to allow for any anticipated recovery.
The Company’s review for impairment generally entails:
•	identification and evaluation of impaired investments;
•	analysis of individual investments that have fair values less than amortized cost, including consideration of the length of time the investment has been in an unrealized loss position and the expected recovery period;
•	consideration of evidential matter, including an evaluation of factors or triggers that could cause individual investments to qualify as having other-than-temporary impairment and those that would not support other-than-temporary impairment; and
•	documentation of the results of these analyses, as required under business policies.
Debt
The entire difference between amortized cost basis and fair value is recognized in earnings as OTTI for impaired debt securities that the Company has an intent to sell or for which the Company believes it will more-likely-than-not be required to sell prior to recovery of the amortized cost basis. However, for those securities that the Company does not intend to sell and is not likely to be required to sell, only the credit-related impairment is recognized in earnings and any non-credit-related impairment is recorded in AOCI.
For debt securities, credit impairment exists where management does not expect to receive contractual principal and interest cash flows sufficient to recover the entire amortized cost basis of a security.
Equity
For equity securities, management considers the various factors described above, including its intent and ability to hold the equity security for a period of time sufficient for recovery to cost or whether it is more-likely-than-not that the Company will be required to sell the security prior to recovery of its cost basis. Where management lacks that intent or ability, the security’s decline in fair value is deemed to be other-than-temporary and is recorded in earnings. AFS equity securities deemed to be other-than-temporarily impaired are written down to fair value, with the full difference between fair value and cost recognized in earnings.
Management assesses equity method investments that have fair values that are less than their respective carrying values for OTTI. Fair value is measured as price multiplied by quantity if the investee has publicly listed securities. If the investee is not publicly listed, other methods are used (see Note 22 to the Consolidated Financial Statements).
For impaired equity method investments that Citi plans to sell prior to recovery of value or would likely be required to sell, with no expectation that the fair value will recover prior to the expected sale date, the full impairment is recognized in earnings as OTTI regardless of severity and duration. The measurement of the OTTI does not include partial projected recoveries subsequent to the balance sheet date.
For impaired equity method investments that management does not plan to sell and is not likely to be required to sell prior to recovery of value, the evaluation of whether an impairment is other-than-temporary is based on (i) whether and when an equity method investment will recover in value and (ii) whether the investor has the intent and ability to hold that investment for a period of time sufficient to recover the value. The determination of whether the impairment is considered other-than-temporary considers the following indicators, regardless of the time and extent of impairment:
•	the cause of the impairment and the financial condition and near-term prospects of the issuer, including any specific events that may influence the operations of the issuer;
•	the intent and ability to hold the investment for a period of time sufficient to allow for any anticipated recovery in market value; and
•	the length of time and extent to which fair value has been less than the carrying value.
The sections below describe the Company’s process for identifying credit-related impairments for security types that have the most significant unrealized losses as of March 31, 2015.
Akbank
As of December 31, 2014, Citi’s remaining 9.9% stake in Akbank T.A.S., an equity investment in Turkey (Akbank), is recorded within marketable equity securities available-for-sale. The revaluation of the Turkish lira was hedged, so the change in the value of the currency related to the Akbank investment did not have a significant impact on earnings during the year. During the first quarter of 2015, Citi sold its remaining investment in Akbank.
Mortgage-backed securities
For U.S. mortgage-backed securities (and in particular for Alt-A and other mortgage-backed securities that have significant unrealized losses as a percentage of amortized cost), credit impairment is assessed using a cash flow model that estimates the principal and interest cash flows on the underlying mortgages using the security-specific collateral and transaction structure. The model distributes the estimated cash flows to the various tranches of securities, considering the transaction structure and any subordination and credit enhancements that exist in that structure. The cash flow model incorporates actual cash flows on the mortgage-backed securities through the current period and then estimates the remaining cash flows using a number of assumptions, including default rates, prepayment rates, recovery rates (on foreclosed properties) and loss severity rates (on non-agency mortgage-backed securities).
Management develops specific assumptions using market data, internal estimates and estimates published by rating agencies and other third-party sources. Default rates are projected by considering current underlying mortgage loan performance, generally assuming the default of (i) 10% of current loans, (ii) 25% of 30-59 day delinquent loans, (iii) 70% of 60-90 day delinquent loans and (iv) 100% of 91+ day delinquent loans. These estimates are extrapolated along a default timing curve to estimate the total lifetime pool default rate. Other assumptions contemplate the actual collateral attributes, including geographic concentrations, rating actions and current market prices.
Cash flow projections are developed using different stress test scenarios. Management evaluates the results of those stress tests (including the severity of any cash shortfall indicated and the likelihood of the stress scenarios actually occurring based on the underlying pool’s characteristics and performance) to assess whether management expects to recover the amortized cost basis of the security. If cash flow projections indicate that the Company does not expect to recover its amortized cost basis, the Company recognizes the estimated credit loss in earnings.
State and municipal securities
The process for identifying credit impairments in Citigroup’s AFS and HTM state and municipal bonds is primarily based on a credit analysis that incorporates third-party credit ratings.  Citigroup monitors the bond issuers and any insurers providing default protection in the form of financial guarantee insurance.  The average external credit rating, ignoring any insurance, is Aa3/AA-.  In the event of an external rating downgrade or other indicator of credit impairment (i.e., based on instrument-specific estimates of cash flows or probability of issuer default), the subject bond is specifically reviewed for adverse changes in the amount or timing of expected contractual principal and interest payments.
For state and municipal bonds with unrealized losses that Citigroup plans to sell (for AFS only), would likely be required to sell (for AFS only) or will be subject to an issuer call deemed probable of exercise prior to the expected recovery of its amortized cost basis (for AFS and HTM), the full impairment is recognized in earnings.
Recognition and Measurement of OTTI
The following table presents the total OTTI recognized in earnings for the three months ended March 31, 2015:
OTTI on Investments and Other Assets	Three Months Ended
	March 31, 2015
In millions of dollars	AFS(1)			HTM			Other		Total
							Assets
Impairment losses related to securities that the Company does not intend to sell nor will likely be required to sell:
Total OTTI losses recognized during the period	$	—		$	—		$	—	$	—
Less: portion of impairment loss recognized in AOCI (before taxes)	—			—			—		—
Net impairment losses recognized in earnings for securities that the Company does not intend to sell nor will likely be required to sell	$	—		$	—		$	—	$	—
Impairment losses recognized in earnings for securities that the Company intends to sell or more-likely-than-not will be required to sell before recovery	69			3			—		72
Total impairment losses recognized in earnings	$	69		$	3		$	—	$	72
-1	Includes OTTI on non-marketable equity securities.
The following table presents the total OTTI recognized in earnings for the three months ended March 31, 2014:
OTTI on Investments and Other Assets	Three Months Ended
	March 31, 2014
In millions of dollars	AFS(1)			HTM			Other		Total
							Assets
Impairment losses related to securities that the Company does not intend to sell nor will likely be required to sell:
Total OTTI losses recognized during the period	$	—		$	—		$	—	$	—
Less: portion of impairment loss recognized in AOCI (before taxes)	—			—			—		—
Net impairment losses recognized in earnings for securities that the Company does not intend to sell nor will likely be required to sell	$	—		$	—		$	—	$	—
Impairment losses recognized in earnings for securities that the Company intends to sell or more-likely-than-not will be required to sell before recovery	201			—			—		201
Total impairment losses recognized in earnings	$	201		$	—		$	—	$	201
-1	Includes OTTI on non-marketable equity securities.
The following is a three-month roll-forward of the credit-related impairments recognized in earnings for AFS and HTM debt securities held as of March 31, 2015 that the Company does not intend to sell nor likely will be required to sell:
	Cumulative OTTI credit losses recognized in earnings on securities still held
In millions of dollars	Dec. 31, 2014 balance			Credit			Credit		Reductions due to			Mar. 31, 2015 balance
				impairments			impairments		credit-impaired
				recognized in			recognized in		securities sold,
				earnings on			earnings on		transferred or
				securities not			securities that		matured
				previously			have
				impaired			been previously
							impaired
AFS debt securities
Mortgage-backed securities	$	295		$	—		$	—	$	—		$	295
Foreign government securities	171			—			—		(1		)	170
Corporate	118			—			—		(6		)	112
All other debt securities	149			—			—		—			149
Total OTTI credit losses recognized for AFS debt securities	$	733		$	—		$	—	$	(7	)	$	726
HTM debt securities
Mortgage-backed securities(1)	$	670		$	—		$	—	$	(2	)	$	668
Corporate	—			—			—		—			—
All other debt securities	133			—			—		—			133
Total OTTI credit losses recognized for HTM debt securities	$	803		$	—		$	—	$	(2	)	$	801
-1	Primarily consists of Alt-A securities.
The following is a three-month roll-forward of the credit-related impairments recognized in earnings for AFS and HTM debt securities held as of March 31, 2014 that the Company does not intend to sell nor likely will be required to sell:
	Cumulative OTTI credit losses recognized in earnings on securities still held
In millions of dollars	Dec. 31, 2013 balance			Credit			Credit		Reductions due to			Mar. 31, 2014 balance
				impairments			impairments		credit-impaired
				recognized in			recognized in		securities sold,
				earnings on			earnings on		transferred or
				securities not			securities that		matured
				previously			have
				impaired			been previously
							impaired
AFS debt securities
Mortgage-backed securities	$	295		$	—		$	—	$	—		$	295
Foreign government securities	171			—			—		—			171
Corporate	113			—			—		—			113
All other debt securities	144			—			—		—			144
Total OTTI credit losses recognized for AFS debt securities	$	723		$	—		$	—	$	—		$	723
HTM debt securities
Mortgage-backed securities(1)	$	678		$	—		$	—	$	(13	)	$	665
Corporate	56			—			—		—			56
All other debt securities	133			—			—		—			133
Total OTTI credit losses recognized for HTM debt securities	$	867		$	—		$	—	$	(13	)	$	854
-1	Primarily consists of Alt-A securities.
Investments in Alternative Investment Funds That Calculate Net Asset Value per Share
The Company holds investments in certain alternative investment funds that calculate net asset value (NAV) per share, including hedge funds, private equity funds, funds of funds and real estate funds. The Company’s investments include co-investments in funds that are managed by the Company and investments in funds that are managed by third parties. Investments in funds are generally classified as non-marketable equity securities carried at fair value. The fair values of these investments are estimated using the NAV per share of the Company’s ownership interest in the funds, where it is not probable that the Company will sell an investment at a price other than the NAV.
	Fair value						Unfunded					Redemption frequency	Redemption notice
							commitments					(if currently eligible)	period
												monthly, quarterly, annually
In millions of dollars	March 31, 2015			December 31, 2014			March 31, 2015		December 31, 2014
Hedge funds	$	4		$	8		$	—	$	—		Generally quarterly	10-95 days
Private equity funds(1)(2)	777			796			205		205			—	—
Real estate funds (2)(3)	125			166			20		24			—	—
Total(4)	$	906		$	970		$	225	$	229		—	—
-1	Private equity funds include funds that invest in infrastructure, leveraged buyout transactions, emerging markets and venture capital.
-2	With respect to the Company’s investments in private equity funds and real estate funds, distributions from each fund will be received as the underlying assets held by these funds are liquidated. It is estimated that the underlying assets of these funds will be liquidated over a period of several years as market conditions allow. Private equity and real estate funds do not allow redemption of investments by their investors. Investors are permitted to sell or transfer their investments, subject to the approval of the general partner or investment manager of these funds, which generally may not be unreasonably withheld.
-3	Includes several real estate funds that invest primarily in commercial real estate in the U.S., Europe and Asia.
-4	Included in the total fair value of investments above are $0.9 billion and $0.8 billion of fund assets that are valued using NAVs provided by third-party asset managers as of March 31, 2015 and December 31, 2014, respectively.

LOANS

LOANS	3 Months Ended
	Mar. 31, 2015
Loans and Leases Receivable Disclosure [Abstract]
LOANS	LOANS
	Citigroup loans are reported in two categories—consumer and corporate. These categories are classified primarily according to the segment and subsegment that manage the loans.
	Consumer Loans
	Consumer loans represent loans and leases managed primarily by the Global Consumer Banking businesses in Citicorp and in Citi Holdings. The following table provides information by loan type for the periods indicated:
	In millions of dollars	March 31, 2015			December 31, 2014
	Consumer loans
	In U.S. offices
	Mortgage and real estate(1)	$	92,005		$	96,533
	Installment, revolving credit, and other	4,861			14,450
	Cards	105,378			112,982
	Commercial and industrial	6,532			5,895
		$	208,776		$	229,860
	In offices outside the U.S.
	Mortgage and real estate(1)	$	50,970		$	54,462
	Installment, revolving credit, and other	31,396			31,128
	Cards	28,681			32,032
	Commercial and industrial	21,992			22,561
	Lease financing	546			609
		$	133,585		$	140,792
	Total Consumer loans	$	342,361		$	370,652
	Net unearned income	(655		)	(682		)
	Consumer loans, net of unearned income	$	341,706		$	369,970
	-1	Loans secured primarily by real estate.
	Citigroup has established a risk management process to monitor, evaluate and manage the principal risks associated with its consumer loan portfolio. Credit quality indicators that are actively monitored include delinquency status, consumer credit scores (FICO), and loan to value (LTV) ratios, each as discussed in more detail below.
	Included in the loan table above are lending products whose terms may give rise to greater credit issues. Credit cards with below-market introductory interest rates and interest-only loans are examples of such products. These products are closely managed using credit techniques that are intended to mitigate their higher inherent risk.
	During the three months ended March 31, 2015 and 2014, the Company sold and/or reclassified to held-for-sale $11.9 billion and $0.4 billion, respectively, of consumer loans. The Company did not have significant purchases of consumer loans during the three months ended March 31, 2015 and 2014.
	Delinquency Status
	Delinquency status is monitored and considered a key indicator of credit quality of consumer loans. Principally the U.S. residential first mortgage loans use the Mortgage Banking Association (MBA) method of reporting delinquencies, which considers a loan delinquent if a monthly payment has not been received by the end of the day immediately preceding the loan’s next due date. All other loans use a method of reporting delinquencies, which considers a loan delinquent if a monthly payment has not been received by the close of business on the loan’s next due date.
	As a general policy, residential first mortgages, home equity loans and installment loans are classified as non-accrual when loan payments are 90 days contractually past due. Credit cards and unsecured revolving loans generally accrue interest until payments are 180 days past due. Home equity loans in regulated bank entities are classified as non-accrual if the related residential first mortgage is 90 days or more past due. Mortgage loans in regulated bank entities discharged through Chapter 7 bankruptcy, other than Federal Housing Administration (FHA)-insured loans, are classified as non-accrual. Commercial market loans are placed on a cash (non-accrual) basis when it is determined, based on actual experience and a forward-looking assessment of the collectability of the loan in full, that the payment of interest or principal is doubtful or when interest or principal is 90 days past due.
	The policy for re-aging modified U.S. consumer loans to current status varies by product. Generally, one of the conditions to qualify for these modifications is that a minimum number of payments (typically ranging from one to three) be made. Upon modification, the loan is re-aged to current status. However, re-aging practices for certain open-ended consumer loans, such as credit cards, are governed by Federal Financial Institutions Examination Council (FFIEC) guidelines. For open-ended consumer loans subject to FFIEC guidelines, one of the conditions for the loan to be re-aged to current status is that at least three consecutive minimum monthly payments, or the equivalent amount, must be received. In addition, under FFIEC guidelines, the number of times that such a loan can be re-aged is subject to limitations (generally once in 12 months and twice in five years). Furthermore, FHA and Department of Veterans Affairs (VA) loans are modified under those respective agencies’ guidelines and payments are not always required in order to re-age a modified loan to current.
	The following tables provide details on Citigroup’s consumer loan delinquency and non-accrual loans as of March 31, 2015 and December 31, 2014:
	Consumer Loan Delinquency and Non-Accrual Details at March 31, 2015
	In millions of dollars	Total			30-89 days			≥ 90 days			Past due			Total			Total		90 days past due
		current(1)(2)			past due(3)			past due(3)			government			loans(2)			non-accrual		and accruing
											guaranteed(4)
	In North America offices
	Residential first mortgages	$	59,466		$	1,005		$	1,172		$	2,652		$	64,295		$	2,768	$	2,285
	Home equity loans(5)	26,339			281			505			—			27,125			1,273		—
	Credit cards	103,587			1,170			1,198			—			105,955			—		1,198
	Installment and other	4,158			60			39			—			4,257			30		3
	Commercial market loans	8,516			54			14			—			8,584			116		11
	Total	$	202,066		$	2,570		$	2,928		$	2,652		$	210,216		$	4,187	$	3,497
	In offices outside North America
	Residential first mortgages	$	41,663		$	304		$	197		$	—		$	42,164		$	434	$	—
	Home equity loans(5)	—			—			—			—			—			—		—
	Credit cards	27,457			567			488			—			28,512			347		307
	Installment and other	30,575			334			144			—			31,053			200		—
	Commercial market loans	29,255			75			186			—			29,516			396		—
	Total	$	128,950		$	1,280		$	1,015		$	—		$	131,245		$	1,377	$	307
	Total GCB and Citi Holdings Consumer	$	331,016		$	3,850		$	3,943		$	2,652		$	341,461		$	5,564	$	3,804
	Other(6)	227			9			9			—			245			29		—
	Total Citigroup	$	331,243		$	3,859		$	3,952		$	2,652		$	341,706		$	5,593	$	3,804
	-1	Loans less than 30 days past due are presented as current.
	-2	Includes $38 million of residential first mortgages recorded at fair value.
	-3	Excludes loans guaranteed by U.S. government-sponsored entities.
	-4	Consists of residential first mortgages that are guaranteed by U.S. government-sponsored entities that are 30–89 days past due of $0.4 billion and 90 days past due of $2.3 billion.
	-5	Fixed-rate home equity loans and loans extended under home equity lines of credit, which are typically in junior lien positions.
	-6	Represents loans classified as Consumer loans on the Consolidated Balance Sheet that are not included in the Citi Holdings Consumer credit metrics.
	Consumer Loan Delinquency and Non-Accrual Details at December 31, 2014
	In millions of dollars	Total			30-89 days			≥ 90 days			Past due			Total			Total		90 days past due
		current(1)(2)			past due(3)			past due(3)			government			loans(2)			non-accrual		and accruing
											guaranteed(4)
	In North America offices
	Residential first mortgages	$	61,730		$	1,280		$	1,371		$	3,443		$	67,824		$	2,746	$	2,759
Home equity loans(5)	27,262			335			520			—			28,117			1,271		—
Credit cards	111,441			1,316			1,271			—			114,028			—		1,273
Installment and other	12,361			229			284			—			12,874			254		3
Commercial market loans	8,630			31			13			—			8,674			135		15
Total	$	221,424		$	3,191		$	3,459		$	3,443		$	231,517		$	4,406	$	4,050
In offices outside North America
Residential first mortgages	$	44,782		$	312		$	223		$	—		$	45,317		$	454	$	—
Home equity loans(5)	—			—			—			—			—			—		—
Credit cards	30,327			602			553			—			31,482			413		322
Installment and other	29,297			328			149			—			29,774			216		—
Commercial market loans	31,280			86			255			—			31,621			405		—
Total	$	135,686		$	1,328		$	1,180		$	—		$	138,194		$	1,488	$	322
Total GCB and Citi Holdings	$	357,110		$	4,519		$	4,639		$	3,443		$	369,711		$	5,894	$	4,372
Other	238			10			11			—			259			30		—
Total Citigroup	$	357,348		$	4,529		$	4,650		$	3,443		$	369,970		$	5,924	$	4,372
-1	Loans less than 30 days past due are presented as current.
-2	Includes $43 million of residential first mortgages recorded at fair value.
-3	Excludes loans guaranteed by U.S. government-sponsored entities.
-4	Consists of residential first mortgages that are guaranteed by U.S. government-sponsored entities that are 30–89 days past due of $0.6 billion and 90 days past due of $2.8 billion.
-5	Fixed-rate home equity loans and loans extended under home equity lines of credit, which are typically in junior lien positions.
Consumer Credit Scores (FICO)
In the U.S., independent credit agencies rate an individual’s risk for assuming debt based on the individual’s credit history and assign every consumer a “FICO” (Fair Isaac Corporation) credit score. These scores are continually updated by the agencies based upon an individual’s credit actions (e.g., taking out a loan or missed or late payments).
The following tables provide details on the FICO scores attributable to Citi’s U.S. consumer loan portfolio as of March 31, 2015 and December 31, 2014 (commercial market loans are not included in the table since they are business-based and FICO scores are not a primary driver in their credit evaluation). FICO scores are updated monthly for substantially all of the portfolio or, otherwise, on a quarterly basis, for the remaining portfolio.
FICO score distribution in U.S. portfolio(1)(2)	31-Mar-15
In millions of dollars	Less than			≥ 620 but less			Equal to or
	620			than 660			greater
							than 660
Residential first mortgages	$	8,071		$	4,981		$	45,207
Home equity loans	3,124			2,367			20,271
Credit cards	7,558			9,935			85,779
Installment and other	324			248			2,576
Total	$	19,077		$	17,531		$	153,833
-1	Excludes loans guaranteed by U.S. government entities, loans subject to long-term standby commitments (LTSCs) with U.S. government-sponsored entities and loans recorded at fair value.
-2	Excludes balances where FICO was not available. Such amounts are not material.
FICO score distribution in U.S. portfolio(1)(2)	31-Dec-14
In millions of dollars	Less than			≥ 620 but less			Equal to or
	620			than 660			greater
							than 660
Residential first mortgages	$	8,911		$	5,463		$	45,783
Home equity loans	3,257			2,456			20,957
Credit cards	7,647			10,296			92,877
Installment and other	4,015			2,520			5,150
Total	$	23,830		$	20,735		$	164,767
-1	Excludes loans guaranteed by U.S. government entities, loans subject to LTSCs with U.S. government-sponsored entities and loans recorded at fair value.
-2	Excludes balances where FICO was not available. Such amounts are not material.
Loan to Value (LTV) Ratios
LTV ratios (loan balance divided by appraised value) are calculated at origination and updated by applying market price data.
The following tables provide details on the LTV ratios attributable to Citi’s U.S. consumer mortgage portfolios as of March 31, 2015 and December 31, 2014. LTV ratios are updated monthly using the most recent Core Logic Home Price Index data available for substantially all of the portfolio applied at the Metropolitan Statistical Area level, if available, or the state level if not. The remainder of the portfolio is updated in a similar manner using the Federal Housing Finance Agency indices.
LTV distribution in U.S. portfolio(1)(2)	31-Mar-15
In millions of dollars	Less than or			> 80% but less			Greater
	equal to 80%			than or equal to			than
				100%			100%
Residential first mortgages	$	47,303		$	8,619		$	2,464
Home equity loans	14,330			6,729			4,588
Total	$	61,633		$	15,348		$	7,052
-1	Excludes loans guaranteed by U.S. government entities, loans subject to LTSCs with U.S. government-sponsored entities and loans recorded at fair value.
-2	Excludes balances where LTV was not available. Such amounts are not material.
LTV distribution in U.S. portfolio(1)(2)	31-Dec-14
In millions of dollars	Less than or			> 80% but less			Greater
	equal to 80%			than or equal to			than
				100%			100%
Residential first mortgages	$	48,163		$	9,480		$	2,670
Home equity loans	14,638			7,267			4,641
Total	$	62,801		$	16,747		$	7,311
-1	Excludes loans guaranteed by U.S. government entities, loans subject to LTSCs with U.S. government-sponsored entities and loans recorded at fair value.
-2	Excludes balances where LTV was not available. Such amounts are not material.
Impaired Consumer Loans
Impaired loans are those loans where Citigroup believes it is probable all amounts due according to the original contractual terms of the loan will not be collected. Impaired consumer loans include non-accrual commercial market loans, as well as smaller-balance homogeneous loans whose terms have been modified due to the borrower’s financial difficulties and where Citigroup has granted a concession to the borrower. These modifications may include interest rate reductions and/or principal forgiveness. Impaired consumer loans exclude smaller-balance homogeneous loans that have not been modified and are carried on a non-accrual basis.
The following tables present information about total impaired consumer loans at and for the periods ended March 31, 2015 and December 31, 2014, respectively, and for the three months ended March 31, 2015 and 2014 for interest income recognized on impaired consumer loans:
													Three months ended March 31,
	Balance at March 31, 2015												2015			2014
In millions of dollars	Recorded			Unpaid			Related			Average			Interest income			Interest income
	investment(1)(2)			principal balance			specific allowance(3)			carrying value(4)			recognized(5)			recognized(5)
Mortgage and real estate
Residential first mortgages	$	10,636		$	11,388		$	1,531		$	13,847		$	141		$	184
Home equity loans	1,961			2,607			597			2,034			17			19
Credit cards	2,249			2,288			805			2,517			44			51
Installment and other
Individual installment and other	432			459			260			834			9			34
Commercial market loans	396			617			121			385			3			11
Total	$	15,674		$	17,359		$	3,314		$	19,617		$	214		$	299
-1	Recorded investment in a loan includes net deferred loan fees and costs, unamortized premium or discount and direct write-downs and includes accrued interest only on credit card loans.
-2	$1,656 million of residential first mortgages, $533 million of home equity loans and $150 million of commercial market loans do not have a specific allowance.
(3) Included in the Allowance for loan losses.
(4) Average carrying value represents the average recorded investment ending balance for the last four quarters and does not include the related specific allowance.
(5) Includes amounts recognized on both an accrual and cash basis.
	Balance at December 31, 2014
In millions of dollars	Recorded			Unpaid			Related			Average
	investment(1)(2)			principal balance			specific allowance(3)			carrying value(4)
Mortgage and real estate
Residential first mortgages	$	13,551		$	14,387		$	1,909		$	15,389
Home equity loans	2,029			2,674			599			2,075
Credit cards	2,407			2,447			849			2,732
Installment and other
Individual installment and other	948			963			450			975
Commercial market loans	423			599			110			381
Total	$	19,358		$	21,070		$	3,917		$	21,552
-1	Recorded investment in a loan includes net deferred loan fees and costs, unamortized premium or discount and direct write-downs and includes accrued interest only on credit card loans.
-2	$1,896 million of residential first mortgages, $554 million of home equity loans and $158 million of commercial market loans do not have a specific allowance.
-3	Included in the Allowance for loan losses.
-4	Average carrying value represents the average recorded investment ending balance for last four quarters and does not include the related specific allowance.
Consumer Troubled Debt Restructurings
The following tables present consumer TDRs occurring during the three months ended March 31, 2015 and 2014:
	At and for the three months ended March 31, 2015
In millions of dollars except number of loans modified	Number of		Post-			Deferred			Contingent			Principal			Average
	loans modified		modification			principal(3)			principal			forgiveness(5)			interest rate
			recorded						forgiveness(4)						reduction
			investment(1)(2)
North America
Residential first mortgages	3,093		$	407		$	4		$	2		$	8		1	%
Home equity loans	1,258		46			—			—			1			2
Credit cards	50,310		211			—			—			—			16
Installment and other revolving	984		9			—			—			—			12
Commercial markets(6)	57		11			—			—			—			—
Total(7)	55,702		$	684		$	4		$	2		$	9
International
Residential first mortgages	869		$	21		$	—		$	—		$	—		—	%
Home equity loans	14		3			—			—			—			—
Credit cards	40,431		98			—			—			2			13
Installment and other revolving	15,947		69			—			—			2			5
Commercial markets(6)	83		28			—			—			—			3
Total(7)	57,344		$	219		$	—		$	—		$	4
	At and for the three months ended March 31, 2014
In millions of dollars except number of loans modified	Number of		Post-			Deferred			Contingent			Principal			Average
	loans modified		modification			principal(3)			principal			forgiveness(5)			interest rate
			recorded						forgiveness(4)						reduction
			investment(1)(8)
North America
Residential first mortgages	5,779		$	685		$	17		$	11		$	3		1	%
Home equity loans	2,319		84			1			—			9			2
Credit cards	44,976		199			—			—			—			15
Installment and other revolving	13,836		101			—			—			—			7
Commercial markets(6)	38		13			—			—			—			—
Total(7)	66,948		$	1,082		$	18		$	11		$	12
International
Residential first mortgages	546		$	22		$	—		$	—		$	—		1	%
Home equity loans	32		5			—			—			—			—
Credit cards	37,106		121			—			—			2			14
Installment and other revolving	14,862		74			—			—			1			7
Commercial markets(6)	96		93			—			—			—			—
Total(7)	52,642		$	315		$	—		$	—		$	3
-1	Post-modification balances include past due amounts that are capitalized at the modification date.
-2	Post-modification balances in North America include $66 million of residential first mortgages and $15 million of home equity loans to borrowers who have gone through Chapter 7 bankruptcy in the three months ended March 31, 2015. These amounts include $38 million of residential first mortgages and $12 million of home equity loans that were newly classified as TDRs in the three months ended March 31, 2015 as a result of OCC guidance, as described above.
-3	Represents portion of contractual loan principal that is non-interest bearing but still due from the borrower. Such deferred principal is charged off at the time of permanent modification to the extent that the related loan balance exceeds the underlying collateral value.
-4	Represents portion of contractual loan principal that is non-interest bearing and, depending upon borrower performance, eligible for forgiveness.
-5	Represents portion of contractual loan principal that was forgiven at the time of permanent modification.
(6) Commercial markets loans are generally borrower-specific modifications and incorporate changes in the amount and/or timing of principal and/or interest.
(7) The above tables reflect activity for loans outstanding as of the end of the reporting period that were considered TDRs.
(8) Post-modification balances in North America include $91 million of residential first mortgages and $22 million of home equity loans to borrowers who have gone through Chapter 7 bankruptcy in the three months ended March 31, 2014. These amounts include $57 million of residential first mortgages and $19 million of home equity loans that were newly classified as TDRs in the three months ended March 31, 2014 as a result of OCC guidance, as described above.
The following table presents consumer TDRs that defaulted during the three months ended March 31, 2015 and 2014, respectively, for which the payment default occurred within one year of a permanent modification. Default is defined as 60 days past due, except for classifiably managed commercial markets loans, where default is defined as 90 days past due.
	Three Months Ended March 31,
In millions of dollars	2015			2014
North America
Residential first mortgages	$	110		$	245
Home equity loans	11			23
Credit cards	43			51
Installment and other revolving	2			21
Commercial markets	2			6
Total	$	168		$	346
International
Residential first mortgages	$	6		$	6
Home equity loans	—			—
Credit cards	35			63
Installment and other revolving	23			27
Commercial markets	11			5
Total	$	75		$	101
Corporate Loans
Corporate loans represent loans and leases managed by the Institutional Clients Group in Citicorp or, to a much lesser extent, in Citi Holdings. The following table presents information by corporate loan type as of March 31, 2015 and December 31, 2014:
In millions of dollars	March 31,			December 31,
	2015			2014
Corporate
In U.S. offices
Commercial and industrial	$	37,537		$	35,055
Financial institutions	36,054			36,272
Mortgage and real estate(1)	33,145			32,537
Installment, revolving credit and other	29,267			29,207
Lease financing	1,755			1,758
	$	137,758		$	134,829
In offices outside the U.S.
Commercial and industrial	$	81,426		$	79,239
Financial institutions	32,210			33,269
Mortgage and real estate(1)	6,311			6,031
Installment, revolving credit and other	19,687			19,259
Lease financing	322			356
Governments and official institutions	2,174			2,236
	$	142,130		$	140,390
Total Corporate loans	$	279,888		$	275,219
Net unearned income	(540		)	(554		)
Corporate loans, net of unearned income	$	279,348		$	274,665
-1	Loans secured primarily by real estate.
The Company sold and/or reclassified (to held-for-sale) $0.6 billion and $1.1 billion of corporate loans during the three months ended March 31, 2015 and 2014, respectively. The Company did not have significant purchases of corporate loans classified as held-for-investment for the three months ended March 31, 2015 or 2014.
Corporate loans are identified as impaired and placed on a cash (non-accrual) basis when it is determined, based on actual experience and a forward-looking assessment of the collectability of the loan in full, that the payment of interest or principal is doubtful or when interest or principal is 90 days past due, except when the loan is well collateralized and in the process of collection. Any interest accrued on impaired corporate loans and leases is reversed at 90 days and charged against current earnings, and interest is thereafter included in earnings only to the extent actually received in cash. When there is doubt regarding the ultimate collectability of principal, all cash receipts are thereafter applied to reduce the recorded investment in the loan. While corporate loans are generally managed based on their internally assigned risk rating (see further discussion below), the following tables present delinquency information by corporate loan type as of March 31, 2015 and December 31, 2014.
Corporate Loan Delinquency and Non-Accrual Details at March 31, 2015
In millions of dollars	30-89 days			≥ 90 days			Total past due			Total			Total			Total
	past due			past due and			and accruing			non-accrual(2)			current(3)			loans (4)
	and accruing(1)			accruing(1)
Commercial and industrial	$	541		$	1		$	542		$	592		$	113,098		$	114,232
Financial institutions	95			—			95			239			66,350			66,684
Mortgage and real estate	132			—			132			246			38,981			39,359
Leases	—			1			1			49			2,027			2,077
Other	89			4			93			35			50,286			50,414
Loans at fair value																6,537
Purchased Distressed Loans																45
Total	$	857		$	6		$	863		$	1,161		$	270,742		$	279,348
-1	Corporate loans that are 90 days past due are generally classified as non-accrual. Corporate loans are considered past due when principal or interest is contractually due but unpaid.
-2	Citi generally does not manage corporate loans on a delinquency basis. Non-accrual loans generally include those loans that are ≥ 90 days past due or those loans for which Citi believes, based on actual experience and a forward-looking assessment of the collectability of the loan in full, that the payment of interest or principal is doubtful.
-3	Corporate loans are past due when principal or interest is contractually due but unpaid. Loans less than 30 days past due are presented as current.
-4	Total loans include loans at fair value, which are not included in the various delinquency columns.
Corporate Loan Delinquency and Non-Accrual Details at December 31, 2014
In millions of dollars	30-89 days			≥ 90 days			Total past due			Total			Total			Total
	past due			past due and			and accruing			non-accrual(2)			current(3)			loans (4)
	and accruing(1)			accruing(1)
Commercial and industrial	$	50		$	—		$	50		$	575		$	109,764		$	110,389
Financial institutions	2			—			2			250			67,580			67,832
Mortgage and real estate	86			—			86			252			38,135			38,473
Leases	—			—			—			51			2,062			2,113
Other	49			1			50			55			49,844			49,949
Loans at fair value																5,858
Purchased Distressed Loans																51
Total	$	187		$	1		$	188		$	1,183		$	267,385		$	274,665
-1	Corporate loans that are 90 days past due are generally classified as non-accrual. Corporate loans are considered past due when principal or interest is contractually due but unpaid.
-2	Citi generally does not manage corporate loans on a delinquency basis. Non-accrual loans generally include those loans that are ≥ 90 days past due or those loans for which Citi believes, based on actual experience and a forward-looking assessment of the collectability of the loan in full, that the payment of interest or principal is doubtful.
-3	Corporate loans are past due when principal or interest is contractually due but unpaid. Loans less than 30 days past due are presented as current.
-4	Total loans include loans at fair value, which are not included in the various delinquency columns.
Citigroup has a risk management process to monitor, evaluate and manage the principal risks associated with its corporate loan portfolio. As part of its risk management process, Citi assigns numeric risk ratings to its corporate loan facilities based on quantitative and qualitative assessments of the obligor and facility. These risk ratings are reviewed at least annually or more often if material events related to the obligor or facility warrant. Factors considered in assigning the risk ratings include financial condition of the obligor, qualitative assessment of management and strategy, amount and sources of repayment, amount and type of collateral and guarantee arrangements, amount and type of any contingencies associated with the obligor, and the obligor’s industry and geography.
The obligor risk ratings are defined by ranges of default probabilities. The facility risk ratings are defined by ranges of loss norms, which are the product of the probability of default and the loss given default. The investment grade rating categories are similar to the category BBB-/Baa3 and above as defined by S&P and Moody’s. Loans classified according to the bank regulatory definitions as special mention, substandard and doubtful will have risk ratings within the non-investment grade categories.
Corporate Loans Credit Quality Indicators at March 31, 2015 and December 31, 2014
	Recorded investment in loans(1)
In millions of dollars	March 31, 2015			December 31,
				2014
Investment grade(2)
Commercial and industrial	$	83,405		$	80,812
Financial institutions	55,902			56,154
Mortgage and real estate	17,049			16,068
Leases	1,650			1,669
Other	46,334			46,284
Total investment grade	$	204,340		$	200,987
Non-investment grade(2)
Accrual
Commercial and industrial	$	30,234		$	29,003
Financial institutions	10,543			11,429
Mortgage and real estate	3,115			3,587
Leases	378			393
Other	4,045			3,609
Non-accrual
Commercial and industrial	592			575
Financial institutions	239			250
Mortgage and real estate	246			252
Leases	49			51
Other	35			55
Total non-investment grade	$	49,476		$	49,204
Private bank loans managed on a delinquency basis (2)	$	18,995		$	18,616
Loans at fair value	6,537			5,858
Corporate loans, net of unearned income	$	279,348		$	274,665
-1	Recorded investment in a loan includes net deferred loan fees and costs, unamortized premium or discount, less any direct write-downs.
-2	Held-for-investment loans are accounted for on an amortized cost basis.
Corporate loans and leases identified as impaired and placed on non-accrual status are written down to the extent that principal is judged to be uncollectible. Impaired collateral-dependent loans and leases, where repayment is expected to be provided solely by the sale of the underlying collateral and there are no other available and reliable sources of repayment, are written down to the lower of cost or collateral value, less cost to sell. Cash-basis loans are returned to an accrual status when all contractual principal and interest amounts are reasonably assured of repayment and there is a sustained period of repayment performance, generally six months, in accordance with the contractual terms of the loan.
The following tables present non-accrual loan information by Corporate loan type at March 31, 2015 and December 31, 2014 and interest income recognized on non-accrual Corporate loans for the three months ended March 31, 2015 and 2014, respectively:
Non-Accrual Corporate Loans
	At and for the three months ended March 31, 2015
In millions of dollars	Recorded			Unpaid			Related specific			Average			Interest income
	investment(1)			principal balance			allowance			carrying value(2)			recognized
Non-accrual corporate loans
Commercial and industrial	$	592		$	933		$	167		$	630		$	—
Financial institutions	239			252			9			253			—
Mortgage and real estate	246			282			18			244			1
Lease financing	49			49			29			50			—
Other	35			154			12			52			—
Total non-accrual corporate loans	$	1,161		$	1,670		$	235		$	1,229		$	1
	At December 31, 2014												Three months ended March 31, 2014
In millions of dollars	Recorded			Unpaid			Related specific			Average			Interest income
	investment(1)			principal balance			allowance			carrying value(2)			recognized
Non-accrual corporate loans
Commercial and industrial	$	575		$	863		$	155		$	658		$	5
Financial institutions	250			262			7			278			4
Mortgage and real estate	252			287			24			263			1
Lease financing	51			53			29			85			—
Other	55			68			21			60			—
Total non-accrual corporate loans	$	1,183		$	1,533		$	236		$	1,344		$	10
	31-Mar-15						31-Dec-14
In millions of dollars	Recorded			Related specific			Recorded			Related specific
	investment(1)			allowance			investment(1)			allowance
Non-accrual corporate loans with valuation allowances
Commercial and industrial	$	297		$	167		$	224		$	155
Financial institutions	45			9			37			7
Mortgage and real estate	66			18			70			24
Lease financing	47			29			47			29
Other	34			12			55			21
Total non-accrual corporate loans with specific allowance	$	489		$	235		$	433		$	236
Non-accrual corporate loans without specific allowance
Commercial and industrial	$	295					$	351
Financial institutions	194						213
Mortgage and real estate	180						182
Lease financing	2						4
Other	1						—
Total non-accrual corporate loans without specific allowance	$	672		N/A			$	750		N/A
-1	Recorded investment in a loan includes net deferred loan fees and costs, unamortized premium or discount, less any direct write-downs.
-2	Average carrying value represents the average recorded investment balance and does not include related specific allowance.
N/A Not Applicable
Corporate Troubled Debt Restructurings
The following table presents corporate TDR activity at and for the three months ended March 31, 2015.
In millions of dollars	Carrying			TDRs			TDRs			TDRs
	Value			involving changes			involving changes			involving changes
				in the amount			in the amount			in the amount
				and/or timing of			and/or timing of			and/or timing of
				principal payments(1)			interest payments(2)			both principal and
										interest payments
Commercial and industrial	$	—		$	—		$	—		$	—
Financial institutions	—			—			—			—
Mortgage and real estate	1			1			—			—
Other	—			—			—			—
Total	$	1		$	1		$	—		$	—
-1	TDRs involving changes in the amount or timing of principal payments may involve principal forgiveness or deferral of periodic and/or final principal payments. Because forgiveness of principal is rare for commercial loans, modifications typically have little to no impact on the loans’ projected cash flows and thus little to no impact on the allowance established for the loan.  Charge-offs for amounts deemed uncollectable may be recorded at the time of the restructuring or may have already been recorded in prior periods such that no charge-off is required at the time of the modification.
-2	TDRs involving changes in the amount or timing of interest payments may involve a below-market interest rate.
The following table presents corporate TDR activity at and for the three months ended March 31, 2014.
In millions of dollars	Carrying			TDRs			TDRs			TDRs
	Value			involving changes			involving changes			involving changes
				in the amount			in the amount			in the amount
				and/or timing of			and/or timing of			and/or timing of
				principal payments(1)			interest payments(2)			both principal and
										interest payments
Commercial and industrial	$	40		$	23		$	17		$	—
Financial institutions	—			—			—			—
Mortgage and real estate	4			4			—			—
Other	—			—			—			—
Total	$	44		$	27		$	17		$	—
-1	TDRs involving changes in the amount or timing of principal payments may involve principal forgiveness or deferral of periodic and/or final principal payments. Because forgiveness of principal is rare for commercial loans, modifications typically have little to no impact on the loans’ projected cash flows and thus little to no impact on the allowance established for the loan.  Charge-offs for amounts deemed uncollectable may be recorded at the time of the restructuring or may have already been recorded in prior periods such that no charge-off is required at the time of the modification.
-2	TDRs involving changes in the amount or timing of interest payments may involve a below-market interest rate.
The following table presents total Corporate loans modified in a TDR at March 31, 2015 and 2014, as well as those TDRs that defaulted during the three months ended March 31, 2015 and 2014 and for which the payment default occurred within one year of a permanent modification. Default is defined as 60 days past due, except for classifiably managed commercial markets loans, where default is defined as 90 days past due.
In millions of dollars	TDR balances at			TDR loans in payment default during the three months ended			TDR balances at			TDR loans in payment default during the year ended
	31-Mar-15			31-Mar-15			31-Mar-14			31-Mar-14
Commercial and industrial	$	88		$	—		$	182		$	—
Loans to financial institutions	—			—			—			—
Mortgage and real estate	105			—			147			—
Other	336			—			410			—
Total	$	529		$	—		$	739		$	—

ALLOWANCE_FOR_CREDIT_LOSSES

ALLOWANCE FOR CREDIT LOSSES	3 Months Ended
	Mar. 31, 2015
Loans and Leases Receivable, Allowance [Abstract]
ALLOWANCE FOR CREDIT LOSSES	ALLOWANCE FOR CREDIT LOSSES
		Three Months Ended March 31,
	In millions of dollars	2015			2014
	Allowance for loan losses at beginning of period	$	15,994		$	19,648
	Gross credit losses	(2,458		)	(2,983		)
	Gross recoveries (1)	501			544
	Net credit losses (NCLs)	$	(1,957	)	$	(2,439	)
	NCLs	$	1,957		$	2,439
	Net reserve releases	(91		)	(560		)
	Net specific reserve releases	(111		)	(86		)
	Total provision for credit losses	$	1,755		$	1,793
	Other, net (2)	(1,194		)	(79		)
	Allowance for loan losses at end of period	$	14,598		$	18,923
	Allowance for credit losses on unfunded lending commitments at beginning of period	$	1,063		$	1,229
	Provision (release) for unfunded lending commitments	(37		)	(27		)
	Other, net	(3		)	—
	Allowance for credit losses on unfunded lending commitments at end of period (3)	$	1,023		$	1,202
	Total allowance for loans, leases, and unfunded lending commitments	$	15,621		$	20,125
	-1	Recoveries have been reduced by certain collection costs that are incurred only if collection efforts are successful.
	-2	The first quarter of 2015 includes a reduction of approximately $1.0 billion related to the sale or transfers to HFS of various loan portfolios, including a reduction of $281 million related to a transfer of a real estate loan portfolio to HFS. Additionally, the first quarter of 2015 includes a reduction of approximately $145 million related to FX translation. The first quarter of 2014 includes a reduction of approximately $79 million related to the sale or transfers to HFS of various loan portfolios.
	-3	Represents additional credit loss reserves for unfunded lending commitments and letters of credit recorded in Other liabilities on the Consolidated Balance Sheet.
	Allowance for Credit Losses and Investment in Loans
		Three Months Ended
		31-Mar-15									31-Mar-14
	In millions of dollars	Corporate			Consumer			Total			Corporate			Consumer			Total
	Allowance for loan losses at beginning of period	$	2,389		$	13,605		$	15,994		$	2,584		$	17,064		$	19,648
	Charge-offs	(23		)	(2,435		)	(2,458		)	(174		)	(2,809		)	(2,983		)
	Recoveries	32			469			501			29			515			544
	Replenishment of net charge-offs	(9		)	1,966			1,957			145			2,294			2,439
	Net reserve build (releases)	100			(191		)	(91		)	(101		)	(459		)	(560		)
	Net specific reserve build (releases)	3			(114		)	(111		)	(10		)	(76		)	(86		)
	Other	(16		)	(1,178		)	(1,194		)	(1		)	(78		)	(79		)
	Ending balance	$	2,476		$	12,122		$	14,598		$	2,472		$	16,451		$	18,923
		31-Mar-15									31-Dec-14
	In millions of dollars	Corporate			Consumer			Total			Corporate			Consumer			Total
	Allowance for loan losses
	Determined in accordance with ASC 450	$	2,201		$	8,793		$	10,994		$	2,110		$	9,673		$	11,783
	Determined in accordance with ASC 310-10-35	236			3,314			3,550			235			3,917			4,152
	Determined in accordance with ASC 310-30	39			15			54			44			15			59
	Total allowance for loan losses	$	2,476		$	12,122		$	14,598		$	2,389		$	13,605		$	15,994
	Loans, net of unearned income
	Loans collectively evaluated for impairment in accordance with ASC 450	$	271,335		$	325,641		$	596,976		$	267,271		$	350,199		$	617,470
	Loans individually evaluated for impairment in accordance with ASC 310-10-35	1,431			15,674			17,105			1,485			19,358			20,843
	Loans acquired with deteriorated credit quality in accordance with ASC 310-30	45			353			398			51			370			421
	Loans held at fair value	6,537			38			6,575			5,858			43			5,901
	Total loans, net of unearned income	$	279,348		$	341,706		$	621,054		$	274,665		$	369,970		$	644,635

GOODWILL_AND_INTANGIBLE_ASSETS

GOODWILL AND INTANGIBLE ASSETS	3 Months Ended
	Mar. 31, 2015
Goodwill and Intangible Assets Disclosure [Abstract]
GOODWILL AND INTANGIBLE ASSETS	GOODWILL AND INTANGIBLE ASSETS
	Goodwill
	The changes in Goodwill during the three months ended March 31, 2015 were as follows:
	In millions of dollars
	Balance at December 31, 2014	$	23,592
	Foreign exchange translation and other	$	(312	)
	Impairment of goodwill	(16		)
	Divestitures, purchase accounting adjustments and other	(114		)
	Balance at March 31, 2015	$	23,150
	The goodwill impairment testing process, including the
	methodology and assumptions used to estimate the fair value of the reporting units, is disclosed in more detail in Note 1 of Citigroup’s 2014 Annual Report on Form 10-K.
	As previously discussed, effective January 1, 2015, certain consumer banking and institutional businesses were transferred to Citi Holdings and aggregated to form five new reporting units: Citi Holdings Consumer EMEA, Citi Holdings—Consumer Latin America, Citi Holdings—Consumer Japan, Citi Holdings—Consumer Finance South Korea, and Citi Holdings—ICG.  Goodwill balances associated with the transfers were allocated to each of the component businesses based on their relative fair values to the legacy reporting units.
	As required by ASC 350, a goodwill impairment test was performed as of January 1, 2015 under the legacy and new reporting structures. The test resulted in full impairment of the new Citi Holdings—Consumer Finance South Korea reporting unit's $16 million goodwill, which was recorded as an operating expense in the first quarter of 2015.
	There were no other triggering events during the first
	quarter of 2015 and therefore no additional goodwill impairment test was performed. The fair values of the Company’s reporting units as of July 1, 2014 and January 1,
	2015, substantially exceeded their carrying values and did not indicate a risk of impairment based on current valuations, with the exception of the Citi Holdings—Consumer EMEA reporting unit.
	While there was no indication of impairment, goodwill present in Citi Holdings—Consumer EMEA reporting unit may be particularly sensitive to further deterioration in economic conditions. The fair value as a percentage of allocated book value as of the January 1, 2015 test for Citi Holdings—Consumer EMEA reporting unit was 107%.
	The following table shows reporting units with goodwill balances as of March 31, 2015.
	In millions of dollars
	Reporting Unit(1)(2)	Goodwill
	North America Global Consumer Banking	$	6,725
	EMEA Global Consumer Banking	293
	Asia Global Consumer Banking	4,626
	Latin America Global Consumer Banking	1,465
	Banking	3,372
	Markets and Securities Services	6,569
	Latin America Retirement Services(3)	—
	Citi Holdings—Consumer EMEA	23
	Citi Holdings—Consumer Japan (4)	—
	Citi Holdings—Consumer Latin America	77
	Total	$	23,150
	-1	Citi Holdings—Other and Citi Holdings—ICG are excluded from the table as there is no goodwill allocated to them.
	-2	Citi Holdings—Consumer Finance South Korea is excluded from the table as the allocated goodwill of $16 million was fully-impaired during the first quarter of 2015.
	-3	Latin America Retirement Services goodwill of $42 million was reclassified to Other assets held-for-sale as of March 31, 2015.
	-4	Citi Holdings—Consumer Japan goodwill of $61 million was
	reclassified to Other assets held-for-sale as of March 31, 2015.
	Intangible Assets
	The components of intangible assets as of March 31, 2015 and December 31, 2014 were as follows:
		31-Mar-15									31-Dec-14
	In millions of dollars	Gross			Accumulated			Net			Gross			Accumulated			Net
		carrying			amortization			carrying			carrying			amortization			carrying
		amount						amount			amount						amount
	Purchased credit card relationships	$	7,618		$	6,355		$	1,263		$	7,626		$	6,294		$	1,332
	Core deposit intangibles	1,122			1,006			116			1,153			1,021			132
	Other customer relationships	518			335			183			579			331			248
	Present value of future profits	163			156			7			233			154			79
	Indefinite-lived intangible assets	281			—			281			290			—			290
	Other(1)	5,167			2,773			2,394			5,217			2,732			2,485
	Intangible assets (excluding MSRs)	$	14,869		$	10,625		$	4,244		$	15,098		$	10,532		$	4,566
	Mortgage servicing rights (MSRs) (2)	1,685			—			1,685			1,845			—			1,845
	Total intangible assets	$	16,554		$	10,625		$	5,929		$	16,943		$	10,532		$	6,411
	-1	Includes contract-related intangible assets.
	-2	For additional information on Citi’s MSRs, including the roll-forward for the three months ended March 31, 2015, see Note 20 to the Consolidated Financial Statements.
	The changes in intangible assets during the three months ended March 31, 2015 were as follows:
		Net carrying															Net carrying
		amount at															amount at
	In millions of dollars	31-Dec-14			Acquisitions/			Amortization			Impairments			FX and			31-Mar-15
					divestitures									other (1)
	Purchased credit card relationships	$	1,332		$	—		$	(68	)	$	—		$	(1	)	$	1,263
	Core deposit intangibles	132			—			(11		)	—			(5		)	116
	Other customer relationships	248			(55		)	(6		)	—			(4		)	183
	Present value of future profits	79			(68		)	(3		)	—			(1		)	7
	Indefinite-lived intangible assets	290			—			—			—			(9		)	281
	Other	2,485			—			(81		)	(5		)	(5		)	2,394
Intangible assets (excluding MSRs)	$	4,566		$	(123	)	$	(169	)	$	(5	)	$	(25	)	$	4,244
Mortgage servicing rights (MSRs) (2)	1,845															1,685
Total intangible assets	$	6,411														$	5,929
-1	Includes foreign exchange translation and purchase accounting adjustments.
-2	For additional information on Citi’s MSRs, including the roll-forward for the three months ended March 31, 2015, see Note 20 to the Consolidated Financial Statements.

DEBT

DEBT	3 Months Ended
	Mar. 31, 2015
Debt Disclosure [Abstract]
DEBT	DEBT
	Short-Term Borrowings
		March 31,		December 31,
		2015		2014
	In millions of dollars	Balance		Balance
	Commercial paper
	Significant Citibank entities(1)	$	10,906	$	16,085
	Parent(2)	70		70
	Total Commercial paper	$	10,976	$	16,155
	Other borrowings (3)	$	28,429	$	42,180
	Total	$	39,405	$	58,335
	-1	Significant Citibank entities consist of Citibank, N.A. units domiciled in the U.S., Western Europe, Hong Kong and Singapore.
	-2	Parent includes the parent holding company (Citigroup Inc.) and Citi’s broker-dealer subsidiaries that are consolidated into Citigroup.
	-3	Includes borrowings from the Federal Home Loan Banks and other market participants. At March 31, 2015 and December 31, 2014, collateralized short-term advances from the Federal Home Loan Banks were $2.0 billion and $11.2 billion, respectively.
	Borrowings under bank lines of credit may be at interest rates based on LIBOR, CD rates, the prime rate or bids submitted by the banks. Citigroup pays commitment fees for its lines of credit.
	Some of Citigroup’s non-bank subsidiaries have credit facilities with Citigroup’s subsidiary depository institutions, including Citibank, N.A. Borrowings under these facilities are secured in accordance with Section 23A of the Federal Reserve Act.
	Citigroup Global Markets Holdings Inc. (CGMHI) has borrowing agreements consisting of facilities that CGMHI has been advised are available, but where no contractual lending obligation exists. These arrangements are reviewed on an ongoing basis to ensure flexibility in meeting CGMHI’s short-term requirements.
	Long-Term Debt
	In millions of dollars	31-Mar-15		31-Dec-14
	Citigroup Inc.(1)	$	147,627	$	149,512
	Bank(2)	58,699		65,146
	Broker-dealer(3)	4,196		8,422
	Total	$	210,522	$	223,080
	-1	Parent holding company, Citigroup Inc.
	-2	Represents the Significant Citibank entities as well as other Citibank and Banamex entities. At March 31, 2015 and December 31, 2014, collateralized long-term advances from the Federal Home Loan Banks were $16.3 billion and $19.8 billion, respectively.
	-3	Represents broker-dealer subsidiaries that are consolidated into Citigroup Inc., the parent holding company.
	Long-term debt outstanding includes trust preferred securities with a balance sheet carrying value of $1.7 billion at both March 31, 2015 and December 31, 2014 (for the structure and terms of Citi’s trust preferred securities, see Note 20 to the Consolidated Financial Statements).
	The following table summarizes the Company’s outstanding trust preferred securities at March 31, 2015:
									Junior subordinated debentures owned by trust
	Trust	Issuance	Securities	Liquidation		Coupon		Common	Amount		Maturity	Redeemable
		date	issued	value(1)		rate(2)		shares				by issuer
								issued				beginning
								to parent
	In millions of dollars, except share amounts
	Citigroup Capital III	Dec. 1996	194,053	$	194	7.625	%	6,003	$	200	Dec. 1, 2036	Not redeemable
	Citigroup Capital XIII	Sept. 2010	89,840,000	2,246		7.875		1,000	2,246		Oct. 30, 2040	Oct. 30, 2015
	Citigroup Capital XVIII	Jun-07	99,901	149		6.829		50	148		June 28, 2067	June 28, 2017
	Total obligated			$	2,589				$	2,594
	Note: Distributions on the trust preferred securities and interest on the subordinated debentures are payable semiannually for Citigroup Capital III and Citigroup Capital XVIII and quarterly for Citigroup Capital XIII.
	-1	Represents the notional value received by investors from the trusts at the time of issuance.
	-2	In each case, the coupon rate on the subordinated debentures is the same as that on the trust preferred securities.

CHANGES_IN_ACCUMULATED_OTHER_C

CHANGES IN ACCUMULATED OTHER COMPREHENSIVE INCOME (LOSS)	3 Months Ended
	Mar. 31, 2015
Comprehensive Income (Loss), Net of Tax, Attributable to Parent [Abstract]
CHANGES IN ACCUMULATED OTHER COMPREHENSIVE INCOME (LOSS)	CHANGES IN ACCUMULATED OTHER COMPREHENSIVE INCOME (LOSS)
	Changes in each component of Citigroup’s Accumulated other comprehensive income (loss) for the three months ended March 31, 2015 and 2014 are as follows:
	In millions of dollars	Net			Cash flow hedges (1)			Benefit plans (2)			Foreign			Accumulated
		unrealized									currency			other
		gains (losses)									translation			comprehensive income (loss)
		on investment securities									adjustment,
											net of hedges (CTA)(3)
	Balance, December 31, 2014	$	57		$	(909	)	$	(5,159	)	$	(17,205	)	$	(23,216	)
	Other comprehensive income (losses) before reclassifications	$	742		$	32		$	(131	)	$	(2,062	)	$	(1,419	)
	Increase (decrease) due to amounts reclassified from AOCI	(151		)	54			41			—			(56		)
	Change, net of taxes	$	591		$	86		$	(90	)	$	(2,062	)	$	(1,475	)
	Balance at March 31, 2015	$	648		$	(823	)	$	(5,249	)	$	(19,267	)	$	(24,691	)
	In millions of dollars	Net			Cash flow hedges (1)			Benefit plans (2)			Foreign			Accumulated
		unrealized									currency			other
		gains (losses)									translation			comprehensive income (loss)
		on investment securities									adjustment,
											net of hedges (CTA)(3)(4)
	Balance, December 31, 2013	$	(1,640	)	$	(1,245	)	$	(3,989	)	$	(12,259	)	$	(19,133	)
	Other comprehensive income before reclassifications	$	378		$	46		$	(62	)	$	(526	)	$	(164	)
	Increase (decrease) due to amounts reclassified from AOCI	50			72			29			—			151
	Change, net of taxes	$	428		$	118		$	(33	)	$	(526	)	$	(13	)
	Balance at March 31, 2014	$	(1,212	)	$	(1,127	)	$	(4,022	)	$	(12,785	)	$	(19,146	)
	-1	Primarily driven by Citigroup’s pay fixed/receive floating interest rate swap programs that hedge the floating rates on liabilities.
	-2	Primarily reflects adjustments based on the quarterly actuarial valuations of the Company’s significant pension and postretirement plans, annual actuarial valuations of all other plans, and amortization of amounts previously recognized in other comprehensive income.
	-3	Primarily reflects the movements in (by order of impact) the euro, Mexican peso, British pound, and Brazilian real against the U.S. dollar, and changes in related tax effects and hedges for the three months ended March 31, 2015. Primarily reflects the movements in (by order of impact) the Russian ruble, Argentine peso, Korean won, and Japanese yen against the U.S. dollar, and changes in related tax effects and hedges for the three months ended March 31, 2014.
	-4	During 2014, $137 million ($84 million net of tax) was reclassified to reflect the allocation of foreign currency translation between net unrealized gains (losses) on investment securities to CTA.
	The pretax and after-tax changes in each component of Accumulated other comprehensive income (loss) for the three months ended March 31, 2015 and 2014 are as follows:
	In millions of dollars	Pretax			Tax effect			After-tax
	Balance, December 31, 2014	$	(31,060	)	$	7,844		$	(23,216	)
	Change in net unrealized gains (losses) on investment securities	1,048			(457		)	591
	Cash flow hedges	156			(70		)	86
	Benefit plans	(121		)	31			(90		)
	Foreign currency translation adjustment	(2,302		)	240			(2,062		)
	Change	$	(1,219	)	$	(256	)	$	(1,475	)
	Balance, March 31, 2015	$	(32,279	)	$	7,588		$	(24,691	)
	In millions of dollars	Pretax			Tax effect			After-tax
	Balance, December 31, 2013	$	(27,596	)	$	8,463		$	(19,133	)
	Change in net unrealized gains (losses) on investment securities	703			(275		)	428
	Cash flow hedges	181			(63		)	118
	Benefit plans	(55		)	22			(33		)
	Foreign currency translation adjustment	(530		)	4			(526		)
	Change	$	299		$	(312	)	$	(13	)
	Balance, March 31, 2014	$	(27,297	)	$	8,151		$	(19,146	)
	During the three months ended March 31, 2015 and 2014, the Company recognized a pretax gain of $(85) million ($(56) million net of tax) and pretax loss of $237 million ($151 million net of tax), respectively, related to amounts reclassified out of Accumulated other comprehensive income (loss) into the Consolidated Statement of Income. See details in the table below:
		Increase (decrease) in AOCI due to amounts reclassified to Consolidated Statement of Income
	In millions of dollars	Three Months Ended March 31,
		2015			2014
	Realized (gains) losses on sales of investments	$	(307	)	$	(128	)
	OTTI gross impairment losses	72			201
	Subtotal, pretax	$	(235	)	$	73
	Tax effect	84			(23		)
	Net realized (gains) losses on investment securities, after-tax(1)	$	(151	)	$	50
	Interest rate contracts	$	46		$	61
	Foreign exchange contracts	40			56
	Subtotal, pretax	$	86		$	117
	Tax effect	(32		)	(45		)
	Amortization of cash flow hedges, after-tax(2)	$	54		$	72
	Amortization of unrecognized
	Prior service cost (benefit)	$	(11	)	$	(9	)
	Net actuarial loss	75			56
	Subtotal, pretax	$	64		$	47
	Tax effect	(23		)	(18		)
	Amortization of benefit plans, after-tax(3)	$	41		$	29
	Foreign currency translation adjustment	$	—		$	—
Total amounts reclassified out of AOCI, pretax	$	(85	)	$	237
Total tax effect	29			(86		)
Total amounts reclassified out of AOCI, after-tax	$	(56	)	$	151
-1	The pretax amount is reclassified to Realized gains (losses) on sales of investments, net and Gross impairment losses on the Consolidated Statement of Income. See Note 13 to the Consolidated Financial Statements for additional details.
-2	See Note 21 to the Consolidated Financial Statements for additional details.
-3	See Notes 1 and 8 to the Consolidated Financial Statements for additional details.

PREFERRED_STOCK

PREFERRED STOCK	3 Months Ended
	Mar. 31, 2015
Stockholders' Equity Note [Abstract]
PREFERRED STOCK	PREFERRED STOCK
	The following table summarizes the Company’s preferred stock outstanding at March 31, 2015 and December 31, 2014:
									Carrying value
									in millions of dollars
		Issuance date	Redeemable by issuer beginning	Dividend		Redemption		Number	March 31,		December 31,
				rate		price per depositary		of depositary	2015		2014
						share/preference share		shares
	Series AA(1)	25-Jan-08	15-Feb-18	8.125	%	$	25	3,870,330	$	97	$	97
	Series E(2)	28-Apr-08	30-Apr-18	8.4	%	1,000		121,254	121		121
	Series A(3)	29-Oct-12	30-Jan-23	5.95	%	1,000		1,500,000	1,500		1,500
	Series B(4)	13-Dec-12	15-Feb-23	5.9	%	1,000		750,000	750		750
	Series C(5)	26-Mar-13	22-Apr-18	5.8	%	25		23,000,000	575		575
	Series D(6)	30-Apr-13	15-May-23	5.35	%	1,000		1,250,000	1,250		1,250
	Series J(7)	19-Sep-13	30-Sep-23	7.125	%	25		38,000,000	950		950
	Series K(8)	31-Oct-13	15-Nov-23	6.875	%	25		59,800,000	1,495		1,495
	Series L(9)	12-Feb-14	12-Feb-19	6.875	%	25		19,200,000	480		480
	Series M(10)	30-Apr-14	15-May-24	6.3	%	1,000		1,750,000	1,750		1,750
	Series N(11)	29-Oct-14	15-Nov-19	5.8	%	1,000		1,500,000	1,500		1,500
	Series O(12)	20-Mar-15	27-Mar-20	5.875	%	1,000		1,500,000	1,500		—
									$	11,968	$	10,468
	-1	Issued as depositary shares, each representing a 1/1,000th interest in a share of the corresponding series of non-cumulative perpetual preferred stock. Dividends are payable quarterly on February 15, May 15, August 15 and November 15 when, as and if declared by the Citi Board of Directors.
	-2	Issued as depositary shares, each representing a 1/25th interest in a share of the corresponding series of non-cumulative perpetual preferred stock. Dividends are payable semi-annually on April 30 and October 30 at a fixed rate until April 30, 2018, thereafter payable quarterly on January 30, April 30, July 30 and October 30 at a floating rate, in each case when, as and if declared by the Citi Board of Directors.
	-3	Issued as depositary shares, each representing a 1/25th interest in a share of the corresponding series of non-cumulative perpetual preferred stock. Dividends are payable semi-annually on January 30 and July 30 at a fixed rate until January 30, 2023, thereafter payable quarterly on January 30, April 30, July 30 and October 30 at a floating rate, in each case when, as and if declared by the Citi Board of Directors.
	-4	Issued as depositary shares, each representing a 1/25th interest in a share of the corresponding series of non-cumulative perpetual preferred stock. Dividends are payable semi-annually on February 15 and August 15 at a fixed rate until February 15, 2023, thereafter payable quarterly on February 15, May 15, August 15 and November 15 at a floating rate, in `each case when, as and if declared by the Citi Board of Directors.
	-5	Issued as depositary shares, each representing a 1/1,000th interest in a share of the corresponding series of non-cumulative perpetual preferred stock. Dividends are payable quarterly on January 22, April 22, July 22 and October 22 when, as and if declared by the Citi Board of Directors.
	-6	Issued as depositary shares, each representing a 1/25th interest in a share of the corresponding series of non-cumulative perpetual preferred stock. Dividends are payable semi-annually on May 15 and November 15 at a fixed rate until May 15, 2023, thereafter payable quarterly on February 15, May 15, August 15 and November 15 at a floating rate, in each case when, as and if declared by the Citi Board of Directors.
	-7	Issued as depositary shares, each representing a 1/1,000th interest in a share of the corresponding series of non-cumulative perpetual preferred stock. Dividends are payable quarterly on March 30, June 30, September 30 and December 30 at a fixed rate until September 30, 2023, thereafter payable quarterly on the same dates at a floating rate, in each case when, as and if declared by the Citi Board of Directors.
	-8	Issued as depositary shares, each representing a 1/1,000th interest in a share of the corresponding series of non-cumulative perpetual preferred stock. Dividends are payable quarterly on February 15, May 15, August 15 and November 15 at a fixed rate until November 15, 2023, thereafter payable quarterly on the same dates at a floating rate, in each case when, as and if declared by the Citi Board of Directors.
	-9	Issued as depositary shares, each representing a 1/1,000th interest in a share of the corresponding series of non-cumulative perpetual preferred stock. Dividends are payable quarterly on February 12, May 12, August 12 and November 12 at a fixed rate, in each case when, as and if declared by the Citi Board of Directors.
	-10	Issued as depositary shares, each representing a 1/25th interest in a share of the corresponding series of non-cumulative perpetual preferred stock. Dividends are payable semi-annually on May 15 and November 15 at a fixed rate until May 15, 2024, thereafter payable quarterly on February 15, May 15, August 15, and November 15 at a floating rate, in each case when, as and if declared by the Citi Board of Directors.
	-11	Issued as depositary shares, each representing a 1/25th interest in a share of the corresponding series of non-cumulative perpetual preferred stock. Dividends are payable semi-annually on May 15 and November 15 at a fixed rate until, but excluding, November 15, 2019, and thereafter payable quarterly on February 15, May 15, August 15 and November 15 at a floating rate, in each case when, as and if declared by the Citi Board of Directors.
	-12	Issued as depositary shares, each representing a 1/25th interest in a share of the corresponding series of non-cumulative perpetual preferred stock. Dividends are payable semi-annually on March 27 and September 27 at a fixed rate until, but excluding, March 27, 2020, and thereafter payable quarterly on March 27, June 27, September 27 and December 27 at a floating rate, in each case when, as and if declared by the Citi Board of Directors.
	On April 24, 2015, Citi issued $2 billion of Series P Preferred Stock as depositary shares, each representing 1/25th interest in a share of corresponding series of non-cumulative perpetual preferred stock. The dividend rate is 5.950%, payable semi-annually on May 15 and November 15, commencing November 15, 2015, in each case when, as and if declared by the Citi Board of Directors.
	During the first quarter of 2015, Citi distributed $128 million in dividends on its outstanding preferred stock. Based on its preferred stock outstanding as of April 24, 2015 (which includes the issuance of Series P Preferred Stock), Citi estimates that it will distribute preferred dividends of approximately $641 million during the remainder of 2015, in each case assuming such dividends are approved by the Citi Board of Directors.

SECURITIZATIONS_AND_VARIABLE_I

SECURITIZATIONS AND VARIABLE INTEREST ENTITIES	3 Months Ended
	Mar. 31, 2015
SECURITIZATIONS AND VARIABLE INTEREST ENTITIES
SECURITIZATIONS AND VARIABLE INTEREST ENTITIES	SECURITIZATIONS AND VARIABLE INTEREST ENTITIES
	Uses of Special Purpose Entities
	A special purpose entity (SPE) is an entity designed to fulfill a specific limited need of the company that organized it. The principal uses of SPEs by Citi are to obtain liquidity and favorable capital treatment by securitizing certain financial assets, to assist clients in securitizing their financial assets and to create investment products for clients. SPEs may be organized in various legal forms, including trusts, partnerships or corporations. In a securitization, the company transferring assets to an SPE converts all (or a portion) of those assets into cash before they would have been realized in the normal course of business through the SPE’s issuance of debt and equity instruments, certificates, commercial paper or other notes of indebtedness. These issuances are recorded on the balance sheet of the SPE, which may or may not be consolidated onto the balance sheet of the company that organized the SPE.
	Investors usually have recourse only to the assets in the SPE, but may also benefit from other credit enhancements, such as a collateral account, a line of credit or a liquidity facility, such as a liquidity put option or asset purchase agreement. Because of these enhancements, the SPE issuances typically obtain a more favorable credit rating than the transferor could obtain for its own debt issuances. This results in less expensive financing costs than unsecured debt. The SPE may also enter into derivative contracts in order to convert the yield or currency of the underlying assets to match the needs of the SPE investors or to limit or change the credit risk of the SPE. Citigroup may be the provider of certain credit enhancements as well as the counterparty to any related derivative contracts.
	Most of Citigroup’s SPEs are variable interest entities (VIEs), as described below.
	Variable Interest Entities
	VIEs are entities that have either a total equity investment that is insufficient to permit the entity to finance its activities without additional subordinated financial support, or whose equity investors lack the characteristics of a controlling financial interest (i.e., ability to make significant decisions through voting rights and a right to receive the expected residual returns of the entity or an obligation to absorb the expected losses of the entity). Investors that finance the VIE through debt or equity interests or other counterparties providing other forms of support, such as guarantees, subordinated fee arrangements or certain types of derivative contracts are variable interest holders in the entity.
	The variable interest holder, if any, that has a controlling financial interest in a VIE is deemed to be the primary beneficiary and must consolidate the VIE. Citigroup would be deemed to have a controlling financial interest and be the primary beneficiary if it has both of the following characteristics:
	•	power to direct the activities of the VIE that most significantly impact the entity’s economic performance; and
	•	an obligation to absorb losses of the entity that could potentially be significant to the VIE, or a right to receive benefits from the entity that could potentially be significant to the VIE.
	The Company must evaluate each VIE to understand the purpose and design of the entity, the role the Company had in the entity’s design and its involvement in the VIE’s ongoing activities. The Company then must evaluate which activities most significantly impact the economic performance of the VIE and who has the power to direct such activities.
	For those VIEs where the Company determines that it has the power to direct the activities that most significantly impact the VIE’s economic performance, the Company must then evaluate its economic interests, if any, and determine whether it could absorb losses or receive benefits that could potentially be significant to the VIE. When evaluating whether the Company has an obligation to absorb losses that could potentially be significant, it considers the maximum exposure to such loss without consideration of probability. Such obligations could be in various forms, including, but not limited to, debt and equity investments, guarantees, liquidity agreements and certain derivative contracts.
	In various other transactions, the Company may: (i) act as a derivative counterparty (for example, interest rate swap, cross-currency swap, or purchaser of credit protection under a credit default swap or total return swap where the Company pays the total return on certain assets to the SPE); (ii) act as underwriter or placement agent; (iii) provide administrative, trustee or other services; or (iv) make a market in debt securities or other instruments issued by VIEs. The Company generally considers such involvement, by itself, not to be variable interests and thus not an indicator of power or potentially significant benefits or losses.
	See Note 1 to the Consolidated Financial Statements for a discussion of impending changes to targeted areas of consolidation guidance.
	Citigroup’s involvement with consolidated and unconsolidated VIEs with which the Company holds significant variable interests or has continuing involvement through servicing a majority of the assets in a VIE, each as of March 31, 2015 and December 31, 2014, is presented below:
		As of March 31, 2015
											Maximum exposure to loss in significant unconsolidated VIEs (1)
											Funded exposures (2)				Unfunded exposures
	In millions of dollars	Total			Consolidated			Significant			Debt		Equity		Funding		Guarantees		Total
		involvement			VIE / SPE assets			unconsolidated			investments		investments		commitments		and
		with SPE						VIE assets (3)									derivatives
		assets
	Citicorp
	Credit card securitizations	$	55,367		$	55,367		$	—		$	—	$	—	$	—	$	—	$	—
	Mortgage securitizations (4)
	U.S. agency-sponsored	230,798			—			230,798			3,000		—		—		18		3,018
	Non-agency-sponsored	7,457			1,018			6,439			530		—		—		—		530
	Citi-administered asset-backed commercial paper conduits (ABCP)	28,807			28,807			—			—		—		—		—		—
	Collateralized debt obligations (CDOs)	3,027			—			3,027			38		—		—		—		38
	Collateralized loan obligations (CLOs)	14,782			—			14,782			1,917		—		—		—		1,917
	Asset-based financing	60,391			1,102			59,289			22,052		61		3,138		318		25,569
	Municipal securities tender option bond trusts (TOBs)	12,017			6,431			5,586			—		—		3,645		—		3,645
	Municipal investments	16,736			55			16,681			2,035		1,833		1,162		—		5,030
	Client intermediation	1,810			105			1,705			42		—		—		10		52
	Investment funds (5)	30,883			1,049			29,834			17		379		125		—		521
	Trust preferred securities	2,632			—			2,632			—		6		—		—		6
	Other	4,713			288			4,425			80		1,038		39		70		1,227
	Total	$	469,420		$	94,222		$	375,198		$	29,711	$	3,317	$	8,109	$	416	$	41,553
	Citi Holdings
	Credit card securitizations	$	254		$	54		$	200		$	—	$	—	$	—	$	—	$	—
	Mortgage securitizations
	U.S. agency-sponsored	23,286			—			23,286			110		—		—		88		198
	Non-agency-sponsored	9,246			63			9,183			18		—		—		1		19
	Collateralized debt obligations (CDOs)	2,126			—			2,126			156		—		—		85		241
	Collateralized loan obligations (CLOs)	834			—			834			37		—		—		—		37
	Asset-based financing	1,167			2			1,165			39		3		81		—		123
	Municipal investments	6,838			—			6,838			2		168		888		—		1,058
	Investment funds	507			—			507			—		—		—		—		—
	Other	4,203			4,203			—			—		—		—		—		—
	Total	$	48,461		$	4,322		$	44,139		$	362	$	171	$	969	$	174	$	1,676
	Total Citigroup	$	517,881		$	98,544		$	419,337		$	30,073	$	3,488	$	9,078	$	590	$	43,229
	(1)    The definition of maximum exposure to loss is included in the text that follows this table.
	-2	Included on Citigroup’s March 31, 2015 Consolidated Balance Sheet.
	-3	A significant unconsolidated VIE is an entity where the Company has any variable interest or continuing involvement considered to be significant, regardless of the likelihood of loss or the notional amount of exposure.
	-4	Citicorp mortgage securitizations also include agency and non-agency (private-label) re-securitization activities. These SPEs are not consolidated. See “Re-securitizations” below for further discussion.
	(5) Substantially all of the unconsolidated investment funds’ assets are related to retirement funds in Mexico managed by Citi. See “Investment Funds” below for further discussion.
		As of December 31, 2014
											Maximum exposure to loss in significant unconsolidated VIEs (1)
											Funded exposures (2)				Unfunded exposures
	In millions of dollars	Total			Consolidated			Significant			Debt		Equity		Funding		Guarantees		Total
		involvement			VIE / SPE assets			unconsolidated			investments		investments		commitments		and
		with SPE						VIE assets (3)									derivatives
		assets
	Citicorp
Credit card securitizations	$	60,211		$	60,211		$	—		$	—	$	—	$	—	$	—	$	—
Mortgage securitizations (4)
U.S. agency-sponsored	236,771			—			236,771			5,063		—		—		19		5,082
Non-agency-sponsored	8,071			1,239			6,832			560		—		—		—		560
Citi-administered asset-backed commercial paper conduits (ABCP)	29,181			29,181			—			—		—		—		—		—
Collateralized debt obligations (CDOs)	3,382			—			3,382			45		—		—		—		45
Collateralized loan obligations (CLOs)	13,099			—			13,099			1,692		—		—		—		1,692
Asset-based financing	62,577			1,149			61,428			22,891		63		2,185		333		25,472
Municipal securities tender option bond trusts (TOBs)	12,280			6,671			5,609			3		—		3,670		—		3,673
Municipal investments	16,825			70			16,755			2,012		2,021		1,321		—		5,354
Client intermediation	1,745			137			1,608			10		—		—		10		20
Investment funds (5)	31,474			1,096			30,378			16		382		124		—		522
Trust preferred securities	2,633			—			2,633			—		6		—		—		6
Other	5,685			296			5,389			183		1,451		23		73		1,730
Total	$	483,934		$	100,050		$	383,884		$	32,475	$	3,923	$	7,323	$	435	$	44,156
Citi Holdings
Credit card securitizations	$	292		$	60		$	232		$	—	$	—	$	—	$	—	$	—
Mortgage securitizations
U.S. agency-sponsored	28,077			—			28,077			150		—		—		91		241
Non-agency-sponsored	9,817			65			9,752			17		—		—		1		18
Collateralized debt obligations (CDOs)	2,235			—			2,235			174		—		—		86		260
Collateralized loan obligations (CLOs)	1,020			—			1,020			54		—		—		—		54
Asset-based financing	1,323			2			1,321			37		3		86		—		126
Municipal investments	6,881			—			6,881			2		176		904		—		1,082
Investment funds	518			—			518			—		—		—		—		—
Other	2,613			2,613			—			—		—		—		—		—
Total	$	52,776		$	2,740		$	50,036		$	434	$	179	$	990	$	178	$	1,781
Total Citigroup	$	536,710		$	102,790		$	433,920		$	32,909	$	4,102	$	8,313	$	613	$	45,937
-1	The definition of maximum exposure to loss is included in the text that follows this table.
-2	Included on Citigroup’s December 31, 2014 Consolidated Balance Sheet.
-3	A significant unconsolidated VIE is an entity where the Company has any variable interest or continuing involvement considered to be significant, regardless of the likelihood of loss or the notional amount of exposure.
-4	Citicorp mortgage securitizations also include agency and non-agency (private-label) re-securitization activities. These SPEs are not consolidated. See “Re-securitizations” below for further discussion.
(5) Substantially all of the unconsolidated investment funds’ assets are related to retirement funds in Mexico managed by Citi. See “Investment Funds” below for further discussion.
The previous tables do not include:
•	certain venture capital investments made by some of the Company’s private equity subsidiaries, as the Company accounts for these investments in accordance with the Investment Company Audit Guide (codified in ASC 946);
•	certain limited partnerships that are investment funds that qualify for the deferral from the requirements of ASC 810 where the Company is the general partner and the limited partners have the right to replace the general partner or liquidate the funds;
•	certain investment funds for which the Company provides investment management services and personal estate trusts for which the Company provides administrative, trustee and/or investment management services;
•	VIEs structured by third parties where the Company holds securities in inventory, as these investments are made on arm’s-length terms;
•	certain positions in mortgage-backed and asset-backed securities held by the Company, which are classified as Trading account assets or Investments, where the Company has no other involvement with the related securitization entity deemed to be significant (for more information on these positions, see Notes 12 and 13 to the Consolidated Financial Statements);
•	certain representations and warranties exposures in legacy Securities and Banking-sponsored mortgage-backed and asset-backed securitizations, where the Company has no variable interest or continuing involvement as servicer. The outstanding balance of mortgage loans securitized during 2005 to 2008 where the Company has no variable interest or continuing involvement as servicer was approximately $14 billion at March 31, 2015 and December 31, 2014; and
•	certain representations and warranties exposures in Citigroup residential mortgage securitizations, where the original mortgage loan balances are no longer outstanding.
The asset balances for consolidated VIEs represent the carrying amounts of the assets consolidated by the Company. The carrying amount may represent the amortized cost or the current fair value of the assets depending on the legal form of the asset (e.g., security or loan) and the Company’s standard accounting policies for the asset type and line of business.
The asset balances for unconsolidated VIEs where the Company has significant involvement represent the most current information available to the Company. In most cases, the asset balances represent an amortized cost basis without regard to impairments in fair value, unless fair value information is readily available to the Company. For VIEs that obtain asset exposures synthetically through derivative instruments (for example, synthetic CDOs), the tables generally include the full original notional amount of the derivative as an asset balance.
The maximum funded exposure represents the balance sheet carrying amount of the Company’s investment in the VIE. It reflects the initial amount of cash invested in the VIE adjusted for any accrued interest and cash principal payments received. The carrying amount may also be adjusted for increases or declines in fair value or any impairment in value recognized in earnings. The maximum exposure of unfunded positions represents the remaining undrawn committed amount, including liquidity and credit facilities provided by the Company, or the notional amount of a derivative instrument considered to be a variable interest. In certain transactions, the Company has entered into derivative instruments or other arrangements that are not considered variable interests in the VIE (e.g., interest rate swaps, cross-currency swaps, or where the Company is the purchaser of credit protection under a credit default swap or total return swap where the Company pays the total return on certain assets to the SPE). Receivables under such arrangements are not included in the maximum exposure amounts.
Funding Commitments for Significant Unconsolidated VIEs—Liquidity Facilities and Loan Commitments
The following table presents the notional amount of liquidity facilities and loan commitments that are classified as funding commitments in the VIE tables above as of March 31, 2015 and December 31, 2014:
	March 31, 2015						December 31, 2014
	Liquidity			Loan			Liquidity			Loan
In millions of dollars	facilities			commitments			facilities			commitments
Citicorp
Asset-based financing	$	5		$	3,133		$	5		$	2,180
Municipal securities tender option bond trusts (TOBs)	3,645			—			3,670			—
Municipal investments	—			1,162			—			1,321
Investment funds	—			125			—			124
Other	—			39			—			23
Total Citicorp	$	3,650		$	4,459		$	3,675		$	3,648
Citi Holdings
Asset-based financing	$	—		$	81		$	—		$	86
Municipal investments	—			888			—			904
Total Citi Holdings	$	—		$	969		$	—		$	990
Total Citigroup funding commitments	$	3,650		$	5,428		$	3,675		$	4,638
Citicorp and Citi Holdings Consolidated VIEs
The Company engages in on-balance sheet securitizations, which are securitizations that do not qualify for sales treatment; thus, the assets remain on the Company’s balance sheet, and any proceeds received are recognized as secured liabilities. The consolidated VIEs included in the tables below represent hundreds of separate entities with which the Company is involved. In general, the third-party investors in the obligations of consolidated VIEs have legal recourse only to the assets of the respective VIEs and do not have such recourse to the Company, except where the Company has provided a guarantee to the investors or is the counterparty to certain derivative transactions involving the VIE. Thus, the
Company’s maximum legal exposure to loss related to consolidated VIEs is significantly less than the carrying value of the consolidated VIE assets due to outstanding third-party financing. Intercompany assets and liabilities are excluded from the table. All VIE assets are restricted from being sold or pledged as collateral. The cash flows from these assets are the only source used to pay down the associated liabilities, which are non-recourse to the Company’s general assets.
The following table presents the carrying amounts and classifications of consolidated assets that are collateral for consolidated VIE obligations as of March 31, 2015 and December 31, 2014:
	March 31, 2015									December 31, 2014
In billions of dollars	Citicorp			Citi Holdings			Citigroup			Citicorp		Citi Holdings		Citigroup
Cash	$	0.1		$	—		$	0.1		$	0.1	$	0.2	$	0.3
Trading account assets	0.6			—			0.6			0.7		—		0.7
Investments	7.6			—			7.6			8		—		8
Total loans, net	85.3			0.1			85.4			90.6		2.5		93.1
Other	0.6			4.2			4.8			0.6		—		0.6
Total assets	$	94.2		$	4.3		$	98.5		$	100	$	2.7	$	102.7
Short-term borrowings	$	17.2		$	—		$	17.2		$	22.7	$	—	$	22.7
Long-term debt	35.2			0.1			35.3			38.1		2		40.1
Other liabilities	0.7			3.3			4			0.8		0.1		0.9
Total liabilities	$	53.1		$	3.4		$	56.5		$	61.6	$	2.1	$	63.7
Citicorp and Citi Holdings Significant Interests in Unconsolidated VIEs—Balance Sheet Classification
The following table presents the carrying amounts and classification of significant variable interests in unconsolidated VIEs as of March 31, 2015 and December 31, 2014:
	March 31, 2015									December 31, 2014
In billions of dollars	Citicorp			Citi Holdings			Citigroup			Citicorp		Citi Holdings		Citigroup
Trading account assets	$	5.1		$	0.2		$	5.3		$	7.4	$	0.2	$	7.6
Investments	2.2			0.2			2.4			2.4		0.2		2.6
Total loans, net	24			0.1			24.1			24.9		0.1		25
Other	1.6			0.1			1.7			1.8		0.2		2
Total assets	$	32.9		$	0.6		$	33.5		$	36.5	$	0.7	$	37.2
Credit Card Securitizations
The Company securitizes credit card receivables through trusts established to purchase the receivables. Citigroup transfers receivables into the trusts on a non-recourse basis. Credit card securitizations are revolving securitizations; as customers pay their credit card balances, the cash proceeds are used to purchase new receivables and replenish the receivables in the trust.
Substantially all of the Company’s credit card securitization activity is through two trusts—Citibank Credit Card Master Trust (Master Trust) and the Citibank Omni Master Trust (Omni Trust), with the substantial majority through the Master Trust. These trusts are consolidated entities because, as servicer, Citigroup has the power to direct the activities that most significantly impact the economic performance of the trusts, Citigroup holds a seller’s interest and certain securities issued by the trusts, and also provides liquidity facilities to the trusts, which could result in potentially significant losses or benefits from the trusts. Accordingly, the transferred credit card receivables remain on Citi’s Consolidated Balance Sheet with no gain or loss recognized. The debt issued by the trusts to third parties is included on Citi’s Consolidated Balance Sheet.
The Company utilizes securitizations as one of the sources of funding for its business in North America. The following table reflects amounts related to the Company’s securitized credit card receivables as of March 31, 2015 and December 31, 2014:
	Citicorp						Citi Holdings
In billions of dollars	March 31,			December 31, 2014			March 31,			December 31, 2014
	2015						2015
Ownership interests in principal amount of trust credit card receivables
Sold to investors via trust-issued securities	$	34.4		$	37		$	—		$	—
Retained by Citigroup as trust-issued securities	9.5			10.1			—			—
Retained by Citigroup via non-certificated interests	12.6			14.2			—			—
Total ownership interests in principal amount of trust credit card receivables	$	56.5		$	61.3		$	—		$	—
Credit Card Securitizations—Citicorp
The following table summarizes selected cash flow information related to Citicorp’s credit card securitizations for the quarters ended March 31, 2015 and 2014:
	Three months ended March 31,
In billions of dollars	2015			2014
Proceeds from new securitizations	$	—		$	4.3
Pay down of maturing notes	(2.7		)	—
Credit Card Securitizations—Citi Holdings
The following table summarizes selected cash flow information related to Citi Holdings’ credit card securitizations for the quarters ended March 31, 2015 and 2014:
	Three months ended March 31,
In billions of dollars	2015			2014
Proceeds from new securitizations	$	—		$	0.1
Pay down of maturing notes	—			—
Managed Loans
After securitization of credit card receivables, the Company continues to maintain credit card customer account relationships and provides servicing for receivables transferred to the trusts. As a result, the Company considers the securitized credit card receivables to be part of the business it manages. As Citigroup consolidates the credit card trusts, all managed securitized card receivables are on-balance sheet.
Funding, Liquidity Facilities and Subordinated Interests
As noted above, Citigroup securitizes credit card receivables through two securitization trusts—Master Trust, which is part of Citicorp, and Omni Trust, which is also substantially all part of Citicorp. The liabilities of the trusts are included in the Consolidated Balance Sheet, excluding those retained by Citigroup.
The Master Trust issues fixed- and floating-rate term notes. Some of the term notes are issued to multi-seller commercial paper conduits. The weighted average maturity of the term notes issued by the Master Trust was 2.7 years as of March 31, 2015 and 2.8 years as of December 31, 2014.
Master Trust Liabilities (at par value)
In billions of dollars	31-Mar-15			Dec. 31, 2014
Term notes issued to third parties	$	33.1		$	35.7
Term notes retained by Citigroup affiliates	7.6			8.2
Total Master Trust liabilities	$	40.7		$	43.9
The Omni Trust issues fixed- and floating-rate term notes, some of which are purchased by multi-seller commercial paper conduits. The weighted average maturity of the third-party term notes issued by the Omni Trust was 1.6 years as of March 31, 2015 and 1.9 years as of December 31, 2014.
Omni Trust Liabilities (at par value)
In billions of dollars	31-Mar-15			Dec. 31, 2014
Term notes issued to third parties	$	1.3		$	1.3
Term notes retained by Citigroup affiliates	1.9			1.9
Total Omni Trust liabilities	$	3.2		$	3.2
Mortgage Securitizations
The Company provides a wide range of mortgage loan products to a diverse customer base. Once originated, the Company often securitizes these loans through the use of VIEs. These VIEs are funded through the issuance of trust certificates backed solely by the transferred assets. These certificates have the same life as the transferred assets. In addition to providing a source of liquidity and less expensive funding, securitizing these assets also reduces the Company’s credit exposure to the borrowers. These mortgage loan securitizations are primarily non-recourse, thereby effectively transferring the risk of future credit losses to the purchasers of the securities issued by the trust. However, the Company’s U.S. consumer mortgage business generally retains the servicing rights and in certain instances retains investment securities, interest-only strips and residual interests in future cash flows from the trusts and also provides servicing for a limited number of ICG securitizations.
The Company securitizes mortgage loans generally through either a government-sponsored agency, such as Ginnie Mae, Fannie Mae or Freddie Mac (U.S. agency-sponsored mortgages), or private-label (non-agency-sponsored mortgages) securitization. The Company is not the primary beneficiary of its U.S. agency-sponsored mortgage securitizations because Citigroup does not have the power to direct the activities of the VIE that most significantly impact the entity’s economic performance. Therefore, Citi does not consolidate these U.S. agency-sponsored mortgage securitizations.
The Company does not consolidate certain non-agency-sponsored mortgage securitizations because Citi is either not the servicer with the power to direct the significant activities of the entity or Citi is the servicer but the servicing relationship is deemed to be a fiduciary relationship; therefore, Citi is not deemed to be the primary beneficiary of the entity.
In certain instances, the Company has (i) the power to direct the activities and (ii) the obligation to either absorb losses or the right to receive benefits that could be potentially significant to its non-agency-sponsored mortgage securitizations and, therefore, is the primary beneficiary and thus consolidates the VIE.
Mortgage Securitizations—Citicorp
The following table summarizes selected cash flow information related to Citicorp mortgage securitizations for the quarters ended March 31, 2015 and 2014:
	2015						2014
In billions of dollars	U.S. agency-			Non-agency-			U.S. agency-			Non-agency-
	sponsored			sponsored			sponsored			sponsored
	mortgages			mortgages			mortgages			mortgages
Proceeds from new securitizations	$	5.5		$	3.6		$	7.1		$	1.6
Contractual servicing fees received	—			—			0.1			—
Cash flows received on retained interests and other net cash flows	—			—			—			—
During the first quarter of 2015, gains recognized on the securitization of U.S. agency-sponsored mortgages and non-agency sponsored mortgages were $20 million and $16 million, respectively.
Agency and non-agency securitization gains for the quarter ended March 31, 2014 were $6 million and $4 million, respectively.
Key assumptions used in measuring the fair value of retained interests at the date of sale or securitization of mortgage receivables for the quarters ended March 31, 2015 and 2014 were as follows:
	March 31, 2015
			Non-agency-sponsored mortgages (1)
	U.S. agency-		Senior		Subordinated
	sponsored mortgages		interests		interests
Discount rate	0.0% to 8.0%		2.8	%	0.0% to 4.4%
Weighted average discount rate	6.9	%	2.8	%	3	%
Constant prepayment rate	16.4% to 34.9%		0	%	0.0% to 3.3%
Weighted average constant prepayment rate	18.5	%	0	%	2.3	%
Anticipated net credit losses (2)	NM		40	%	0.0% to 55.9%
Weighted average anticipated net credit losses	NM		40	%	37.9	%
Weighted average life	3.5 to 5.6 years		9.7 years		0.0 to 12.2 years
	March 31, 2014
			Non-agency-sponsored mortgages (1)
	U.S. agency-		Senior		Subordinated
	sponsored mortgages		interests		interests
Discount rate	0.0% to 11.3%		1.4	%	4.9% to 9.1%
Weighted average discount rate	10.3	%	1.4	%	7.1	%
Constant prepayment rate	0.0% to 16.0%		0	%	6.1	%
Weighted average constant prepayment rate	4.7	%	0	%	6.1	%
Anticipated net credit losses (2)	NM		40	%	40.0% to 51.8%
Weighted average anticipated net credit losses	NM		40	%	50.7	%
Weighted average life	0.0 to 9.7 years		2.6 years		3.0 to 14.5 years
-1	Disclosure of non-agency-sponsored mortgages as senior and subordinated interests is indicative of the interests’ position in the capital structure of the securitization.
-2	Anticipated net credit losses represent estimated loss severity associated with defaulted mortgage loans underlying the mortgage securitizations disclosed above. Anticipated net credit losses, in this instance, do not represent total credit losses incurred to date, nor do they represent credit losses expected on retained interests in mortgage securitizations.
NM Not meaningful. Anticipated net credit losses are not meaningful due to U.S. agency guarantees.
The interests retained by the Company range from highly rated and/or senior in the capital structure to unrated and/or residual interests.
At March 31, 2015 and December 31, 2014, the key assumptions used to value retained interests, and the sensitivity of the fair value to adverse changes of 10% and 20% in each of the key assumptions, are set forth in the tables below. The negative effect of each change is calculated independently, holding all other assumptions constant. Because the key assumptions may not be independent, the net effect of simultaneous adverse changes in the key assumptions may be less than the sum of the individual effects shown below.
	March 31, 2015
			Non-agency-sponsored mortgages (1)
	U.S. agency-		Senior		Subordinated
	sponsored mortgages		interests		interests
Discount rate	0.0% to 20.9%		1.1% to 18.5%		2.2% to 19.5%
Weighted average discount rate	6.7	%	5.6	%	7.8	%
Constant prepayment rate	6.6% to 42.7%		2.6% to 100.0%		0.5% to 16.5%
Weighted average constant prepayment rate	16.8	%	16.1	%	6.4	%
Anticipated net credit losses (2)	NM		0.0% to 94.9%		37.8% to 91.4%
Weighted average anticipated net credit losses	NM		48.9	%	53.8	%
Weighted average life	0.5 to 17.8 years		0.3 to 13.2 years		0.5 to 25.1 years
	December 31, 2014
			Non-agency-sponsored mortgages (1)
	U.S. agency-		Senior		Subordinated
	sponsored mortgages		interests		interests
Discount rate	0.0% to 21.2%		1.1% to 17.7%		1.3% to 19.6%
Weighted average discount rate	8	%	4.9	%	8.2	%
Constant prepayment rate	6.0% to 41.4%		2.0% to 100.0%		0.5% to 16.2%
Weighted average constant prepayment rate	14.7	%	10.1	%	7.2	%
Anticipated net credit losses (2)	NM		0.0% to 92.4%		13.7% to 83.8%
Weighted average anticipated net credit losses	NM		54.6	%	52.5	%
Weighted average life	0.0 to 16.0 years		0.3 to 14.4 years		0.0 to 24.4 years
-1	Disclosure of non-agency-sponsored mortgages as senior and subordinated interests is indicative of the interests’ position in the capital structure of the securitization.
-2	Anticipated net credit losses represent estimated loss severity associated with defaulted mortgage loans underlying the mortgage securitizations disclosed above. Anticipated net credit losses, in this instance, do not represent total credit losses incurred to date, nor do they represent credit losses expected on retained interests in mortgage securitizations.
NM Not meaningful. Anticipated net credit losses are not meaningful due to U.S. agency guarantees.
				Non-agency-sponsored mortgages (1)
In millions of dollars at March 31, 2015	U.S. agency-			Senior			Subordinated
	sponsored mortgages			interests			interests
Carrying value of retained interests	$	2,078		$	234		$	556
Discount rates
Adverse change of 10%	$	(54	)	$	(5	)	$	(29	)
Adverse change of 20%	(105		)	(9		)	(55		)
Constant prepayment rate
Adverse change of 10%	(95		)	(1		)	(9		)
Adverse change of 20%	(181		)	(2		)	(18		)
Anticipated net credit losses
Adverse change of 10%	NM			(3		)	(9		)
Adverse change of 20%	NM			(4		)	(17		)
				Non-agency-sponsored mortgages (1)
In millions of dollars at December 31, 2014	U.S. agency-			Senior			Subordinated
	sponsored mortgages			interests			interests
Carrying value of retained interests	$	2,224		$	285		$	554
Discount rates
Adverse change of 10%	$	(64	)	$	(5	)	$	(30	)
Adverse change of 20%	(124		)	(9		)	(57		)
Constant prepayment rate
Adverse change of 10%	(86		)	(1		)	(9		)
Adverse change of 20%	(165		)	(2		)	(18		)
Anticipated net credit losses
Adverse change of 10%	NM			(2		)	(9		)
Adverse change of 20%	NM			(3		)	(16		)
-1	Disclosure of non-agency-sponsored mortgages as senior and subordinated interests is indicative of the interests’ position in the capital structure of the securitization.
NM Not meaningful. Anticipated net credit losses are not meaningful due to U.S. agency guarantees.
Mortgage Securitizations—Citi Holdings
The following table summarizes selected cash flow information related to Citi Holdings mortgage securitizations for the quarters ended March 31, 2015 and 2014:
	2015						2014
In billions of dollars	U.S. agency-			Non-agency-			U.S. agency-			Non-agency-
	sponsored			sponsored			sponsored			sponsored
	mortgages			mortgages			mortgages			mortgages
Proceeds from new securitizations	$	0.1		$	—		$	0.1		$	—
Contractual servicing fees received	0.1			—			—			—
Gains recognized on the securitization of U.S. agency-sponsored mortgages were $22 million and $8 million for the quarters ended March 31, 2015 and 2014, respectively.
The Company did not securitize non-agency-sponsored mortgages for the quarters ended March 31, 2015 and 2014.
Similar to Citicorp mortgage securitizations discussed above, the range in the key assumptions is due to the different characteristics of the interests retained by the Company. The interests retained range from highly rated and/or senior in the capital structure to unrated and/or residual interests.
At March 31, 2015 and December 31, 2014, the key assumptions used to value retained interests, and the sensitivity of the fair value to adverse changes of 10% and 20% in each of the key assumptions, are set forth in the tables below. The negative effect of each change is calculated independently, holding all other assumptions constant. Because the key assumptions may not in fact be independent, the net effect of simultaneous adverse changes in the key assumptions may be less than the sum of the individual effects shown below.
	March 31, 2015
			Non-agency-sponsored mortgages (1)
	U.S. agency-		Senior		Subordinated
	sponsored mortgages		interests		interests (2)
Discount rate	1.1% to 19.4%		40.1	%	—
Weighted average discount rate	8.2	%	40.1	%	—
Constant prepayment rate	15.1% to 23.6%		21.5	%	—
Weighted average constant prepayment rate	19.1	%	21.5	%	—
Anticipated net credit losses	NM		0.5	%	—
Weighted average anticipated net credit losses	NM		0.5	%	—
Weighted average life	4.2 to 4.7 years		4.4 years		—
	December 31, 2014
			Non-agency-sponsored mortgages (1)
	U.S. agency-		Senior		Subordinated
	sponsored mortgages		interests		interests (2)
Discount rate	1.9% to 19.2%		5.1% to 47.1%		—
Weighted average discount rate	13.7	%	36.3	%	—
Constant prepayment rate	20.4% to 32.3%		6.7% to 20.0%		—
Weighted average constant prepayment rate	23.9	%	16.6	%	—
Anticipated net credit losses	NM		0.3% to 73.7%		—
Weighted average anticipated net credit losses	NM		19.2	%	—
Weighted average life	3.3 to 4.6 years		3.9 to 6.4 years		—
-1	Disclosure of non-agency-sponsored mortgages as senior and subordinated interests is indicative of the interests’ position in the capital structure of the securitization.
-2	Citi Holdings held no subordinated interests in mortgage securitizations as of March 31, 2015 and December 31, 2014.
NM Not meaningful. Anticipated net credit losses are not meaningful due to U.S. agency guarantees.
				Non-agency-sponsored mortgages (1)
In millions of dollars at March 31, 2015	U.S. agency-			Senior			Subordinated
	sponsored mortgages			interests			interests
Carrying value of retained interests	$	110		$	15		$	—
Discount rates
Adverse change of 10%	$	(4	)	$	(1	)	$	—
Adverse change of 20%	(7		)	(1		)	—
Constant prepayment rate
Adverse change of 10%	(7		)	(2		)	—
Adverse change of 20%	(13		)	(5		)	—
Anticipated net credit losses
Adverse change of 10%	NM			(4		)	—
Adverse change of 20%	NM			(8		)	—
				Non-agency-sponsored mortgages (1)
In millions of dollars at December 31, 2014	U.S. agency-			Senior			Subordinated
	sponsored mortgages			interests			interests
Carrying value of retained interests	$	150		$	25		$	—
Discount rates
Adverse change of 10%	$	(5	)	$	(2	)	$	—
Adverse change of 20%	(10		)	(4		)	—
Constant prepayment rate
Adverse change of 10%	(7		)	(2		)	—
Adverse change of 20%	(14		)	(3		)	—
Anticipated net credit losses
Adverse change of 10%	NM			(4		)	—
Adverse change of 20%	NM			(7		)	—
-1	Disclosure of non-agency-sponsored mortgages as senior and subordinated interests is indicative of the interests’ position in the capital structure of the securitization.
NM Not meaningful. Anticipated net credit losses are not meaningful due to U.S. agency guarantees.
Mortgage Servicing Rights
In connection with the securitization of mortgage loans, the Company’s U.S. consumer mortgage business generally retains the servicing rights, which entitle the Company to a future stream of cash flows based on the outstanding principal balances of the loans and the contractual servicing fee. Failure to service the loans in accordance with contractual requirements may lead to a termination of the servicing rights and the loss of future servicing fees.
These transactions create an intangible asset referred to as mortgage servicing rights (MSRs), which are recorded at fair value on Citi’s Consolidated Balance Sheet. The fair value of Citi’s capitalized MSRs was $1.7 billion and $2.6 billion at March 31, 2015 and 2014, respectively. Of these amounts, approximately $1.6 billion and $2.1 billion, respectively, were specific to Citicorp, with the remainder to Citi Holdings. The MSRs correspond to principal loan balances of $216 billion and $273 billion as of March 31, 2015 and 2014, respectively. The following table summarizes the changes in capitalized MSRs for the quarters ended March 31, 2015 and 2014:
In millions of dollars	2015			2014
Balance, beginning of year	$	1,845		$	2,718
Originations	43			50
Changes in fair value of MSRs due to changes in inputs and assumptions	(71		)	(84		)
Other changes (1)	(100		)	(126		)
Sale of MSRs (2)	(32		)	28
Balance, as of March 31	$	1,685		$	2,586
-1	Represents changes due to customer payments and passage of time.
-2	Prior period’s amount is related to a sale of credit challenged MSRs for which Citi paid the new servicer.
The fair value of the MSRs is primarily affected by changes in prepayments of mortgages that result from shifts in mortgage interest rates. Specifically, higher interest rates tend to lead to declining prepayments, which causes the fair value of the MSRs to increase. In managing this risk, the Company economically hedges a significant portion of the value of its MSRs through the use of interest rate derivative contracts, forward purchase and sale commitments of mortgage-backed securities and purchased securities classified as Trading account assets.
The Company receives fees during the course of servicing previously securitized mortgages. The amounts of these fees for the quarters ended March 31, 2015 and 2014 were as follows:
In millions of dollars	2015			2014
Servicing fees	$	140		$	170
Late fees	4			10
Ancillary fees	7			20
Total MSR fees	$	151		$	200
These fees are classified in the Consolidated Statement of Income as Other revenue.
Re-securitizations
The Company engages in re-securitization transactions in which debt securities are transferred to a VIE in exchange for new beneficial interests. During the quarters ended March 31, 2015 and 2014, Citi transferred non-agency (private-label) securities with an original par value of approximately $454 million and $138 million, respectively, to re-securitization entities. These securities are backed by either residential or commercial mortgages and are often structured on behalf of clients.
As of March 31, 2015, the fair value of Citi-retained interests in private-label re-securitization transactions structured by Citi totaled approximately $528 million (including $56 million related to re-securitization transactions executed in 2015), which has been recorded in Trading account assets. Of this amount, approximately $206 million was related to senior beneficial interests and approximately $322 million was related to subordinated beneficial interests. As of December 31, 2014, the fair value of Citi-retained interests in private-label re-securitization transactions structured by Citi totaled approximately $545 million (including $194 million related to re-securitization transactions executed in 2014). Of this amount, approximately $133 million was related to senior beneficial interests, and approximately $412 million was related to subordinated beneficial interests. The original par value of private-label re-securitization transactions in which Citi holds a retained interest as of March 31, 2015 and December 31, 2014 was approximately $5.3 billion and $5.1 billion, respectively.
The Company also re-securitizes U.S. government-agency guaranteed mortgage-backed (agency) securities. During the quarters ended March 31, 2015 and 2014, Citi transferred agency securities with a fair value of approximately $4.3 billion and $6.4 billion, respectively, to re-securitization entities.
As of March 31, 2015, the fair value of Citi-retained interests in agency re-securitization transactions structured by Citi totaled approximately $1.4 billion (including $667 million related to re-securitization transactions executed in 2015) compared to $1.8 billion as of December 31, 2014 (including $1.5 billion related to re-securitization transactions executed in 2014), which is recorded in Trading account assets. The original fair value of agency re-securitization transactions in which Citi holds a retained interest as of March 31, 2015 and December 31, 2014 was approximately $70.2 billion and $73.0 billion, respectively.
As of March 31, 2015 and December 31, 2014, the Company did not consolidate any private-label or agency re-securitization entities.
Citi-Administered Asset-Backed Commercial Paper Conduits
The Company is active in the asset-backed commercial paper conduit business as administrator of several multi-seller commercial paper conduits and also as a service provider to single-seller and other commercial paper conduits sponsored by third parties.
Citi’s multi-seller commercial paper conduits are designed to provide the Company’s clients access to low-cost funding in the commercial paper markets. The conduits purchase assets from or provide financing facilities to clients and are funded by issuing commercial paper to third-party investors. The conduits generally do not purchase assets originated by the Company. The funding of the conduits is facilitated by the liquidity support and credit enhancements provided by the Company.
As administrator to Citi’s conduits, the Company is generally responsible for selecting and structuring assets purchased or financed by the conduits, making decisions regarding the funding of the conduits, including determining the tenor and other features of the commercial paper issued, monitoring the quality and performance of the conduits’ assets, and facilitating the operations and cash flows of the conduits. In return, the Company earns structuring fees from customers for individual transactions and earns an administration fee from the conduit, which is equal to the income from the client program and liquidity fees of the conduit after payment of conduit expenses. This administration fee is fairly stable, since most risks and rewards of the underlying assets are passed back to the clients. Once the asset pricing is negotiated, most ongoing income, costs and fees are relatively stable as a percentage of the conduit’s size.
The conduits administered by the Company do not generally invest in liquid securities that are formally rated by third parties. The assets are privately negotiated and structured transactions that are generally designed to be held by the conduit, rather than actively traded and sold. The yield earned by the conduit on each asset is generally tied to the rate on the commercial paper issued by the conduit, thus passing interest rate risk to the client. Each asset purchased by the conduit is structured with transaction-specific credit enhancement features provided by the third-party client seller, including over collateralization, cash and excess spread collateral accounts, direct recourse or third-party guarantees. These credit enhancements are sized with the objective of approximating a credit rating of A or above, based on the Company’s internal risk ratings. At March 31, 2015 and December 31, 2014, the conduits had approximately $28.8 billion and $29.2 billion of purchased assets outstanding, respectively, and had incremental funding commitments with clients of approximately $13.0 billion and $13.5 billion, respectively.
Substantially all of the funding of the conduits is in the form of short-term commercial paper. At the respective periods ended March 31, 2015 and December 31, 2014, the weighted average remaining lives of the commercial paper issued by the conduits were approximately 80 and 57 days, respectively.
The primary credit enhancement provided to the conduit investors is in the form of transaction-specific credit enhancements described above. One conduit holds only loans that are fully guaranteed primarily by AAA-rated government agencies that support export and development financing programs. In addition to the transaction-specific credit enhancements, the conduits, other than the government guaranteed loan conduit, have obtained a letter of credit from the Company, which is equal to at least 8% to 10% of the conduit’s assets with a minimum of $200 million. The letters of credit provided by the Company to the conduits total approximately $2.2 billion and $2.3 billion as of March 31, 2015 and December 31, 2014, respectively. The net result across multi-seller conduits administered by the Company, other than the government guaranteed loan conduit, is that, in the event defaulted assets exceed the transaction-specific credit enhancements described above, any losses in each conduit are allocated first to the Company and then the commercial paper investors.
The Company also provides the conduits with two forms of liquidity agreements that are used to provide funding to the conduits in the event of a market disruption, among other events. Each asset of the conduits is supported by a transaction-specific liquidity facility in the form of an asset purchase agreement (APA). Under the APA, the Company has generally agreed to purchase non-defaulted eligible receivables from the conduit at par. The APA is not designed to provide credit support to the conduit, as it generally does not permit the purchase of defaulted or impaired assets. Any funding under the APA will likely subject the underlying conduit clients to increased interest costs. In addition, the Company provides the conduits with program-wide liquidity in the form of short-term lending commitments. Under these commitments, the Company has agreed to lend to the conduits in the event of a short-term disruption in the commercial paper market, subject to specified conditions. The Company receives fees for providing both types of liquidity agreements and considers these fees to be on fair market terms.
Finally, the Company is one of several named dealers in the commercial paper issued by the conduits and earns a market-based fee for providing such services. Along with third-party dealers, the Company makes a market in the commercial paper and may from time to time fund commercial paper pending sale to a third party. On specific dates with less liquidity in the market, the Company may hold in inventory commercial paper issued by conduits administered by the Company, as well as conduits administered by third parties. Separately, in the normal course of business, the Company invests in commercial paper, including commercial paper issued by the Company's conduits. At March 31, 2015 and December 31, 2014, the Company owned $13.5 billion and $10.6 billion, respectively, of the commercial paper issued by its administered conduits. The Company's investments were not driven by market illiquidity and the Company is not obligated under any agreement to purchase the commercial paper issued by the conduits.
The asset-backed commercial paper conduits are consolidated by the Company. The Company has determined that, through its roles as administrator and liquidity provider, it has the power to direct the activities that most significantly impact the entities’ economic performance. These powers include its ability to structure and approve the assets purchased by the conduits, its ongoing surveillance and credit mitigation activities, its ability to sell or repurchase assets out of the conduits, and its liability management. In addition, as a result of all the Company’s involvement described above, it was concluded that the Company has an economic interest that could potentially be significant. However, the assets and liabilities of the conduits are separate and apart from those of Citigroup. No assets of any conduit are available to satisfy the creditors of Citigroup or any of its other subsidiaries.
Collateralized Debt and Loan Obligations
A securitized collateralized debt obligation (CDO) is a VIE that purchases a pool of assets consisting of asset-backed securities and synthetic exposures through derivatives on asset-backed securities and issues multiple tranches of equity and notes to investors.
A cash CDO, or arbitrage CDO, is a CDO designed to take advantage of the difference between the yield on a portfolio of selected assets, typically residential mortgage-backed securities, and the cost of funding the CDO through the sale of notes to investors. “Cash flow” CDOs are entities in which the CDO passes on cash flows from a pool of assets, while “market value” CDOs pay to investors the market value of the pool of assets owned by the CDO at maturity. In these transactions, all of the equity and notes issued by the CDO are funded, as the cash is needed to purchase the debt securities.
A synthetic CDO is similar to a cash CDO, except that the CDO obtains exposure to all or a portion of the referenced assets synthetically through derivative instruments, such as credit default swaps. Because the CDO does not need to raise cash sufficient to purchase the entire referenced portfolio, a substantial portion of the senior tranches of risk is typically passed on to CDO investors in the form of unfunded liabilities or derivative instruments. The CDO writes credit protection on select referenced debt securities to the Company or third parties. Risk is then passed on to the CDO investors in the form of funded notes or purchased credit protection through derivative instruments. Any cash raised from investors is invested in a portfolio of collateral securities or investment contracts. The collateral is then used to support the obligations of the CDO on the credit default swaps written to counterparties.
A securitized collateralized loan obligation (CLO) is substantially similar to the CDO transactions described above, except that the assets owned by the VIE (either cash instruments or synthetic exposures through derivative instruments) are corporate loans and to a lesser extent corporate bonds, rather than asset-backed debt securities.
A third-party asset manager is typically retained by the CDO/CLO to select the pool of assets and manage those assets over the term of the VIE.
The Company earns fees for warehousing assets prior to the creation of a “cash flow” or “market value” CDO/CLO, structuring CDOs/CLOs and placing debt securities with investors. In addition, the Company has retained interests in many of the CDOs/CLOs it has structured and makes a market in the issued notes.
The Company’s continuing involvement in synthetic CDOs/CLOs generally includes purchasing credit protection through credit default swaps with the CDO/CLO, owning a portion of the capital structure of the CDO/CLO in the form of both unfunded derivative positions (primarily “super-senior” exposures discussed below) and funded notes, entering into interest-rate swap and total-return swap transactions with the CDO/CLO, lending to the CDO/CLO, and making a market in the funded notes.
Where a CDO/CLO entity issues preferred shares (or subordinated notes that are the equivalent form), the preferred shares generally represent an insufficient amount of equity (less than 10%) and create the presumption that preferred shares are insufficient to finance the entity’s activities without subordinated financial support. In addition, although the preferred shareholders generally have full exposure to expected losses on the collateral and uncapped potential to receive expected residual returns, they generally do not have the ability to make decisions significantly affecting the entity’s financial results because of their limited role in making day-to-day decisions and their limited ability to remove the asset manager. Because one or both of the above conditions will generally be met, the Company has concluded, even where a CDO/CLO entity issued preferred shares, the entity should be classified as a VIE.
In general, the asset manager, through its ability to purchase and sell assets or—where the reinvestment period of a CDO/CLO has expired—the ability to sell assets, will have the power to direct the activities of the entity that most significantly impact the economic performance of the CDO/CLO. However, where a CDO/CLO has experienced an event of default or an optional redemption period has gone into effect, the activities of the asset manager may be curtailed and/or certain additional rights will generally be provided to the investors in a CDO/CLO entity, including the right to direct the liquidation of the CDO/CLO entity.
The Company has retained significant portions of the “super-senior” positions issued by certain CDOs. These positions are referred to as “super-senior” because they represent the most senior positions in the CDO and, at the time of structuring, were senior to tranches rated AAA by independent rating agencies.
The Company does not generally have the power to direct the activities of the entity that most significantly impact the economic performance of the CDOs/CLOs, as this power is generally held by a third-party asset manager of the CDO/CLO. As such, those CDOs/CLOs are not consolidated. The Company may consolidate the CDO/CLO when: (i) the Company is the asset manager and no other single investor has the unilateral ability to remove the Company or unilaterally cause the liquidation of the CDO/CLO, or the Company is not the asset manager but has a unilateral right to remove the third-party asset manager or unilaterally liquidate the CDO/CLO and receive the underlying assets, and (ii) the Company has economic exposure to the entity that could be potentially significant to the entity.
The Company continues to monitor its involvement in unconsolidated CDOs/CLOs to assess future consolidation risk. For example, if the Company were to acquire additional interests in these entities and obtain the right, due to an event of default trigger being met, to unilaterally liquidate or direct the activities of a CDO/CLO, the Company may be required to consolidate the asset entity. For cash CDOs/CLOs, the net result of such consolidation would be to gross up the Company’s balance sheet by the current fair value of the securities held by third parties and assets held by the CDO/CLO, which amounts are not considered material. For synthetic CDOs/CLOs, the net result of such consolidation may reduce the Company’s balance sheet, because intercompany derivative receivables and payables would be eliminated in consolidation, and other assets held by the CDO/CLO and the securities held by third parties would be recognized at their current fair values.
Key Assumptions and Retained Interests—Citicorp
At March 31, 2015 and December 31, 2014, the key assumptions used to value retained interests in CLOs, and the sensitivity of the fair value to adverse changes of 10% and 20% are set forth in the tables below:
	31-Mar-15	31-Dec-14
Discount rate	1.4% to 1.6%	1.4% to 1.6%
March 31, 2015
In millions of dollars	CLO
Carrying value of retained interests	$	1,537
Value of underlying portfolio
Adverse change of 10%	$	(8	)
Adverse change of 20%	(17		)
December 31, 2014
In millions of dollars	CLO
Carrying value of retained interests	$	1,539
Value of underlying portfolio
Adverse change of 10%	$	(9	)
Adverse change of 20%	(18		)
Key Assumptions and Retained Interests—Citi Holdings
At March 31, 2015 and December 31, 2014, the key assumptions used to value retained interests, and the sensitivity of the fair value to adverse changes of 10% and 20% are set forth in the tables below:
	March 31, 2015
	CDOs	CLOs
Discount rate	44.8% to 49.3%	—
	December 31, 2014
	CDOs	CLOs
Discount rate	44.7% to 49.2%	4.5% to 5.0%
	March 31, 2015
In millions of dollars	CDOs			CLOs
Carrying value of retained interests	$	6		$	—
Discount rates
Adverse change of 10%	$	(1	)	$	—
Adverse change of 20%	(1		)	—
	December 31, 2014
In millions of dollars	CDOs			CLOs
Carrying value of retained interests	$	6		$	10
Discount rates
Adverse change of 10%	$	(1	)	$	—
Adverse change of 20%	(2		)	—
Asset-Based Financing
The Company provides loans and other forms of financing to VIEs that hold assets. Those loans are subject to the same credit approvals as all other loans originated or purchased by the Company. Financings in the form of debt securities or derivatives are, in most circumstances, reported in Trading account assets and accounted for at fair value through earnings. The Company generally does not have the power to direct the activities that most significantly impact these VIEs’ economic performance, and thus it does not consolidate them.
Asset-Based Financing—Citicorp
The primary types of Citicorp’s asset-based financings, total assets of the unconsolidated VIEs with significant involvement, and the Company’s maximum exposure to loss at March 31, 2015 and December 31, 2014 are shown below. For the Company to realize the maximum loss, the VIE (borrower) would have to default with no recovery from the assets held by the VIE.
	March 31, 2015
In millions of dollars	Total			Maximum
	unconsolidated			exposure to
	VIE assets			unconsolidated VIEs
Type
Commercial and other real estate	$	25,424		$	9,687
Corporate loans	587			724
Hedge funds and equities	365			57
Airplanes, ships and other assets	32,913			15,101
Total	$	59,289		$	25,569
	December 31, 2014
In millions of dollars	Total			Maximum
	unconsolidated			exposure to
	VIE assets			unconsolidated VIEs
Type
Commercial and other real estate	$	25,978		$	9,426
Corporate loans	460			473
Hedge funds and equities	—			—
Airplanes, ships and other assets	34,990			15,573
Total	$	61,428		$	25,472
The following table summarizes selected cash flow information related to asset-based financings for the quarters ended March 31, 2015 and 2014:
	Three months ended March 31,
In billions of dollars	2015			2014
Proceeds from new securitizations	$	—		$	0.5
Cash flows received on retained interest and other net cash flows	—			—
Asset-Based Financing—Citi Holdings
The primary types of Citi Holdings’ asset-based financing, total assets of the unconsolidated VIEs with significant involvement and the Company’s maximum exposure to loss at March 31, 2015 and December 31, 2014 are shown below. For the Company to realize the maximum loss, the VIE (borrower) would have to default with no recovery from the assets held by the VIE.
	March 31, 2015
In millions of dollars	Total			Maximum
	unconsolidated			exposure to
	VIE assets			unconsolidated VIEs
Type
Commercial and other real estate	$	97		$	50
Airplanes, ships and other assets	1,068			73
Total	$	1,165		$	123
	December 31, 2014
In millions of dollars	Total			Maximum
	unconsolidated			exposure to
	VIE assets			unconsolidated VIEs
Type
Commercial and other real estate	$	168		$	50
Airplanes, ships and other assets	1,153			76
Total	$	1,321		$	126
The following table summarizes selected cash flow information related to asset-based financings for the quarters ended March 31, 2015 and 2014:
	Three months ended March 31,
In billions of dollars	2015			2014
Cash flows received on retained interest and other net cash flows	$	—		$	0.1
Municipal Securities Tender Option Bond (TOB) Trusts
TOB trusts hold fixed- and floating-rate, taxable and tax-exempt securities issued by state and local governments and municipalities. The trusts are typically single-issuer trusts whose assets are purchased from the Company or from other investors in the municipal securities market. The TOB trusts fund the purchase of their assets by issuing long-term, putable floating rate certificates (Floaters) and residual certificates (Residuals). The trusts are referred to as TOB trusts because the Floater holders have the ability to tender their interests periodically back to the issuing trust, as described further below. The Floaters and Residuals evidence beneficial ownership interests in, and are collateralized by, the underlying assets of the trust. The Floaters are held by third-party investors, typically tax-exempt money market funds. The Residuals are typically held by the original owner of the municipal securities being financed.
The Floaters and the Residuals have a tenor that is equal to or shorter than the tenor of the underlying municipal bonds. The Residuals entitle their holders to the residual cash flows from the issuing trust, the interest income generated by the underlying municipal securities net of interest paid on the Floaters and trust expenses. The Residuals are rated based on the long-term rating of the underlying municipal bond. The Floaters bear variable interest rates that are reset periodically to a new market rate based on a spread to a high grade, short-term, tax-exempt index. The Floaters have a long-term rating based on the long-term rating of the underlying municipal bond and a short-term rating based on that of the liquidity provider to the trust.
There are two kinds of TOB trusts: customer TOB trusts and non-customer TOB trusts. Customer TOB trusts are trusts through which customers finance their investments in municipal securities. The Residuals are held by customers and the Floaters by third-party investors, typically tax-exempt money market funds. Non-customer TOB trusts are trusts through which the Company finances its own investments in municipal securities. In such trusts, the Company holds the Residuals, and third-party investors, typically tax-exempt money market funds, hold the Floaters.
The Company serves as remarketing agent to the trusts, placing the Floaters with third-party investors at inception, facilitating the periodic reset of the variable rate of interest on the Floaters, and remarketing any tendered Floaters. If Floaters are tendered and the Company (in its role as remarketing agent) is unable to find a new investor within a specified period of time, it can declare a failed remarketing, in which case the trust is unwound. The Company may, but is not obligated to, buy the Floaters into its own inventory. The level of the Company’s inventory of Floaters fluctuates over time. At March 31, 2015 and December 31, 2014, the Company held $24 million and $3 million, respectively, of Floaters related to both customer and non-customer TOB trusts.
For certain non-customer trusts, the Company also provides credit enhancement. At March 31, 2015 and December 31, 2014, approximately $197 million and $198 million, respectively, of the municipal bonds owned by TOB trusts have a credit guarantee provided by the Company.
The Company provides liquidity to many of the outstanding trusts. If a trust is unwound early due to an event other than a credit event on the underlying municipal bond, the underlying municipal bonds are sold in the market. If there is a shortfall in the trust’s cash flows between the redemption price of the tendered Floaters and the proceeds from the sale of the underlying municipal bonds, the trust draws on a liquidity agreement in an amount equal to the shortfall. For customer TOBs where the Residual is less than 25% of the trust’s capital structure, the Company has a reimbursement agreement with the Residual holder under which the Residual holder reimburses the Company for any payment made under the liquidity arrangement. Through this reimbursement agreement, the Residual holder remains economically exposed to fluctuations in value of the underlying municipal bonds. These reimbursement agreements are generally subject to daily margining based on changes in value of the underlying municipal bond. In cases where a third party provides liquidity to a non-customer TOB trust, a similar reimbursement arrangement is made whereby the Company (or a consolidated subsidiary of the Company) as Residual holder absorbs any losses incurred by the liquidity provider.
At March 31, 2015 and December 31, 2014, liquidity agreements provided with respect to customer TOB trusts totaled $3.6 billion and $3.7 billion, respectively, of which $2.6 billion and $2.6 billion, respectively, were offset by reimbursement agreements. For the remaining exposure related to TOB transactions, where the Residual owned by the customer was at least 25% of the bond value at the inception of the transaction, no reimbursement agreement was executed. The Company also provides other liquidity agreements or letters of credit to customer-sponsored municipal investment funds, which are not variable interest entities, and municipality-related issuers that totaled $6.5 billion and $7.4 billion as of March 31, 2015 and December 31, 2014, respectively. These liquidity agreements and letters of credit are offset by reimbursement agreements with various term-out provisions.
The Company considers the customer and non-customer TOB trusts to be VIEs. Customer TOB trusts are not consolidated by the Company. The Company has concluded that the power to direct the activities that most significantly impact the economic performance of the customer TOB trusts is primarily held by the customer Residual holder, which may unilaterally cause the sale of the trust’s bonds.
Non-customer TOB trusts generally are consolidated. Similar to customer TOB trusts, the Company has concluded that the power over the non-customer TOB trusts is primarily held by the Residual holder, which may unilaterally cause the sale of the trust’s bonds. Because the Company holds the Residual interest, and thus has the power to direct the activities that most significantly impact the trust’s economic performance, it consolidates the non-customer TOB trusts.
Municipal Investments
Municipal investment transactions include debt and equity interests in partnerships that finance the construction and rehabilitation of low-income housing, facilitate lending in new or underserved markets, or finance the construction or operation of renewable municipal energy facilities. The Company generally invests in these partnerships as a limited partner and earns a return primarily through the receipt of tax credits and grants earned from the investments made by the partnership. The Company may also provide construction loans or permanent loans for the development or operation of real estate properties held by partnerships. These entities are generally considered VIEs. The power to direct the activities of these entities is typically held by the general partner. Accordingly, these entities are not consolidated by the Company.
Client Intermediation
Client intermediation transactions represent a range of transactions designed to provide investors with specified returns based on the returns of an underlying security, referenced asset or index. These transactions include credit-linked notes and equity-linked notes. In these transactions, the VIE typically obtains exposure to the underlying security, referenced asset or index through a derivative instrument, such as a total-return swap or a credit-default swap. In turn the VIE issues notes to investors that pay a return based on the specified underlying security, referenced asset or index. The VIE invests the proceeds in a financial asset or a guaranteed insurance contract that serves as collateral for the derivative contract over the term of the transaction. The Company’s involvement in these transactions includes being the counterparty to the VIE’s derivative instruments and investing in a portion of the notes issued by the VIE. In certain transactions, the investor’s maximum risk of loss is limited, and the Company absorbs risk of loss above a specified level. The Company does not have the power to direct the activities of the VIEs that most significantly impact their economic performance, and thus it does not consolidate them.
The Company’s maximum risk of loss in these transactions is defined as the amount invested in notes issued by the VIE and the notional amount of any risk of loss absorbed by the Company through a separate instrument issued by the VIE. The derivative instrument held by the Company may generate a receivable from the VIE (for example, where the Company purchases credit protection from the VIE in connection with the VIE’s issuance of a credit-linked note), which is collateralized by the assets owned by the VIE. These derivative instruments are not considered variable interests, and any associated receivables are not included in the calculation of maximum exposure to the VIE.
The proceeds from new securitizations related to the Company’s client intermediation transactions for the quarters ended March 31, 2015 and 2014 totaled approximately $0.2 billion and $0.9 billion, respectively.
Investment Funds
The Company is the investment manager for certain investment funds and retirement funds that invest in various asset classes including private equity, hedge funds, real estate, fixed income and infrastructure. The Company earns a management fee, which is a percentage of capital under management, and may earn performance fees. In addition, for some of these funds the Company has an ownership interest in the investment funds. The Company has also established a number of investment funds as opportunities for qualified employees to invest in private equity investments. The Company acts as investment manager to these funds and may provide employees with financing on both recourse and non-recourse bases for a portion of the employees’ investment commitments.
The Company has determined that a majority of the investment entities managed by Citigroup are provided a deferral from the requirements of ASC 810, because they meet the criteria in Accounting Standards Update No. 2010-10, Consolidation (Topic 810), Amendments for Certain Investment Funds (ASU 2010-10). These entities continue to be evaluated under the requirements of ASC 810-10, prior to the implementation of SFAS 167 (FIN 46(R), Consolidation of Variable Interest Entities), which required that a VIE be consolidated by the party with a variable interest that will absorb a majority of the entity’s expected losses or residual returns, or both. See Note 1 to the Consolidated Financial Statements for a discussion of ASU 2015-02 which includes impending changes to targeted areas of consolidation guidance. When ASU 2015-02 becomes effective on January 1, 2016, it will eliminate the above noted deferral for certain investment entities pursuant to ASU 2010-10.
Trust Preferred Securities
The Company has previously raised financing through the issuance of trust preferred securities. In these transactions, the Company forms a statutory business trust and owns all of the voting equity shares of the trust. The trust issues preferred equity securities to third-party investors and invests the gross proceeds in junior subordinated deferrable interest debentures issued by the Company. The trusts have no assets, operations, revenues or cash flows other than those related to the issuance, administration and repayment of the preferred equity securities held by third-party investors. Obligations of the trusts are fully and unconditionally guaranteed by the Company.
Because the sole asset of each of the trusts is a receivable from the Company and the proceeds to the Company from the receivable exceed the Company’s investment in the VIE’s equity shares, the Company is not permitted to consolidate the trusts, even though it owns all of the voting equity shares of the trust, has fully guaranteed the trusts’ obligations, and has the right to redeem the preferred securities in certain circumstances. The Company recognizes the subordinated debentures on its Consolidated Balance Sheet as long-term liabilities. (For additional information, see Note 17 to the Consolidated Financial Statements.)

DERIVATIVES_ACTIVITIES

DERIVATIVES ACTIVITIES	3 Months Ended
	Mar. 31, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]
DERIVATIVES ACTIVITIES	DERIVATIVES ACTIVITIES
	In the ordinary course of business, Citigroup enters into various types of derivative transactions. These derivative
	transactions include:
	•	Futures and forward contracts, which are commitments to buy or sell at a future date a financial instrument, commodity or currency at a contracted price and may be settled in cash or through delivery.
	•	Swap contracts, which are commitments to settle in cash at a future date or dates that may range from a few days to a number of years, based on differentials between specified indices or financial instruments, as applied to a notional principal amount.
	•	Option contracts, which give the purchaser, for a premium, the right, but not the obligation, to buy or sell within a specified time a financial instrument, commodity or currency at a contracted price that may also be settled in cash, based on differentials between specified indices or prices.
	Swaps and forwards and some option contracts are over-the-counter (OTC) derivatives that are bilaterally negotiated with counterparties and settled with those counterparties, except for swap contracts that are novated and "cleared" through central counterparties (CCPs). Futures contracts and other option contracts are standardized contracts that are traded on an exchange with a CCP as the counterparty from the inception of the transaction. Citigroup enters into these derivative contracts relating to interest rate, foreign currency, commodity and other market/credit risks for the following reasons:
	•	Trading Purposes: Citigroup trades derivatives as an active market maker. Citigroup offers its customers derivatives in connection with their risk management actions to transfer, modify or reduce their interest rate, foreign exchange and other market/credit risks or for their own trading purposes. Citigroup also manages its derivative risk positions through offsetting trade activities, controls focused on price verification, and daily reporting of positions to senior managers.
	•	Hedging: Citigroup uses derivatives in connection with its risk-management activities to hedge certain risks or reposition the risk profile of the Company. For example, Citigroup issues fixed-rate long-term debt and then enters into a receive-fixed, pay-variable-rate interest rate swap with the same tenor and notional amount to convert the interest payments to a net variable-rate basis. This strategy is the most common form of an interest rate hedge, as it minimizes net interest cost in certain yield curve environments. Derivatives are also used to manage risks inherent in specific groups of on-balance-sheet assets and liabilities, including AFS securities and borrowings, as well as other interest-sensitive assets and liabilities. In addition, foreign-exchange contracts are used to hedge non-U.S.-dollar-denominated debt, foreign-currency-denominated AFS securities and net investment exposures.
	Derivatives may expose Citigroup to market, credit or liquidity risks in excess of the amounts recorded on the Consolidated Balance Sheet. Market risk on a derivative product is the exposure created by potential fluctuations in interest rates, foreign-exchange rates and other factors and is a function of the type of product, the volume of transactions, the tenor and terms of the agreement and the underlying volatility. Credit risk is the exposure to loss in the event of nonperformance by the other party to the transaction where the value of any collateral held is not adequate to cover such losses. The recognition in earnings of unrealized gains on these transactions is subject to management’s assessment of the probability of counterparty default. Liquidity risk is the potential exposure that arises when the size of a derivative position may not be able to be monetized in a reasonable period of time and at a reasonable cost in periods of high volatility and financial stress.
	Derivative transactions are customarily documented under industry standard master agreements that provide that, following an uncured payment default or other event of default, the non-defaulting party may promptly terminate all transactions between the parties and determine the net amount due to be paid to, or by, the defaulting party. Events of default include: (i) failure to make a payment on a derivatives transaction that remains uncured following applicable notice and grace periods, (ii) breach of agreement that remains uncured after applicable notice and grace periods, (iii) breach of a representation, (iv) cross default, either to third-party debt or to other derivative transactions entered into between the parties, or, in some cases, their affiliates, (v) the occurrence of a merger or consolidation which results in a party’s becoming a materially weaker credit, and (vi) the cessation or repudiation of any applicable guarantee or other credit support document. Obligations under master netting agreements are often secured by collateral posted under an industry standard credit support annex to the master netting agreement. An event of default may also occur under a credit support annex if a party fails to make a collateral delivery that remains uncured following applicable notice and grace periods.
	The netting and collateral rights incorporated in the master netting agreements are considered to be legally enforceable if a supportive legal opinion has been obtained from counsel of recognized standing that provides the requisite level of certainty regarding enforceability and that the exercise of rights by the non-defaulting party to terminate and close-out transactions on a net basis under these agreements will not be stayed or avoided under applicable law upon an event of default including bankruptcy, insolvency or similar proceeding.
	A legal opinion may not be sought for certain jurisdictions where local law is silent or unclear as to the enforceability of such rights or where adverse case law or conflicting regulation may cast doubt on the enforceability of such rights. In some jurisdictions and for some counterparty types, the insolvency law may not provide the requisite level of certainty. For example, this may be the case for certain sovereigns, municipalities, central banks and U.S. pension plans.
	Exposure to credit risk on derivatives is affected by market volatility, which may impair the ability of counterparties to satisfy their obligations to the Company. Credit limits are established and closely monitored for customers engaged in derivatives transactions. Citi considers the level of legal certainty regarding enforceability of its offsetting rights under master netting agreements and credit support annexes to be an important factor in its risk management process. Specifically, Citi generally transacts much lower volumes of derivatives under master netting agreements where Citi does not have the requisite level of legal certainty regarding enforceability, because such derivatives consume greater amounts of single counterparty credit limits than those executed under enforceable master netting agreements.
	Cash collateral and security collateral in the form of G10 government debt securities is often posted by a party to a master netting agreement to secure the net open exposure of the other party; the receiving party is free to commingle/rehypothecate such collateral in the ordinary course of its business. Nonstandard collateral such as corporate bonds, municipal bonds, U.S. agency securities and/or MBS may also be pledged as collateral for derivative transactions. Security collateral posted to open and maintain a master netting agreement with a counterparty, in the form of cash and/or securities, may from time to time be segregated in an account at a third-party custodian pursuant to a tri-party account control agreement.
	Information pertaining to Citigroup’s derivative activity, based on notional amounts, as of March 31, 2015 and December 31, 2014, is presented in the table below. Derivative notional amounts are reference amounts from which contractual payments are derived and do not represent a complete and accurate measure of Citi’s exposure to derivative transactions. Rather, as discussed above, Citi’s derivative exposure arises primarily from market fluctuations (i.e., market risk), counterparty failure (i.e., credit risk) and/or periods of high volatility or financial stress (i.e., liquidity risk), as well as any market valuation adjustments that may be required on the transactions. Moreover, notional amounts do not reflect the netting of offsetting trades (also as discussed above). For example, if Citi enters into an interest rate swap with $100 million notional, and offsets this risk with an identical but opposite position with a different counterparty, $200 million in derivative notionals is reported, although these offsetting positions may result in de minimus overall market risk. Aggregate derivative notional amounts can fluctuate from period to period in the normal course of business based on Citi’s market share, levels of client activity and other factors.
	Derivative Notionals
		Hedging instruments under						Other derivative instruments
		ASC 815(1)(2)
								Trading derivatives						Management hedges(3)
	In millions of dollars	March 31,			December 31,			March 31,			December 31,			March 31,		December 31,
		2015			2014			2015			2014			2015		2014
	Interest rate contracts
	Swaps	$	182,718		$	163,348		$	27,746,788		$	31,906,549		$	27,731	$	31,945
	Futures and forwards	—			—			8,526,874			7,044,990			42,582		42,305
	Written options	—			—			3,119,012			3,311,751			3,695		3,913
	Purchased options	—			—			2,978,642			3,171,056			3,725		4,910
	Total interest rate contract notionals	$	182,718		$	163,348		$	42,371,316		$	45,434,346		$	77,733	$	83,073
	Foreign exchange contracts
	Swaps	$	25,322		$	25,157		$	4,289,988		$	4,567,977		$	24,257	$	23,990
	Futures and forwards	65,907			73,219			2,079,320			2,154,773			5,472		7,069
	Written options	—			—			1,457,861			1,343,520			433		432
	Purchased options	—			—			1,465,360			1,363,382			433		432
	Total foreign exchange contract notionals	$	91,229		$	98,376		$	9,292,529		$	9,429,652		$	30,595	$	31,923
	Equity contracts
	Swaps	$	—		$	—		$	137,748		$	131,344		$	—	$	—
	Futures and forwards	—			—			31,473			30,510			—		—
	Written options	—			—			336,827			305,627			—		—
	Purchased options	—			—			303,265			275,216			—		—
	Total equity contract notionals	$	—		$	—		$	809,313		$	742,697		$	—	$	—
	Commodity and other contracts
	Swaps	$	—		$	—		$	80,839		$	90,817		$	—	$	—
	Futures and forwards	839			1,089			108,241			106,021			—		—
	Written options	—			—			103,276			104,581			—		—
	Purchased options	—			—			93,484			95,567			—		—
	Total commodity and other contract notionals	$	839		$	1,089		$	385,840		$	396,986		$	—	$	—
	Credit derivatives(4)
	Protection sold	$	—		$	—		$	1,018,742		$	1,063,858		$	—	$	—
	Protection purchased	—			—			1,047,643			1,100,369			15,417		16,018
	Total credit derivatives	$	—		$	—		$	2,066,385		$	2,164,227		$	15,417	$	16,018
	Total derivative notionals	$	274,786		$	262,813		$	54,925,383		$	58,167,908		$	123,745	$	131,014
	-1	The notional amounts presented in this table do not include hedge accounting relationships under ASC 815 where Citigroup is hedging the foreign currency risk of a net investment in a foreign operation by issuing a foreign-currency-denominated debt instrument. The notional amount of such debt was $3,664 million and $3,752 million at March 31, 2015 and December 31, 2014, respectively.
	-2	Derivatives in hedge accounting relationships accounted for under ASC 815 are recorded in either Other assets/Other liabilities or Trading account assets/Trading account liabilities on the Consolidated Balance Sheet.
	-3	Management hedges represent derivative instruments used to mitigate certain economic risks, but for which hedge accounting is not applied. These derivatives are recorded in either Other assets/Other liabilities or Trading account assets/Trading account liabilities on the Consolidated Balance Sheet.
	-4	Credit derivatives are arrangements designed to allow one party (protection buyer) to transfer the credit risk of a “reference asset” to another party (protection seller). These arrangements allow a protection seller to assume the credit risk associated with the reference asset without directly purchasing that asset. The Company enters into credit derivative positions for purposes such as risk management, yield enhancement, reduction of credit concentrations and diversification of overall risk.
	The following tables present the gross and net fair values of the Company’s derivative transactions, and the related offsetting amounts permitted under ASC 210-20-45 and ASC 815-10-45, as of March 31, 2015 and December 31, 2014. Under ASC 210-20-45, gross positive fair values are offset against gross negative fair values by counterparty pursuant to enforceable master netting agreements. Under ASC 815-10-45, payables and receivables in respect of cash collateral received from or paid to a given counterparty pursuant to a credit support annex are included in the offsetting amount if a legal opinion supporting enforceability of netting and collateral rights has been obtained. GAAP does not permit similar offsetting for security collateral. The tables also include amounts that are not permitted to be offset under ASC 210-20-45 and ASC 815-10-45, such as security collateral posted or cash collateral posted at third-party custodians, but would be eligible for offsetting to the extent an event of default occurred and a legal opinion supporting enforceability of the netting and collateral rights has been obtained.
	Derivative Mark-to-Market (MTM) Receivables/Payables
	In millions of dollars at March 31, 2015	Derivatives classified						Derivatives classified
		in Trading account						in Other
		assets / liabilities(1)(2)(3)						assets / liabilities(2)(3)
	Derivatives instruments designated as ASC 815 hedges	Assets			Liabilities			Assets			Liabilities
	Over-the-counter	$	2,000		$	1,282		$	2,917		$	377
	Cleared	4,858			70			—			19
	Interest rate contracts	$	6,858		$	1,352		$	2,917		$	396
Over-the-counter	$	4,137		$	944		$	828		$	736
Foreign exchange contracts	$	4,137		$	944		$	828		$	736
Total derivative instruments designated as ASC 815 hedges	$	10,995		$	2,296		$	3,745		$	1,132
Derivatives instruments not designated as ASC 815 hedges
Over-the-counter	$	387,254		$	371,214		$	117		$	—
Cleared	245,831			249,950			259			264
Exchange traded	39			57			—			—
Interest rate contracts	$	633,124		$	621,221		$	376		$	264
Over-the-counter	$	171,685		$	178,722		$	—		$	35
Cleared	390			353			—			—
Exchange traded	57			75			—			—
Foreign exchange contracts	$	172,132		$	179,150		$	—		$	35
Over-the-counter	$	19,303		$	28,156		$	—		$	—
Cleared	27			22			—			—
Exchange traded	4,945			4,452			—			—
Equity contracts	$	24,275		$	32,630		$	—		$	—
Over-the-counter	$	15,912		$	21,265		$	—		$	—
Exchange traded	3,111			2,754			—			—
Commodity and other contracts	$	19,023		$	24,019		$	—		$	—
Over-the-counter	$	32,954		$	33,362		$	357		$	367
Cleared	5,269			5,024			18			170
Credit derivatives(4)	$	38,223		$	38,386		$	375		$	537
Total derivatives instruments not designated as ASC 815 hedges	$	886,777		$	895,406		$	751		$	836
Total derivatives	$	897,772		$	897,702		$	4,496		$	1,968
Cash collateral paid/received(5)(6)	$	7,270		$	10,398		$	29		$	56
Less: Netting agreements(7)	(779,613		)	(779,613		)	—			—
Less: Netting cash collateral received/paid(8)	(53,848		)	(51,292		)	(2,150		)	—
Net receivables/payables included on the consolidated balance sheet(9)	$	71,581		$	77,195		$	2,375		$	2,024
Additional amounts subject to an enforceable master netting agreement but not offset on the Consolidated Balance Sheet
Less: Cash collateral received/paid	$	(411	)	$	(7	)	$	—		$	—
Less: Non-cash collateral received/paid	(10,091		)	(8,156		)	(580		)	—
Total net receivables/payables(9)	$	61,079		$	69,032		$	1,795		$	2,024
-1	The trading derivatives fair values are presented in Note 12 to the Consolidated Financial Statements.
-2	Derivative mark-to-market receivables/payables related to management hedges are recorded in either Other assets/Other liabilities or Trading account assets/Trading account liabilities.
-3	Over-the-counter (OTC) derivatives are derivatives executed and settled bilaterally with counterparties without the use of an organized exchange or central clearing house. Cleared derivatives include derivatives executed bilaterally with a counterparty in the OTC market but then novated to a central clearing house, whereby the central clearing house becomes the counterparty to both of the original counterparties. Exchange traded derivatives include derivatives executed directly on an organized exchange that provides pre-trade price transparency.
-4	The credit derivatives trading assets comprise $12,844 million related to protection purchased and $25,379 million related to protection sold as of March 31, 2015. The credit derivatives trading liabilities comprise $26,200 million related to protection purchased and $12,186 million related to protection sold as of March 31, 2015.
-5	For the trading account assets/liabilities, reflects the net amount of the $58,562 million and $64,246 million of gross cash collateral paid and received, respectively. Of the gross cash collateral paid, $51,292 million was used to offset trading derivative liabilities and, of the gross cash collateral received, $53,848 million was used to offset trading derivative assets.
-6	For cash collateral received with respect to non-trading derivative liabilities, reflects the net amount of $2,206 million the gross cash collateral received, of which $2,150 million is netted against OTC non-trading derivative positions within Other assets.
-7	Represents the netting of derivative receivable and payable balances with the same counterparty under enforceable netting agreements. Approximately $521 billion, $252 billion and $7 billion of the netting against trading account asset/liability balances is attributable to each of the OTC, cleared and exchange traded derivatives, respectively.
-8	Represents the netting of cash collateral paid and received by counterparty under enforceable credit support agreements. Substantially all cash collateral received and paid is netted against OTC derivative assets and liabilities, respectively.
-9	The net receivables/payables include approximately $11 billion of derivative asset and $10 billion of derivative liability fair values not subject to enforceable master netting agreements, respectively.
In millions of dollars at December 31, 2014	Derivatives classified in Trading						Derivatives classified in Other assets / liabilities(2)(3)
	account assets / liabilities(1)(2)(3)
Derivatives instruments designated as ASC 815 hedges	Assets			Liabilities			Assets			Liabilities
Over-the-counter	$	1,508		$	204		$	3,117		$	414
Cleared	4,300			868			—			25
Interest rate contracts	$	5,808		$	1,072		$	3,117		$	439
Over-the-counter	$	3,885		$	743		$	678		$	588
Foreign exchange contracts	$	3,885		$	743		$	678		$	588
Total derivative instruments designated as ASC 815 hedges	$	9,693		$	1,815		$	3,795		$	1,027
Derivatives instruments not designated as ASC 815 hedges
Over-the-counter	$	376,778		$	359,689		$	106		$	—
Cleared	255,847			261,499			6			21
Exchange traded	20			22			141			164
Interest rate contracts	$	632,645		$	621,210		$	253		$	185
Over-the-counter	$	151,736		$	157,650		$	—		$	17
Cleared	366			387			—			—
Exchange traded	7			46			—			—
Foreign exchange contracts	$	152,109		$	158,083		$	—		$	17
Over-the-counter	$	20,425		$	28,333		$	—		$	—
Cleared	16			35			—			—
Exchange traded	4,311			4,101			—			—
Equity contracts	$	24,752		$	32,469		$	—		$	—
Over-the-counter	$	19,943		$	23,103		$	—		$	—
Exchange traded	3,577			3,083			—			—
Commodity and other contracts	$	23,520		$	26,186		$	—		$	—
Over-the-counter	$	39,412		$	39,439		$	265		$	384
Cleared	4,106			3,991			13			171
Credit derivatives(4)	$	43,518		$	43,430		$	278		$	555
Total Derivatives instruments not designated as ASC 815 hedges	$	876,544		$	881,378		$	531		$	757
Total derivatives	$	886,237		$	883,193		$	4,326		$	1,784
Cash collateral paid/received(5)(6)	$	6,523		$	9,846		$	123		$	7
Less: Netting agreements(7)	(777,178		)	(777,178		)	—			—
Less: Netting cash collateral received/paid(8)	(47,625		)	(47,769		)	(1,791		)	(15		)
Net receivables/payables included on the Consolidated Balance Sheet(9)	$	67,957		$	68,092		$	2,658		$	1,776
Additional amounts subject to an enforceable master netting agreement but not offset on the Consolidated Balance Sheet
Less: Cash collateral received/paid	$	(867	)	$	(11	)	$	—		$	—
Less: Non-cash collateral received/paid	(10,043		)	(6,264		)	(1,293		)	—
Total net receivables/payables(9)	$	57,047		$	61,817		$	1,365		$	1,776
-1	The trading derivatives fair values are presented in Note 12 to the Consolidated Financial Statements.
-2	Derivative mark-to-market receivables/payables related to management hedges are recorded in either Other assets/Other liabilities or Trading account assets/Trading account liabilities.
-3	Over-the-counter (OTC) derivatives include derivatives executed and settled bilaterally with counterparties without the use of an organized exchange or central clearing house. Cleared derivatives include derivatives executed bilaterally with a counterparty in the OTC market but then novated to a central clearing house, whereby the central clearing house becomes the counterparty to both of the original counterparties. Exchange traded derivatives include derivatives executed directly on an organized exchange that provides pre-trade price transparency.
-4	The credit derivatives trading assets comprise $18,430 million related to protection purchased and $25,088 million related to protection sold as of December 31, 2014. The credit derivatives trading liabilities comprise $25,972 million related to protection purchased and $17,458 million related to protection sold as of December 31, 2014.
-5	For the trading account assets/liabilities, reflects the net amount of the $54,292 million and $57,471 million of gross cash collateral paid and received, respectively. Of the gross cash collateral paid, $47,769 million was used to offset derivative liabilities and, of the gross cash collateral received, $47,625 million was used to offset derivative assets.
-6	For cash collateral paid with respect to non-trading derivative liabilities, reflects the net amount of $138 million of the gross cash collateral received, of which $15 million is netted against OTC non-trading derivative positions within Other liabilities. For cash collateral received with respect to non-trading derivative liabilities, reflects the net amount of $1,798 million of gross cash collateral received of which $1,791 million is netted against non-trading derivative positions within Other assets.
-7	Represents the netting of derivative receivable and payable balances with the same counterparty under enforceable netting agreements. Approximately $510 billion, $264 billion and $3 billion of the netting against trading account asset/liability balances is attributable to each of the OTC, cleared and exchange-traded derivatives, respectively.
-8	Represents the netting of cash collateral paid and received by counterparty under enforceable credit support agreements. Substantially all cash collateral received is netted against OTC derivative assets. Cash collateral paid of approximately $46 billion and $2 billion is netted against OTC and cleared derivative liabilities, respectively.
-9	The net receivables/payables include approximately $11 billion of derivative asset and $10 billion of liability fair values not subject to enforceable master netting agreements.
For the three months ended March 31, 2015 and 2014, the amounts recognized in Principal transactions in the Consolidated Statement of Income related to derivatives not designated in a qualifying hedging relationship, as well as the underlying non-derivative instruments, are presented in Note 6 to the Consolidated Financial Statements. Citigroup presents this disclosure by business classification, showing derivative gains and losses related to its trading activities together with gains and losses related to non-derivative instruments within the same trading portfolios, as this represents the way these portfolios are risk managed.
The amounts recognized in Other revenue in the Consolidated Statement of Income for the three months ended March 31, 2015 and 2014 related to derivatives not designated in a qualifying hedging relationship are shown below. The table below does not include any offsetting gains/losses on the economically hedged items to the extent such amounts are also recorded in Other revenue.
	Gains (losses) included in
	Other revenue
	Three Months Ended March 31,
In millions of dollars	2015			2014
Interest rate contracts	$	15		$	(33	)
Foreign exchange	(15		)	31
Credit derivatives	10			(95		)
Total Citigroup	$	10		$	(97	)
Accounting for Derivative Hedging
Citigroup accounts for its hedging activities in accordance with ASC 815, Derivatives and Hedging. As a general rule, hedge accounting is permitted where the Company is exposed to a particular risk, such as interest-rate or foreign-exchange risk, that causes changes in the fair value of an asset or liability or variability in the expected future cash flows of an existing asset, liability or a forecasted transaction that may affect earnings.
Derivative contracts hedging the risks associated with changes in fair value are referred to as fair value hedges, while contracts hedging the variability of expected future cash flows are cash flow hedges. Hedges that utilize derivatives or debt instruments to manage the foreign exchange risk associated with equity investments in non-U.S.-dollar-functional-currency foreign subsidiaries (net investment in a foreign operation) are net investment hedges.
If certain hedging criteria specified in ASC 815 are met, including testing for hedge effectiveness, hedge accounting may be applied. The hedge effectiveness assessment methodologies for similar hedges are performed in a similar manner and are used consistently throughout the hedging relationships. For fair value hedges, changes in the value of the hedging derivative, as well as changes in the value of the related hedged item due to the risk being hedged are reflected in current earnings. For cash flow hedges and net investment hedges, changes in the value of the hedging derivative are reflected in Accumulated other comprehensive income (loss) in Citigroup’s stockholders’ equity to the extent the hedge is highly effective. Hedge ineffectiveness, in either case, is reflected in current earnings.
For asset/liability management hedging, fixed-rate long-term debt is recorded at amortized cost under GAAP. However, by designating an interest rate swap contract as a hedging instrument and electing to apply ASC 815 fair value hedge accounting, the carrying value of the debt is adjusted for changes in the benchmark interest rate, with such changes in value recorded in current earnings. The related interest-rate swap also is recorded on the balance sheet at fair value, with any changes in fair value also reflected in earnings. Thus, any ineffectiveness resulting from the hedging relationship is captured in current earnings.
Alternatively, for management hedges that do not meet the ASC 815 hedging criteria, only the derivative is recorded at fair value on the balance sheet, with the associated changes in fair value recorded in earnings, while the debt continues to be carried at amortized cost. Therefore, current earnings are affected only by the interest rate shifts and other factors that cause a change in the swap’s value. This type of hedge is undertaken when hedging requirements cannot be achieved or management decides not to apply ASC 815 hedge accounting.
Another alternative is to elect to carry the debt at fair value under the fair value option. Once the irrevocable election is made upon issuance of the debt, the full changes in fair value of the debt are reported in earnings. The related interest rate swap, with changes in fair value, is also reflected in earnings, which provides a natural offset to the debt’s fair value change. To the extent the two offsets are not exactly equal because the full change in the fair value of the debt includes risks not offset by the interest rate swap, the difference is captured in current earnings.
The key requirements to achieve ASC 815 hedge accounting are documentation of a hedging strategy and specific hedge relationships at hedge inception and substantiating hedge effectiveness on an ongoing basis. A derivative must be highly effective in accomplishing the hedge objective of offsetting either changes in the fair value or cash flows of the hedged item for the risk being hedged. Any ineffectiveness in the hedge relationship is recognized in current earnings. The assessment of effectiveness may exclude changes in the value of the hedged item that are unrelated to the risks being hedged. Similarly, the assessment of effectiveness may exclude changes in the fair value of a derivative related to time value that, if excluded, are recognized in current earnings.
Fair Value Hedges
Hedging of benchmark interest rate risk
Citigroup hedges exposure to changes in the fair value of outstanding fixed-rate issued debt and certificates of deposit. These hedges are designated as fair value hedges of the benchmark interest rate risk associated with the currency of the hedged liability. The fixed cash flows of the hedged items are converted to benchmark variable-rate cash flows by entering into receive-fixed, pay-variable interest rate swaps. These fair value hedge relationships use either regression or dollar-offset ratio analysis to assess whether the hedging relationships are highly effective at inception and on an ongoing basis.
Citigroup also hedges exposure to changes in the fair value of fixed-rate assets, including available-for-sale debt securities and loans. The hedging instruments used are receive-variable, pay-fixed interest rate swaps. These fair value hedging relationships use either regression or dollar-offset ratio analysis to assess whether the hedging relationships are highly effective at inception and on an ongoing basis.
Hedging of foreign exchange risk
Citigroup hedges the change in fair value attributable to foreign-exchange rate movements in available-for-sale securities that are denominated in currencies other than the functional currency of the entity holding the securities, which may be within or outside the U.S. The hedging instrument employed is generally a forward foreign-exchange contract. In this hedge, the change in fair value of the hedged available-for-sale security attributable to the portion of foreign exchange risk hedged is reported in earnings, and not Accumulated other comprehensive income (loss)—which serves to offset the change in fair value of the forward contract that is also reflected in earnings. Citigroup considers the premium associated with forward contracts (i.e., the differential between spot and contractual forward rates) as the cost of hedging; this is excluded from the assessment of hedge effectiveness and reflected directly in earnings. The dollar-offset method is used to assess hedge effectiveness. Since that assessment is based on changes in fair value attributable to changes in spot rates on both the available-for-sale securities and the forward contracts for the portion of the relationship hedged, the amount of hedge ineffectiveness is not significant.
The following table summarizes the gains (losses) on the Company’s fair value hedges for the three months ended March 31, 2015 and 2014:
	Gains (losses) on fair value hedges(1)
	Three Months Ended March 31,
In millions of dollars	2015			2014
Gain (loss) on the derivatives in designated and qualifying fair value hedges
Interest rate contracts	$	641		$	264
Foreign exchange contracts	1,388			9
Commodity contracts	116			—
Total gain (loss) on the derivatives in designated and qualifying fair value hedges	$	2,145		$	273
Gain (loss) on the hedged item in designated and qualifying fair value hedges
Interest rate hedges	$	(608	)	$	(286	)
Foreign exchange hedges	(1,421		)	(8		)
Commodity hedges	(104		)	—
Total gain (loss) on the hedged item in designated and qualifying fair value hedges	$	(2,133	)	$	(294	)
Hedge ineffectiveness recognized in earnings on designated and qualifying fair value hedges
Interest rate hedges	$	33		$	(21	)
Foreign exchange hedges	(38		)	4
Total hedge ineffectiveness recognized in earnings on designated and qualifying fair value hedges	$	(5	)	$	(17	)
Net gain (loss) excluded from assessment of the effectiveness of fair value hedges
Interest rate contracts	$	—		$	(1	)
Foreign exchange contracts(2)	5			(3		)
Commodity hedges(2)	12			—
Total net gain (loss) excluded from assessment of the effectiveness of fair value hedges	$	17		$	(4	)
-1	Amounts are included in Other revenue on the Consolidated Statement of Income. The accrued interest income on fair value hedges is recorded in Net interest revenue and is excluded from this table.
-2	Amounts relate to the premium associated with forward contracts (differential between spot and contractual forward rates). These amounts are excluded from the assessment of hedge effectiveness and are reflected directly in earnings.
Cash Flow Hedges
Hedging of benchmark interest rate risk
Citigroup hedges variable cash flows associated with floating-rate liabilities and the rollover (re-issuance) of liabilities. Variable cash flows from those liabilities are converted to fixed-rate cash flows by entering into receive-variable, pay-fixed interest rate swaps and receive-variable, pay-fixed forward-starting interest rate swaps. Citi also hedges variable cash flows from recognized and forecasted floating-rate assets. Variable cash flows from those assets are converted to fixed-rate cash flows by entering into receive-fixed, pay-variable interest rate swaps. These cash-flow hedging relationships use either regression analysis or dollar-offset ratio analysis to assess whether the hedging relationships are highly effective at inception and on an ongoing basis. When certain variable interest rates, associated with hedged items, do not qualify as benchmark interest rates, Citigroup designates the risk being hedged as the risk of overall changes in the hedged cash flows. Since efforts are made to match the terms of the derivatives to those of the hedged forecasted cash flows as closely as possible, the amount of hedge ineffectiveness is not significant.
Hedging of foreign exchange risk
Citigroup locks in the functional currency equivalent cash flows of long-term debt and short-term borrowings that are denominated in currencies other than the functional currency of the issuing entity. Depending on the risk management objectives, these types of hedges are designated as either cash flow hedges of only foreign exchange risk or cash flow hedges of both foreign exchange and interest rate risk, and the hedging instruments used are foreign exchange cross-currency swaps and forward contracts. These cash flow hedge relationships use dollar-offset ratio analysis to determine whether the hedging relationships are highly effective at inception and on an ongoing basis.
Hedging of overall changes in cash flows
Citigroup makes purchases of certain “to-be-announced” (TBA) mortgage-backed securities that meet the definition of a derivative (i.e. a forward securities purchase). Citigroup commonly designates these derivatives as hedges of the overall cash flow variability related to the forecasted acquisition of the TBA mortgage-backed securities. Since the hedged transaction is the gross settlement of the forward contract, hedge effectiveness is assessed by assuring that the terms of the hedging instrument and the hedged forecasted transaction are the same and that delivery of the securities remains probable.
Hedging total return
Citigroup generally manages the risk associated with leveraged loans it has originated or in which it participates by transferring a majority of its exposure to the market through SPEs prior to or shortly after funding. Retained exposures to
leveraged loans receivable are generally hedged using total return swaps.
The amount of hedge ineffectiveness on the cash flow hedges recognized in earnings for the three months ended March 31, 2015 and 2014 is not significant. The pretax change in Accumulated other comprehensive income (loss) from cash flow hedges is presented below:
	Three Months Ended March 31,
In millions of dollars	2015			2014
Effective portion of cash flow hedges included in AOCI
Interest rate contracts	$	220		$	68
Foreign exchange contracts	(150		)	(6		)
Credit derivatives	—			2
Total effective portion of cash flow hedges included in AOCI	$	70		$	64
Effective portion of cash flow hedges reclassified from AOCI to earnings
Interest rate contracts	$	(46	)	$	(61	)
Foreign exchange contracts	(40		)	(56		)
Total effective portion of cash flow hedges reclassified from AOCI to earnings(1)	$	(86	)	$	(117	)
-1	Included primarily in Other revenue and Net interest revenue on the Consolidated Income Statement.
For cash flow hedges, the changes in the fair value of the hedging derivative remaining in Accumulated other comprehensive income (loss) on the Consolidated Balance Sheet will be included in the earnings of future periods to offset the variability of the hedged cash flows when such cash flows affect earnings. The net loss associated with cash flow hedges expected to be reclassified from Accumulated other comprehensive income (loss) within 12 months of March 31, 2015 is approximately $0.4 billion. The maximum length of time over which forecasted cash flows are hedged is 10 years.
The after-tax impact of cash flow hedges on AOCI is shown in Note 18 to the Consolidated Financial Statements.
Net Investment Hedges
Consistent with ASC 830-20, Foreign Currency Matters—Foreign Currency Transactions, ASC 815 allows hedging of the foreign currency risk of a net investment in a foreign operation. Citigroup uses foreign currency forwards, options and foreign-currency-denominated debt instruments to manage the foreign exchange risk associated with Citigroup’s equity investments in several non-U.S.-dollar-functional-currency foreign subsidiaries. Citigroup records the change in the carrying amount of these investments in the Foreign currency translation adjustment account within Accumulated other comprehensive income (loss). Simultaneously, the effective portion of the hedge of this exposure is also recorded in the Foreign currency translation adjustment account and the ineffective portion, if any, is immediately recorded in earnings.
For derivatives designated as net investment hedges, Citigroup follows the forward-rate method outlined in ASC 815-35-35-16 through 35-26. According to that method, all changes in fair value, including changes related to the forward-rate component of the foreign currency forward contracts and the time value of foreign currency options, are recorded in the Foreign currency translation adjustment account within Accumulated other comprehensive income (loss).
For foreign-currency-denominated debt instruments that are designated as hedges of net investments, the translation gain or loss that is recorded in the Foreign currency translation adjustment account is based on the spot exchange rate between the functional currency of the respective subsidiary and the U.S. dollar, which is the functional currency of Citigroup. To the extent the notional amount of the hedging instrument exactly matches the hedged net investment and the underlying exchange rate of the derivative hedging instrument relates to the exchange rate between the functional currency of the net investment and Citigroup’s functional currency (or, in the case of a non-derivative debt instrument, such instrument is denominated in the functional currency of the net investment), no ineffectiveness is recorded in earnings.
The pretax gain (loss) recorded in the Foreign currency translation adjustment account within Accumulated other comprehensive income (loss), related to the effective portion of the net investment hedges, is $1,000 million and $(477) million for the three months ended March 31, 2015 and 2014, respectively.
Credit Derivatives
Citi is a market maker and trades a range of credit derivatives. Through these contracts, Citi either purchases or writes protection on either a single name or a portfolio of reference credits. Citi also uses credit derivatives to help mitigate credit risk in its corporate and consumer loan portfolios and other cash positions, and to facilitate client transactions.
Citi monitors its counterparty credit risk in credit derivative contracts. As of March 31, 2015 and December 31, 2014, approximately 98% of the gross receivables are from counterparties with which Citi maintains collateral agreements. A majority of Citi’s top 15 counterparties (by receivable balance owed to Citi) are banks, financial institutions or other dealers. Contracts with these counterparties do not include ratings-based termination events. However, counterparty ratings downgrades may have an incremental effect by lowering the threshold at which Citi may
call for additional collateral.
The range of credit derivatives entered into includes credit default swaps, total return swaps, credit options and credit-linked notes.
A credit default swap is a contract in which, for a fee, a protection seller agrees to reimburse a protection buyer for any losses that occur due to a predefined credit event on a reference entity. These credit events are defined by the terms of the derivative contract and the reference credit and are generally limited to the market standard of failure to pay on indebtedness and bankruptcy of the reference credit and, in a more limited range of transactions, debt restructuring. Credit derivative transactions that reference emerging market entities will also typically include additional credit events to cover the acceleration of indebtedness and the risk of repudiation or a payment moratorium. In certain transactions, protection may be provided on a portfolio of reference entities or asset-backed securities. If there is no credit event, as defined by the specific derivative contract, then the protection seller makes no payments to the protection buyer and receives only the contractually specified fee. However, if a credit event occurs as defined in the specific derivative contract sold, the protection seller will be required to make a payment to the protection buyer. Under certain contracts, the seller of protection may not be required to make payment until a specified amount of losses has occurred with respect to the portfolio and/or may only be required to pay for losses up to a specified amount.
A total return swap typically transfers the total economic performance of a reference asset, which includes all associated cash flows, as well as capital appreciation or depreciation. The protection buyer receives a floating rate of interest and any depreciation on the reference asset from the protection seller and, in return, the protection seller receives the cash flows associated with the reference asset plus any appreciation. Thus, according to the total return swap agreement, the protection seller will be obligated to make a payment any time the floating interest rate payment plus any depreciation of the reference asset exceeds the cash flows associated with the underlying asset. A total return swap may terminate upon a default of the reference asset or a credit event with respect to the reference entity subject to the provisions of the related total return swap agreement between the protection seller and the protection buyer.
A credit option is a credit derivative that allows investors to trade or hedge changes in the credit quality of a reference entity. For example, in a credit spread option, the option writer assumes the obligation to purchase or sell credit protection on the reference entity at a specified “strike” spread level. The option purchaser buys the right to sell credit default protection on the reference entity to, or purchase it from, the option writer at the strike spread level. The payments on credit spread options depend either on a particular credit spread or the price of the underlying credit-sensitive asset or other reference. The options usually terminate if a credit event occurs with respect to the underlying reference entity.
A credit-linked note is a form of credit derivative structured as a debt security with an embedded credit default swap. The purchaser of the note effectively provides credit protection to the issuer by agreeing to receive a return that could be negatively affected by credit events on the underlying reference credit. If the reference entity defaults, the note may be cash settled or physically settled by delivery of a debt security of the reference entity. Thus, the maximum amount of the note purchaser’s exposure is the amount paid for the credit-linked note.
The following tables summarize the key characteristics of Citi’s credit derivatives portfolio by counterparty and derivative form as of March 31, 2015 and December 31, 2014:
	Fair values						Notionals
In millions of dollars at March 31, 2015	Receivable(1)			Payable(2)			Protection			Protection
							purchased			sold
By industry/counterparty
Banks	$	20,862		$	19,370		$	548,556		$	562,737
Broker-dealers	6,872			7,604			186,510			186,727
Non-financial	85			195			4,204			1,405
Insurance and other financial institutions	10,779			11,754			323,790			267,873
Total by industry/counterparty	$	38,598		$	38,923		$	1,063,060		$	1,018,742
By instrument
Credit default swaps and options	$	38,401		$	37,878		$	1,045,569		$	1,016,182
Total return swaps and other	197			1,045			17,491			2,560
Total by instrument	$	38,598		$	38,923		$	1,063,060		$	1,018,742
By rating
Investment grade	$	14,717		$	14,677		$	784,719		$	756,634
Non-investment grade	23,881			24,246			278,341			262,108
Total by rating	$	38,598		$	38,923		$	1,063,060		$	1,018,742
By maturity
Within 1 year	$	2,217		$	2,066		$	213,995		$	200,970
From 1 to 5 years	31,222			31,762			743,158			725,345
After 5 years	5,159			5,095			105,907			92,427
Total by maturity	$	38,598		$	38,923		$	1,063,060		$	1,018,742
-1	The fair value amount receivable is composed of $13,219 million under protection purchased and $25,379 million under protection sold.
-2	The fair value amount payable is composed of $26,737 million under protection purchased and $12,186 million under protection sold.
	Fair values						Notionals
In millions of dollars at December 31, 2014	Receivable(1)			Payable(2)			Protection			Protection
							purchased			sold
By industry/counterparty
Banks	$	24,828		$	23,189		$	574,764		$	604,700
Broker-dealers	8,093			9,309			204,542			199,693
Non-financial	91			113			3,697			1,595
Insurance and other financial institutions	10,784			11,374			333,384			257,870
Total by industry/counterparty	$	43,796		$	43,985		$	1,116,387		$	1,063,858
By instrument
Credit default swaps and options	$	42,930		$	42,201		$	1,094,199		$	1,054,671
Total return swaps and other	866			1,784			22,188			9,187
Total by instrument	$	43,796		$	43,985		$	1,116,387		$	1,063,858
By rating
Investment grade	$	17,432		$	17,182		$	824,831		$	786,848
Non-investment grade	26,364			26,803			291,556			277,010
Total by rating	$	43,796		$	43,985		$	1,116,387		$	1,063,858
By maturity
Within 1 year	$	4,356		$	4,278		$	250,489		$	229,502
From 1 to 5 years	34,692			35,160			790,251			772,001
After 5 years	4,748			4,547			75,647			62,355
Total by maturity	$	43,796		$	43,985		$	1,116,387		$	1,063,858
-1	The fair value amount receivable is composed of $18,708 million under protection purchased and $25,088 million under protection sold.
-2	The fair value amount payable is composed of $26,527 million under protection purchased and $17,458 million under protection sold.
Fair values included in the above tables are prior to application of any netting agreements and cash collateral. For notional amounts, Citi generally has a mismatch between the total notional amounts of protection purchased and sold, and it may hold the reference assets directly, rather than entering into offsetting credit derivative contracts as and when desired. The open risk exposures from credit derivative contracts are largely matched after certain cash positions in reference assets are considered and after notional amounts are adjusted, either to a duration-based equivalent basis or to reflect the level of subordination in tranched structures. The ratings of the credit derivatives portfolio presented in the tables and used to evaluate payment/performance risk are based on the assigned internal or external ratings of the referenced asset or entity. Where external ratings are used, investment-grade ratings are considered to be ‘Baa/BBB’ and above, while anything below is considered non-investment grade. Citi’s internal ratings are in line with the related external rating system.
Citigroup evaluates the payment/performance risk of the credit derivatives for which it stands as a protection seller based on the credit rating assigned to the underlying referenced credit. Credit derivatives written on an underlying non-investment grade reference credit represent greater payment risk to the Company. The non-investment grade category in the table above also includes credit derivatives where the underlying referenced entity has been downgraded subsequent to the inception of the derivative.
The maximum potential amount of future payments under credit derivative contracts presented in the table above is based on the notional value of the derivatives. The Company believes that the notional amount for credit protection sold is not representative of the actual loss exposure based on historical experience. This amount has not been reduced by the value of the reference assets and the related cash flows. In accordance with most credit derivative contracts, should a credit event occur, the Company usually is liable for the difference between the protection sold and the value of the reference assets. Furthermore, the notional amount for credit protection sold has not been reduced for any cash collateral paid to a given counterparty, as such payments would be calculated after netting all derivative exposures, including any credit derivatives with that counterparty in accordance with a related master netting agreement. Due to such netting processes, determining the amount of collateral that corresponds to credit derivative exposures alone is not possible. The Company actively monitors open credit-risk exposures and manages this exposure by using a variety of strategies, including purchased credit derivatives, cash collateral or direct holdings of the referenced assets. This risk mitigation activity is not captured in the table above.
Credit-Risk-Related Contingent Features in Derivatives
Certain derivative instruments contain provisions that require the Company to either post additional collateral or immediately settle any outstanding liability balances upon the occurrence of a specified event related to the credit risk of the Company. These events, which are defined by the existing derivative contracts, are primarily downgrades in the credit ratings of the Company and its affiliates. The fair value (excluding CVA) of all derivative instruments with credit-risk-related contingent features that were in a net liability position at both March 31, 2015 and December 31, 2014 was $30 billion. The Company had posted $28 billion and $27 billion as collateral for this exposure in the normal course of business as of March 31, 2015 and December 31, 2014, respectively.
Each downgrade would trigger additional collateral or cash settlement requirements for the Company and its affiliates. In the event that each legal entity was downgraded a single notch by the three rating agencies as of March 31, 2015, the Company would be required to post an additional $2.3 billion as either collateral or settlement of the derivative transactions. Additionally, the Company would be required to segregate with third-party custodians collateral previously received from existing derivative counterparties in the amount of $0.1 billion upon the single notch downgrade, resulting in aggregate cash obligations and collateral requirements of approximately $2.4 billion.
Derivatives Accompanied by Financial Asset Transfers
The Company executes total return swaps which provide it with synthetic exposure to substantially all of the economic return of the securities or other financial assets referenced in the contract. In certain cases, the derivative transaction is accompanied by the Company’s transfer of the referenced financial asset to the derivative counterparty, most typically in response to the derivative counterparty’s desire to hedge, in whole or in part, its synthetic exposure under the derivative contract by holding the referenced asset in funded form. In certain jurisdictions these transactions qualify as sales, resulting in derecognition of the securities transferred (see Note 1 to the Consolidated Financial Statements in Citi’s 2014 Annual Report on Form 10-K for further discussion of the related sale conditions for transfers of financial assets). For a significant portion of the transactions, the Company has also executed another total return swap where the Company passes on substantially all of the economic return of the referenced securities to a different third party seeking the exposure. In those cases, the Company is not exposed, on a net basis, to changes in the economic return of the referenced securities.
These transactions generally involve the transfer of the Company’s liquid government bonds, convertible bonds, or publicly traded corporate equity securities from the trading portfolio and are executed with third-party financial institutions. The accompanying derivatives are typically total return swaps. The derivatives are cash settled and subject to ongoing margin requirements.
When the conditions for sale accounting are met, the Company reports the transfer of the referenced financial asset as a sale and separately reports the accompanying derivative transaction. These transactions generally do not result in a gain or loss on the sale of the security, because the transferred security was held at fair value in the Company’s trading portfolio. For transfers of financial assets accounted for by the Company as a sale, where the Company has retained substantially all of the economic exposure to the transferred asset through a total return swap executed in contemplation of the initial sale with the same counterparty and still outstanding as of March 31, 2015, both the asset carrying amounts derecognized and gross cash proceeds received as of the date of derecognition were $2.5 billion. At March 31, 2015, the fair value of these previously derecognized assets was $2.6 billion and the fair value of the total return swaps was $157 million recorded as gross derivative assets and $14 million recorded as gross derivative liabilities. The balances for the total return swaps are on a gross basis, before the application of counterparty and cash collateral netting, and are included primarily as equity derivatives in the tabular disclosures in this Note.

FAIR_VALUE_MEASUREMENT

FAIR VALUE MEASUREMENT	3 Months Ended
	Mar. 31, 2015
Fair Value Disclosures [Abstract]
FAIR VALUE MEASUREMENT	FAIR VALUE MEASUREMENT
	ASC 820-10 Fair Value Measurement, defines fair value, establishes a consistent framework for measuring fair value and requires disclosures about fair value measurements. Fair value is defined as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. Among other things, the standard requires the Company to maximize the use of observable inputs and minimize the use of unobservable inputs when measuring fair value.
	Under ASC 820-10, the probability of default of a counterparty is factored into the valuation of derivative positions and includes the impact of Citigroup’s own credit risk on derivatives and other liabilities measured at fair value.
	Fair Value Hierarchy
	ASC 820-10 specifies a hierarchy of inputs based on whether the inputs are observable or unobservable. Observable inputs are developed using market data and reflect market participant assumptions, while unobservable inputs reflect the Company’s market assumptions. These two types of inputs have created the following fair value hierarchy:
	•	Level 1: Quoted prices for identical instruments in active markets.
	•	Level 2: Quoted prices for similar instruments in active markets; quoted prices for identical or similar instruments in markets that are not active; and model-derived valuations in which all significant inputs and significant value drivers are observable in active markets.
	•	Level 3: Valuations derived from valuation techniques in which one or more significant inputs or significant value drivers are unobservable.
	As required under the fair value hierarchy, the Company considers relevant and observable market inputs in its valuations where possible. The frequency of transactions, the size of the bid-ask spread and the amount of adjustment necessary when comparing similar transactions are all factors in determining the liquidity of markets and the relevance of observed prices in those markets.
	The Company’s policy with respect to transfers between levels of the fair value hierarchy is to recognize transfers into and out of each level as of the end of the reporting period.
	Determination of Fair Value
	For assets and liabilities carried at fair value, the Company measures such value using the procedures set out below, irrespective of whether these assets and liabilities are measured at fair value as a result of an election or whether they are required to be measured at fair value.
	When available, the Company generally uses quoted market prices to determine fair value and classifies such items as Level 1. In some cases where a market price is available, the Company will make use of acceptable practical expedients (such as matrix pricing) to calculate fair value, in which case the items are classified as Level 2.
	The Company may also apply a price-based methodology, which utilizes, where available, quoted prices or other market information obtained from recent trading activity in positions with the same or similar characteristics to the position being valued. The market activity and the amount of the bid-ask spread are among the factors considered in determining the liquidity of markets and the relevance of observed prices from those markets. If relevant and observable prices are available, those valuations may be classified as Level 2. When less liquidity exists for a security or loan, a quoted price is stale, a significant adjustment to the price of a similar security is necessary to reflect differences in the terms of the actual security or loan being valued, or prices from independent sources are insufficient to corroborate the valuation, the “price” inputs are considered unobservable and the fair value measurements are classified as Level 3.
	If quoted market prices are not available, fair value is based upon internally developed valuation techniques that use, where possible, current market-based parameters, such as interest rates, currency rates and option volatilities. Items valued using such internally generated valuation techniques are classified according to the lowest level input or value driver that is significant to the valuation. Thus, an item may be classified as Level 3 even though there may be some significant inputs that are readily observable.
	Fair value estimates from internal valuation techniques are verified, where possible, to prices obtained from independent vendors or brokers. Vendors’ and brokers’ valuations may be based on a variety of inputs ranging from observed prices to proprietary valuation models.
	The following section describes the valuation methodologies used by the Company to measure various financial instruments at fair value, including an indication of the level in the fair value hierarchy in which each instrument is generally classified. Where appropriate, the description includes details of the valuation models, the key inputs to those models and any significant assumptions.
	Market valuation adjustments
	Generally, the unit of account for a financial instrument is the individual financial instrument. The Company applies market valuation adjustments that are consistent with the unit of account, which does not include adjustment due to the size of the Company’s position, except as follows. ASC 820-10 permits an exception, through an accounting policy election, to measure the fair value of a portfolio of financial assets and financial liabilities on the basis of the net open risk position when certain criteria are met. Citi has elected to measure certain portfolios of financial instruments, such as derivatives, that meet those criteria on the basis of the net open risk position. The Company applies market valuation adjustments, including adjustments to account for the size of the net open risk position, consistent with market participant assumptions and in accordance with the unit of account.
	Liquidity adjustments are applied to items in Level 2 or Level 3 of the fair-value hierarchy in an effort to ensure that the fair value reflects the price at which the net open risk position could be liquidated. The liquidity adjustment is based on the bid/offer spread for an instrument. When Citi has elected to measure certain portfolios of financial investments, such as derivatives, on the basis of the net open risk position, the liquidity adjustment is adjusted to take into account the size of the position.
	Credit valuation adjustments (CVA) and, effective in the third quarter of 2014, funding valuation adjustments (FVA), are applied to over-the-counter (OTC) derivative instruments in which the base valuation generally discounts expected cash flows using the relevant base interest rate curve for the currency of the derivative (e.g., LIBOR for uncollateralized U.S. dollar derivatives). As not all counterparties have the same credit risk as that implied by the relevant base curve, a CVA is necessary to incorporate the market view of both counterparty credit risk and Citi’s own credit risk in the valuation. FVA reflects a market funding risk premium inherent in the uncollateralized portion of derivative portfolios, and in collateralized derivatives where the terms of the agreement do not permit the reuse of the collateral received.
	Citi’s CVA methodology is composed of two steps. First, the credit exposure profile for each counterparty is determined using the terms of all individual derivative positions and a Monte Carlo simulation or other quantitative analysis to generate a series of expected cash flows at future points in time. The calculation of this exposure profile considers the effect of credit risk mitigants, including pledged cash or other collateral and any legal right of offset that exists with a counterparty through arrangements such as netting agreements. Individual derivative contracts that are subject to an enforceable master netting agreement with a counterparty are aggregated for this purpose, since it is those aggregate net cash flows that are subject to nonperformance risk. This process identifies specific, point-in-time future cash flows that are subject to nonperformance risk, rather than using the current recognized net asset or liability as a basis to measure the CVA. Second, market-based views of default probabilities
	derived from observed credit spreads in the credit default swap
	(CDS) market are applied to the expected future cash flows
	determined in step one. Citi’s own-credit CVA is determined
	using Citi-specific CDS spreads for the relevant tenor.
	Generally, counterparty CVA is determined using CDS spread
	indices for each credit rating and tenor. For certain identified
	netting sets where individual analysis is practicable
	(e.g., exposures to counterparties with liquid CDSs),
	counterparty-specific CDS spreads are used.
	The CVA and FVA are designed to incorporate a market view of the credit and funding risk, respectively, inherent in the derivative portfolio. However, most unsecured derivative instruments are negotiated bilateral contracts and are not commonly transferred to third parties. Derivative instruments are normally settled contractually or, if terminated early, are terminated at a value negotiated bilaterally between the counterparties. Thus, the CVA and FVA may not be realized upon a settlement or termination in the normal course of business. In addition, all or a portion of these adjustments may be reversed or otherwise adjusted in future periods in the event of changes in the credit or funding risk associated with the derivative instruments.
	The table below summarizes the CVA and FVA applied to the fair value of derivative instruments for the periods indicated:
		Credit and funding valuation adjustments
		contra-liability (contra-asset)
	In millions of dollars	March 31,			December 31,
		2015			2014
	Counterparty CVA	$	(1,862	)	$	(1,853	)
	Asset FVA	(560		)	(518		)
	Citigroup (own-credit) CVA	553			580
	Liability FVA	75			19
	Total CVA—derivative instruments (1)	$	(1,794	)	$	(1,772	)
	-1	FVA is included with CVA for presentation purposes.
	The table below summarizes pretax gains (losses) related to changes in CVA on derivative instruments, net of hedges, FVA on derivatives and debt valuation adjustments (DVA) on Citi’s own fair value option (FVO) liabilities for the periods indicated:
		Credit/funding/debt valuation
		adjustments gain (loss)
		Three Months Ended March 31,
	In millions of dollars	2015			2014
	Counterparty CVA	$	(139	)	$	7
	Asset FVA	(42		)	—
	Own-credit CVA	(36		)	(34		)
	Liability FVA	57			—
	Total CVA—derivative instruments	$	(160	)	$	(27	)
	DVA related to own FVO liabilities	$	87		$	34
	Total CVA and DVA (1)	$	(73	)	$	7
	-1	FVA is included with CVA for presentation purposes.
	Valuation Process for Fair Value Measurements
	Price verification procedures and related internal control procedures are governed by the Citigroup Pricing and Price Verification Policy and Standards, which is jointly owned by Finance and Risk Management.
	For fair value measurements of substantially all assets and liabilities held by the Company, individual business units are responsible for valuing the trading account assets and liabilities, and Product Control within Finance performs independent price verification procedures to evaluate those fair value measurements. Product Control is independent of the individual business units and reports to the Global Head of Product Control. It has authority over the valuation of financial assets and liabilities. Fair value measurements of assets and liabilities are determined using various techniques, including, but not limited to, discounted cash flows and internal models, such as option and correlation models.
	Based on the observability of inputs used, Product Control classifies the inventory as Level 1, Level 2 or Level 3 of the fair value hierarchy. When a position involves one or more significant inputs that are not directly observable, price verification procedures are performed that may include reviewing relevant historical data, analyzing profit and loss, valuing each component of a structured trade individually, and benchmarking, among others.
	Reports of inventory that is classified within Level 3 of the fair value hierarchy are distributed to senior management in Finance, Risk and the business. This inventory is also discussed in Risk Committees and in monthly meetings with senior trading management. As deemed necessary, reports may go to the Audit Committee of the Board of Directors or to the full Board of Directors. Whenever an adjustment is needed to bring the price of an asset or liability to its exit price, Product Control reports it to management along with other price verification results.
	In addition, the pricing models used in measuring fair value are governed by an independent control framework. Although the models are developed and tested by the individual business units, they are independently validated by the Model Validation Group within Risk Management and reviewed by Finance with respect to their impact on the price verification procedures. The purpose of this independent control framework is to assess model risk arising from models’ theoretical soundness, calibration techniques where needed, and the appropriateness of the model for a specific product in a defined market. To ensure their continued applicability, models are independently reviewed annually. In addition, Risk Management approves and maintains a list of products permitted to be valued under each approved model for a given business.
	Securities purchased under agreements to resell and securities sold under agreements to repurchase
	No quoted prices exist for such instruments, so fair value is determined using a discounted cash-flow technique. Cash flows are estimated based on the terms of the contract, taking into account any embedded derivative or other features. Expected cash flows are discounted using interest rates appropriate to the maturity of the instrument as well as the nature of the underlying collateral. Generally, when such instruments are held at fair value, they are classified within Level 2 of the fair value hierarchy, as the inputs used in the valuation are readily observable. However, certain long-dated positions are classified within Level 3 of the fair value hierarchy.
Trading account assets and liabilities—trading securities and trading loans
When available, the Company generally uses quoted market prices in active markets to determine the fair value of trading securities; such items are classified as Level 1 of the fair value hierarchy. Examples include some government securities and exchange-traded equity securities.
For bonds and secondary market loans traded over the counter, the Company generally determines fair value utilizing valuation techniques, including discounted cash flows, price-based and internal models, such as Black-Scholes and Monte Carlo simulation. Fair value estimates from these internal valuation techniques are verified, where possible, to prices obtained from independent sources, including third-party vendors. Vendors compile prices from various sources and may apply matrix pricing for similar bonds or loans where no price is observable. A price-based methodology utilizes, where available, quoted prices or other market information obtained from recent trading activity of assets with similar characteristics to the bond or loan being valued. The yields used in discounted cash flow models are derived from the same price information. Trading securities and loans priced using such methods are generally classified as Level 2. However, when less liquidity exists for a security or loan, a quoted price is stale, a significant adjustment to the price of a similar security or loan is necessary to reflect differences in the terms of the actual security or loan being valued, or prices from independent sources are insufficient to corroborate valuation, a loan or security is generally classified as Level 3. The price input used in a price-based methodology may be zero for a security, such as a subprime CDO, that is not receiving any principal or interest and is currently written down to zero.
Where the Company’s principal market for a portfolio of loans is the securitization market, the Company uses the securitization price to determine the fair value of the portfolio. The securitization price is determined from the assumed proceeds of a hypothetical securitization in the current market, adjusted for transformation costs (i.e., direct costs other than transaction costs) and securitization uncertainties such as market conditions and liquidity. As a result of the severe reduction in the level of activity in certain securitization markets since the second half of 2007, observable securitization prices for certain directly comparable portfolios of loans have not been readily available. Therefore, such portfolios of loans are generally classified as Level 3 of the fair value hierarchy. However, for other loan securitization markets, such as commercial real estate loans, price verification of the hypothetical securitizations has been possible, since these markets have remained active. Accordingly, this loan portfolio is classified as Level 2 of the fair value hierarchy.
Trading account assets and liabilities—derivatives
Exchange-traded derivatives, measured at fair value using quoted (i.e., exchange) prices in active markets, where available, are classified as Level 1 of the fair value hierarchy.
Derivatives without a quoted price in an active market and derivatives executed over the counter are valued using internal valuation techniques. These derivative instruments are classified as either Level 2 or Level 3 depending upon the observability of the significant inputs to the model.
The valuation techniques and inputs depend on the type of derivative and the nature of the underlying instrument. The principal techniques used to value these instruments are discounted cash flows and internal models, including Black-Scholes and Monte Carlo simulation.
The key inputs depend upon the type of derivative and the nature of the underlying instrument and include interest rate yield curves, foreign-exchange rates, volatilities and correlation. The Company uses overnight indexed swap (OIS) curves as fair value measurement inputs for the valuation of certain collateralized derivatives. Citi uses the relevant benchmark curve for the currency of the derivative (e.g., the London Interbank Offered Rate for U.S. dollar derivatives) as the discount rate for uncollateralized derivatives.
As referenced above, during the third quarter of 2014, Citi incorporated FVA into the fair value measurements due to what it believes to be an industry migration toward incorporating the market’s view of funding risk premium in OTC derivatives. The incurred charge in 2014 in connection with the implementation of FVA was reflected in Principal transactions as a change in accounting estimate. Citi’s FVA methodology leverages the existing CVA methodology to estimate a funding exposure profile. The calculation of this exposure profile considers collateral agreements where the terms do not permit the firm to reuse the collateral received, including where counterparties post collateral to third-party custodians.
Subprime-related direct exposures in CDOs
The valuation of high-grade and mezzanine asset-backed security (ABS) CDO positions utilizes prices based on the underlying assets of each high-grade and mezzanine ABS CDO.
For most of the lending and structured direct subprime exposures, fair value is determined utilizing observable transactions where available, other market data for similar assets in markets that are not active and other internal valuation techniques.
Investments
The investments category includes available-for-sale debt and marketable equity securities whose fair value is generally determined by utilizing similar procedures described for trading securities above or, in some cases, using vendor pricing as the primary source.
Also included in investments are nonpublic investments in private equity and real estate entities. Determining the fair value of nonpublic securities involves a significant degree of management resources and judgment, as no quoted prices exist and such securities are generally very thinly traded. In addition, there may be transfer restrictions on private equity securities. The Company’s process for determining the fair value of such securities utilizes commonly accepted valuation techniques, including comparables analysis. In determining the fair value of nonpublic securities, the Company also considers events such as a proposed sale of the investee company, initial public offerings, equity issuances or other observable transactions. As discussed in Note 13 to the Consolidated Financial Statements, the Company uses net asset value to value certain of these investments.
Private equity securities are generally classified as Level 3 of the fair value hierarchy.
Short-term borrowings and long-term debt
Where fair value accounting has been elected, the fair value of non-structured liabilities is determined by utilizing internal models using the appropriate discount rate for the applicable maturity. Such instruments are generally classified as Level 2 of the fair value hierarchy when all significant inputs are readily observable.
The Company determines the fair value of hybrid financial instruments, including structured liabilities, using the appropriate derivative valuation methodology (described above in “Trading account assets and liabilities—derivatives”) given the nature of the embedded risk profile. Such instruments are classified as Level 2 or Level 3 depending on the observability of significant inputs to the model.
Alt-A mortgage securities
The Company classifies its Alt-A mortgage securities as held-to-maturity, available-for-sale or trading investments. The securities classified as trading and available-for-sale are recorded at fair value with changes in fair value reported in current earnings and AOCI, respectively. For these purposes, Citi defines Alt-A mortgage securities as non-agency residential mortgage-backed securities (RMBS) where (i) the underlying collateral has weighted average FICO scores between 680 and 720 or (ii) for instances where FICO scores are greater than 720, RMBS have 30% or less of the underlying collateral composed of full documentation loans.
Similar to the valuation methodologies used for other trading securities and trading loans, the Company generally determines the fair values of Alt-A mortgage securities utilizing internal valuation techniques. Fair value estimates from internal valuation techniques are verified, where possible, to prices obtained from independent vendors. Consensus data providers compile prices from various sources. Where available, the Company may also make use of quoted prices for recent trading activity in securities with the same or similar characteristics to the security being valued.
The valuation techniques used for Alt-A mortgage securities, as with other mortgage exposures, are price-based and yield analysis. The primary market-derived input is yield. Cash flows are based on current collateral performance with prepayment rates and loss projections reflective of current economic conditions of housing price change, unemployment rates, interest rates, borrower attributes and other market indicators.
Alt-A mortgage securities that are valued using these methods are generally classified as Level 2. However, Alt-A mortgage securities backed by Alt-A mortgages of lower quality or subordinated tranches in the capital structure are mostly classified as Level 3 due to the reduced liquidity that exists for such positions, which reduces the reliability of prices available from independent sources.
Items Measured at Fair Value on a Recurring Basis
The following tables present for each of the fair value hierarchy levels the Company’s assets and liabilities that are measured at fair value on a recurring basis at March 31, 2015 and December 31, 2014. The Company’s hedging of positions that have been classified in the Level 3 category is not limited to other financial instruments (hedging instruments) that have been classified as Level 3, but also instruments classified as Level 1 or Level 2 of the fair value hierarchy. The effects of these hedges are presented gross in the following tables.
Fair Value Levels
In millions of dollars at March 31, 2015	Level 1(1)			Level 2(1)			Level 3			Gross			Netting(2)			Net
										inventory						balance
Assets
Federal funds sold and securities borrowed or purchased under agreements to resell	$	—		$	174,440		$	4,022		$	178,462		$	(42,568	)	$	135,894
Trading non-derivative assets
Trading mortgage-backed securities
U.S. government-sponsored agency guaranteed	$	—		$	25,230		$	818		$	26,048		$	—		$	26,048
Residential	—			2,174			2,130			4,304			—			4,304
Commercial	—			3,233			599			3,832			—			3,832
Total trading mortgage-backed securities	$	—		$	30,637		$	3,547		$	34,184		$	—		$	34,184
U.S. Treasury and federal agency securities	$	19,680		$	3,928		$	—		$	23,608		$	—		$	23,608
State and municipal	—			3,549			247			3,796			—			3,796
Foreign government	41,548			27,754			115			69,417			—			69,417
Corporate	595			23,801			767			25,163			—			25,163
Equity securities	50,782			4,156			2,598			57,536			—			57,536
Asset-backed securities	—			1,230			3,553			4,783			—			4,783
Other trading assets	—			8,522			4,393			12,915			—			12,915
Total trading non-derivative assets	$	112,605		$	103,577		$	15,220		$	231,402		$	—		$	231,402
Trading derivatives
Interest rate contracts	$	78		$	636,186		$	3,718		$	639,982
Foreign exchange contracts	1			174,759			1,509			176,269
Equity contracts	2,502			19,719			2,054			24,275
Commodity contracts	475			17,593			955			19,023
Credit derivatives	—			35,689			2,534			38,223
Total trading derivatives	$	3,056		$	883,946		$	10,770		$	897,772
Cash collateral paid (3)										$	7,270
Netting agreements													$	(779,613	)
Netting of cash collateral received													(53,848		)
Total trading derivatives	$	3,056		$	883,946		$	10,770		$	905,042		$	(833,461	)	$	71,581
Investments
Mortgage-backed securities
U.S. government-sponsored agency guaranteed	$	—		$	39,014		$	70		$	39,084		$	—		$	39,084
Residential	—			7,266			10			7,276			—			7,276
Commercial	—			505			2			507			—			507
Total investment mortgage-backed securities	$	—		$	46,785		$	82		$	46,867		$	—		$	46,867
U.S. Treasury and federal agency securities	$	112,018		$	9,336		$	5		$	121,359		$	—		$	121,359
State and municipal	$	—		$	9,998		$	2,247		$	12,245		$	—		$	12,245
Foreign government	36,262			50,222			575			87,059			—			87,059
Corporate	1,842			12,128			584			14,554			—			14,554
Equity securities	407			64			519			990			—			990
Asset-backed securities	—			10,987			517			11,504			—			11,504
Other debt securities	—			661			—			661			—			661
Non-marketable equity securities	—			285			2,285			2,570			—			2,570
Total investments	$	150,529		$	140,466		$	6,814		$	297,809		$	—		$	297,809
In millions of dollars at March 31, 2015	Level 1(1)			Level 2(1)			Level 3			Gross			Netting(2)			Net
										inventory						balance
Loans(4)	$	—		$	2,669		$	3,906		$	6,575		$	—		$	6,575
Mortgage servicing rights	—			—			1,685			1,685			—			1,685
Non-trading derivatives and other financial assets measured on a recurring basis, gross	$	194		$	10,715		$	148		$	11,057
Cash collateral paid										29
Netting of cash collateral received													$	(2,150	)
Non-trading derivatives and other financial assets measured on a recurring basis(8)	$	194		$	10,715		$	148		$	11,086		$	(2,150	)	$	8,936
Total assets	$	266,384		$	1,315,813		$	42,565		$	1,632,061		$	(878,179	)	$	753,882
Total as a percentage of gross assets(5)	16.4		%	81		%	2.6		%
Liabilities
Interest-bearing deposits	$	—		$	1,185		$	465		$	1,650		$	—		$	1,650
Federal funds purchased and securities loaned or sold under agreements to repurchase	—			75,733			1,060			76,793			(42,568		)	34,225
Trading account liabilities
Securities sold, not yet purchased	50,368			14,652			223			65,243			—			65,243
Trading derivatives
Interest rate contracts	57			618,464			4,052			622,573
Foreign exchange contracts	5			179,226			863			180,094
Equity contracts	2,718			27,084			2,828			32,630
Commodity contracts	515			20,820			2,684			24,019
Credit derivatives	—			35,189			3,197			38,386
Total trading derivatives	$	3,295		$	880,783		$	13,624		$	897,702
Cash collateral received(6)										$	10,398
Netting agreements													$	(779,613	)
Netting of cash collateral paid													(51,292		)
Total trading derivatives	$	3,295		$	880,783		$	13,624		$	908,100		$	(830,905	)	$	77,195
Short-term borrowings	$	—		$	806		$	120		$	926		$	—		$	926
Long-term debt	—			18,213			7,196			25,409			—			25,409
Non-trading derivatives and other financial liabilities measured on a recurring basis, gross	$	—		$	1,960		$	8		$	1,968
Cash collateral received(7)										56
Total non-trading derivatives and other financial liabilities measured on a recurring basis	$	—		$	1,960		$	8		$	2,024		$	—		$	2,024
Total liabilities	$	53,663		$	993,332		$	22,696		$	1,080,145		$	(873,473	)	$	206,672
Total as a percentage of gross liabilities(5)	5		%	92.9		%	2.1		%
-1	For the three months ended March 31, 2015, the Company transferred assets of approximately $0.6 billion from Level 1 to Level 2, primarily related to foreign government securities not traded in active markets. During the three months ended March 31, 2015, the Company transferred assets of approximately $1.8 billion from Level 2 to Level 1, primarily related to foreign government bonds and equity securities traded with sufficient frequency to constitute a liquid market. During the three months ended March 31, 2015, the Company transferred liabilities of approximately $0.2 billion from Level 2 to Level 1 and there were no material transfers of liabilities from Level 1 to Level 2.
-2	Represents netting of: (i) the amounts due under securities purchased under agreements to resell and the amounts owed under securities sold under agreements to repurchase; and (ii) derivative exposures covered by a qualifying master netting agreement and cash collateral offsetting.
-3	Reflects the net amount of $58,562 million of gross cash collateral paid, of which $51,292 million was used to offset derivative liabilities.
-4	There is no allowance for loan losses recorded for loans reported at fair value.
-5	Because the amount of the cash collateral paid/received has not been allocated to the Level 1, 2 and 3 subtotals, these percentages are calculated based on total assets and liabilities measured at fair value on a recurring basis, excluding the cash collateral paid/received on derivatives.
-6	Reflects the net amount of $64,246 million of gross cash collateral received, of which $53,848 million was used to offset derivative assets.
-7	Reflects the net amount of $2,206 million of gross cash collateral received, of which $2,150 million was used to offset non-trading derivative assets.
-8	Includes assets transferred as a result of the announced sale of OneMain Financial. For additional information see Note 2 to the Consolidated Financial Statements.
Fair Value Levels
In millions of dollars at December 31, 2014	Level 1(1)			Level 2(1)			Level 3			Gross			Netting(2)			Net
										inventory						balance
Assets
Federal funds sold and securities borrowed or purchased under agreements to resell	$	—		$	187,922		$	3,398		$	191,320		$	(47,129	)	$	144,191
Trading non-derivative assets
Trading mortgage-backed securities
U.S. government-sponsored agency guaranteed	—			25,968			1,085			27,053			—			27,053
Residential	—			2,158			2,680			4,838			—			4,838
Commercial	—			3,903			440			4,343			—			4,343
Total trading mortgage-backed securities	$	—		$	32,029		$	4,205		$	36,234		$	—		$	36,234
U.S. Treasury and federal agency securities	$	15,991		$	4,483		$	—		$	20,474		$	—		$	20,474
State and municipal	—			3,161			241			3,402			—			3,402
Foreign government	37,995			26,736			206			64,937			—			64,937
Corporate	1,337			25,640			820			27,797			—			27,797
Equity securities	51,346			4,281			2,219			57,846			—			57,846
Asset-backed securities	—			1,252			3,294			4,546			—			4,546
Other trading assets	—			9,221			4,372			13,593			—			13,593
Total trading non-derivative assets	$	106,669		$	106,803		$	15,357		$	228,829		$	—		$	228,829
Trading derivatives
Interest rate contracts	$	74		$	634,318		$	4,061		$	638,453
Foreign exchange contracts	—			154,744			1,250			155,994
Equity contracts	2,748			19,969			2,035			24,752
Commodity contracts	647			21,850			1,023			23,520
Credit derivatives	—			40,618			2,900			43,518
Total trading derivatives	$	3,469		$	871,499		$	11,269		$	886,237
Cash collateral paid(3)										$	6,523
Netting agreements													$	(777,178	)
Netting of cash collateral received(6)													(47,625		)
Total trading derivatives	$	3,469		$	871,499		$	11,269		$	892,760		$	(824,803	)	$	67,957
Investments
Mortgage-backed securities
U.S. government-sponsored agency guaranteed	$	—		$	36,053		$	38		$	36,091		$	—		$	36,091
Residential	—			8,355			8			8,363			—			8,363
Commercial	—			553			1			554			—			554
Total investment mortgage-backed securities	$	—		$	44,961		$	47		$	45,008		$	—		$	45,008
U.S. Treasury and federal agency securities	$	110,710		$	12,974		$	6		$	123,690		$	—		$	123,690
State and municipal	$	—		$	10,519		$	2,180		$	12,699		$	—		$	12,699
Foreign government	37,280			52,739			678			90,697			—			90,697
Corporate	1,739			9,746			672			12,157			—			12,157
Equity securities	1,770			274			681			2,725			—			2,725
Asset-backed securities	—			11,957			549			12,506			—			12,506
Other debt securities	—			661			—			661			—			661
Non-marketable equity securities	—			233			2,525			2,758			—			2,758
Total investments	$	151,499		$	144,064		$	7,338		$	302,901		$	—		$	302,901
In millions of dollars at December 31, 2014	Level 1(1)			Level 2(1)			Level 3			Gross			Netting(2)			Net
										inventory						balance
Loans(4)	$	—		$	2,793		$	3,108		$	5,901		$	—		$	5,901
Mortgage servicing rights	—			—			1,845			1,845			—			1,845
Non-trading derivatives and other financial assets measured on a recurring basis, gross	$	—		$	9,352		$	78		$	9,430
Cash collateral paid(5)										123
Netting of cash collateral received(7)													$	(1,791	)
Non-trading derivatives and other financial assets measured on a recurring basis	$	—		$	9,352		$	78		$	9,553		$	(1,791	)	$	7,762
Total assets	$	261,637		$	1,322,433		$	42,393		$	1,633,109		$	(873,723	)	$	759,386
Total as a percentage of gross assets(5)	16.1		%	81.3		%	2.6		%
Liabilities
Interest-bearing deposits	$	—		$	1,198		$	486		$	1,684		$	—		$	1,684
Federal funds purchased and securities loaned or sold under agreements to repurchase	—			82,811			1,043			83,854			(47,129		)	36,725
Trading account liabilities
Securities sold, not yet purchased	59,463			11,057			424			70,944			—			70,944
Trading account derivatives
Interest rate contracts	77			617,933			4,272			622,282
Foreign exchange contracts	—			158,354			472			158,826
Equity contracts	2,955			26,616			2,898			32,469
Commodity contracts	669			22,872			2,645			26,186
Credit derivatives	—			39,787			3,643			43,430
Total trading derivatives	$	3,701		$	865,562		$	13,930		$	883,193
Cash collateral received(7)										$	9,846
Netting agreements													$	(777,178	)
Netting of cash collateral paid(3)													(47,769		)
Total trading derivatives	$	3,701		$	865,562		$	13,930		$	893,039		$	(824,947	)	$	68,092
Short-term borrowings	$	—		$	1,152		$	344		$	1,496		$	—		$	1,496
Long-term debt	—			18,890			7,290			26,180			—			26,180
Non-trading derivatives and other financial liabilities measured on a recurring basis, gross	$	—		$	1,777		$	7		$	1,784
Cash collateral received(8)										$	7
Netting of cash collateral paid(5)													(15		)
Non-trading derivatives and other financial liabilities measured on a recurring basis	—			1,777			7			1,791			(15		)	1,776
Total liabilities	$	63,164		$	982,447		$	23,524		$	1,078,988		$	(872,091	)	$	206,897
Total as a percentage of gross liabilities(6)	5.9		%	91.9		%	2.2		%
-1	For the year ended December 31, 2014, the Company transferred assets of approximately $4.1 billion from Level 1 to Level 2, primarily related to foreign government securities not traded with sufficient frequency to constitute an active market and Citi refining its methodology for certain equity contracts to reflect the prevalence of off-exchange trading. During the year ended December 31, 2014, the Company transferred assets of approximately $4.2 billion from Level 2 to Level 1, primarily related to foreign government bonds traded with sufficient frequency to constitute a liquid market. During the year ended December 31, 2014, the Company transferred liabilities of approximately $1.4 billion from Level 1 to Level 2, as Citi refined its methodology for certain equity contracts to reflect the prevalence of off-exchange trading. During the year ended December 31, 2014, there were no material liability transfers from Level 2 to Level 1.
-2	Represents netting of: (i) the amounts due under securities purchased under agreements to resell and the amounts owed under securities sold under agreements to repurchase; and (ii) derivative exposures covered by a qualifying master netting agreement and cash collateral offsetting.
-3	Reflects the net amount of $54,292 million of gross cash collateral paid, of which $47,769 million was used to offset derivative liabilities.
-4	There is no allowance for loan losses recorded for loans reported at fair value.
-5	Reflects the net amount of $138 million of gross cash collateral paid, of which $15 million was used to offset non-trading derivative liabilities.
-6	Because the amount of the cash collateral paid/received has not been allocated to the Level 1, 2 and 3 subtotals, these percentages are calculated based on total assets and liabilities measured at fair value on a recurring basis, excluding the cash collateral paid/received on derivatives.
-7	Reflects the net amount of $57,471 million of gross cash collateral received, of which $47,625 million was used to offset derivative assets.
-8	Reflects the net amount of $1,798 million of gross cash collateral received, of which $1,791 million was used to offset derivative assets.
Changes in Level 3 Fair Value Category
The following tables present the changes in the Level 3 fair value category for the three months ended March 31, 2015 and 2014. As discussed above, the Company classifies financial instruments as Level 3 of the fair value hierarchy when there is reliance on at least one significant unobservable input to the valuation model. In addition to these unobservable inputs, the valuation models for Level 3 financial instruments typically also rely on a number of inputs that are readily observable either directly or indirectly. The gains and losses presented below include changes in the fair value related to both observable and unobservable inputs.
The Company often hedges positions with offsetting positions that are classified in a different level. For example, the gains and losses for assets and liabilities in the Level 3 category presented in the tables below do not reflect the effect of offsetting losses and gains on hedging instruments that have been classified by the Company in the Level 1 and Level 2 categories. In addition, the Company hedges items classified in the Level 3 category with instruments also classified in Level 3 of the fair value hierarchy. The effects of these hedges are presented gross in the following tables.
Level 3 Fair Value Rollforward
				Net realized/unrealized						Transfers																				Unrealized
				gains (losses) incl. in																										gains
																														(losses)
In millions of dollars	Dec. 31, 2014			Principal			Other(1)(2)			into			out of			Purchases			Issuances		Sales			Settlements			Mar. 31, 2015			still held(3)
				transactions						Level 3			Level 3
Assets
Federal funds sold and securities borrowed or purchased under agreements to resell	$	3,398		$	(40	)	$	—		$	—		$	(100	)	$	764		$	—	$	—		$	—		$	4,022		$	71
Trading non-derivative assets
Trading mortgage-backed securities
U.S. government-sponsored agency guaranteed	1,085			3			—			294			(510		)	167			—		(221		)	—			818			(2		)
Residential	2,680			77			—			45			(216		)	498			—		(954		)	—			2,130			(106		)
Commercial	440			15			—			88			(13		)	320			—		(251		)	—			599			(4		)
Total trading mortgage-backed securities	$	4,205		$	95		$	—		$	427		$	(739	)	$	985		$	—	$	(1,426	)	$	—		$	3,547		$	(112	)
U.S. Treasury and federal agency securities	$	—		$	—		$	—		$	—		$	—		$	—		$	—	$	—		$	—		$	—		$	—
State and municipal	241			(8		)	—			14			(7		)	9			—		(2		)	—			247			(7		)
Foreign government	206			(3		)	—			27			(92		)	66			—		(40		)	(49		)	115			1
Corporate	820			76			—			13			(59		)	347			—		(430		)	—			767			32
Equity securities	2,219			(21		)	—			124			(15		)	382			—		(91		)	—			2,598			5
Asset-backed securities	3,294			127			—			65			(34		)	1,063			—		(962		)	—			3,553			194
Other trading assets	4,372			(141		)	—			210			(392		)	1,002			13		(663		)	(8		)	4,393			(15		)
Total trading non-derivative assets	$	15,357		$	125		$	—		$	880		$	(1,338	)	$	3,854		$	13	$	(3,614	)	$	(57	)	$	15,220		$	98
Trading derivatives, net(4)
Interest rate contracts	$	(211	)	$	(70	)	$	—		$	(134	)	$	7		$	6		$	—	$	(3	)	$	71		$	(334	)	$	(282	)
Foreign exchange contracts	778			(301		)	—			41			4			91			—		(95		)	128			646			174
Equity contracts	(863		)	(29		)	—			(23		)	101			89			—		(65		)	16			(774		)	110
Commodity contracts	(1,622		)	(334		)	—			182			16			—			—		—			29			(1,729		)	(263		)
Credit derivatives	(743		)	(98		)	—			82			53			—			—		—			43			(663		)	(187		)
Total trading derivatives, net(4)	$	(2,661	)	$	(832	)	$	—		$	148		$	181		$	186		$	—	$	(163	)	$	287		$	(2,854	)	$	(448	)
				Net realized/unrealized						Transfers																				Unrealized
				gains (losses) incl. in																										gains
																														(losses)
In millions of dollars	Dec. 31, 2014			Principal			Other(1)(2)			into			out of			Purchases			Issuances		Sales			Settlements			Mar. 31, 2015			still held(3)
				transactions						Level 3			Level 3
Investments
Mortgage-backed securities
U.S. government-sponsored agency guaranteed	$	38		$	—		$	(1	)	$	45		$	(12	)	$	—		$	—	$	—		$	—		$	70		$	(2	)
Residential	8			—			2			—			—			—			—		—			—			10			2
Commercial	1			—			—			2			(1		)	—			—		—			—			2			—
Total investment mortgage-backed securities	$	47		$	—		$	1		$	47		$	(13	)	$	—		$	—	$	—		$	—		$	82		$	—
U.S. Treasury and federal agency securities	$	6		$	—		$	—		$	—		$	—		$	—		$	—	$	(1	)	$	—		$	5		$	—
State and municipal	2,180			—			32			105			(139		)	233			—		(164		)	—			2,247			13
Foreign government	678			—			51			—			(105		)	174			—		(111		)	(112		)	575			(22		)
Corporate	672			—			(26		)	2			(41		)	14			—		(4		)	(33		)	584			(20		)
Equity securities	681			—			(88		)	7			(3		)	—			—		(78		)	—			519			(3		)
Asset-backed securities	549			—			(40		)	—			(10		)	19			—		(1		)	—			517			(39		)
Other debt securities	—			—			—			—			—			—			—		—			—			—			—
Non-marketable equity securities	2,525			—			22			—			(1		)	1			—		—			(262		)	2,285			25
Total investments	$	7,338		$	—		$	(48	)	$	161		$	(312	)	$	441		$	—	$	(359	)	$	(407	)	$	6,814		$	(46	)
Loans	$	3,108		$	—		$	(54	)	$	689		$	—		$	209		$	321	$	(97	)	$	(270	)	$	3,906		$	(4	)
Mortgage servicing rights	1,845			—			(77		)	—			—			—			43		(32		)	(94		)	1,685			(77		)
Other financial assets measured on a recurring basis	78			—			6			66			(2		)	3			60		(5		)	(58		)	148			(33		)
Liabilities
Interest-bearing deposits	$	486		$	—		$	—		$	—		$	—		$	—		$	—	$	—		$	(21	)	$	465		$	2
Federal funds purchased and securities loaned or sold under agreements to repurchase	1,043			(52		)	—			—			—			—			—		1			(36		)	1,060			(11		)
Trading account liabilities
Securities sold, not yet purchased	424			(10		)	—			92			(43		)	—			—		70			(330		)	223			(29		)
Short-term borrowings	344			(7		)	—			1			(12		)	—			16		—			(236		)	120			(21		)
Long-term debt	7,290			286			—			712			(947		)	—			949		—			(522		)	7,196			(193		)
Other financial liabilities measured on a recurring basis	7			—			(3		)	—			—			(1		)	—		—			(1		)	8			(1		)
-1	Changes in fair value for available-for-sale investments are recorded in Accumulated other comprehensive income (loss), unless related to other-than-temporary impairment, while gains and losses from sales are recorded in Realized gains (losses) from sales of investments on the Consolidated Statement of Income.
-2	Unrealized gains (losses) on MSRs are recorded in Other revenue on the Consolidated Statement of Income.
-3	Represents the amount of total gains or losses for the period, included in earnings (and Accumulated other comprehensive income (loss) for changes in fair value of available-for-sale investments), attributable to the change in fair value relating to assets and liabilities classified as Level 3 that are still held at March 31, 2015.
-4	Total Level 3 derivative assets and liabilities have been netted in these tables for presentation purposes only.
				Net realized/unrealized						Transfers																				Unrealized
				gains (losses) incl. in																										gains
																														(losses)
In millions of dollars	Dec. 31, 2013			Principal			Other(1)(2)			into			out of			Purchases			Issuances		Sales			Settlements			Mar. 31, 2014			still held(3)
				transactions						Level 3			Level 3
Assets
Federal funds sold and securities borrowed or purchased under agreements to resell	$	3,566		$	(1	)	$	—		$	51		$	—		$	—		$	—	$	—		$	(165	)	$	3,451		$	(1	)
Trading non-derivative assets
Trading mortgage-backed securities
U.S. government-sponsored agency guaranteed	1,094			81			—			179			(385		)	154			3		(321		)	(17		)	788			10
Residential	2,854			157			—			74			(153		)	976			—		(1,164		)	—			2,744			41
Commercial	256			5			—			35			(24		)	32			—		(63		)	—			241			5
Total trading mortgage-backed securities	$	4,204		$	243		$	—		$	288		$	(562	)	$	1,162		$	3	$	(1,548	)	$	(17	)	$	3,773		$	56
U.S. Treasury and federal agency securities	$	—		$	—		$	—		$	—		$	—		$	—		$	—	$	—		$	—		$	—		$	—
State and municipal	222			2			—			11			(104		)	9			—		(19		)	—			121			3
Foreign government	416			(6		)	—			49			(85		)	138			—		(139		)	—			373			(5		)
Corporate	1,835			27			—			187			(145		)	592			—		(828		)	(3		)	1,665			(30		)
Equity securities	1,057			(171		)	—			35			(5		)	532			—		(63		)	—			1,385			267
Asset-backed securities	4,342			269			—			33			(175		)	943			—		(1,971		)	—			3,441			164
Other trading assets	3,184			23			—			575			(464		)	1,064			—		(864		)	(66		)	3,452			21
Total trading non-derivative assets	$	15,260		$	387		$	—		$	1,178		$	(1,540	)	$	4,440		$	3	$	(5,432	)	$	(86	)	$	14,210		$	476
Trading derivatives, net(4)
Interest rate contracts	$	839		$	(348	)	$	—		$	36		$	9		$	18		$	—	$	(46	)	$	(275	)	$	233		$	(367	)
Foreign exchange contracts	695			138			—			(11		)	19			1			—		—			(13		)	829			211
Equity contracts	(858		)	152			—			(518		)	52			150			—		(94		)	(120		)	(1,236		)	(225		)
Commodity contracts	(1,393		)	75			—			30			31			—			—		—			(72		)	(1,329		)	67
Credit derivatives	(274		)	(63		)	—			(61		)	(30		)	1			—		(3		)	173			(257		)	(234		)
Total trading derivatives, net(4)	$	(991	)	$	(46	)	$	—		$	(524	)	$	81		$	170		$	—	$	(143	)	$	(307	)	$	(1,760	)	$	(548	)
Investments
Mortgage-backed securities
U.S. government-sponsored agency guaranteed	$	187		$	—		$	48		$	24		$	(37	)	$	17		$	—	$	(39	)	$	(1	)	$	199		$	—
Residential	102			—			23			13			—			17			—		(125		)	—			30			2
Commercial	—			—			—			1			—			—			—		—			—			1			—
Total investment mortgage-backed securities	$	289		$	—		$	71		$	38		$	(37	)	$	34		$	—	$	(164	)	$	(1	)	$	230		$	2
U.S. Treasury and federal agency securities	$	8		$	—		$	—		$	—		$	—		$	—		$	—	$	(1	)	$	—		$	7		$	—
State and municipal	1,643			—			36			254			(285		)	373			—		(118		)	—			1,903			26
Foreign government	344			—			2			22			(42		)	49			—		(78		)	(23		)	274			(4		)
Corporate	285			—			(1		)	2			(1		)	247			—		(1		)	—			531			(2		)
Equity securities	815			—			16			6			—			1			—		(7		)	—			831			(4		)
Asset-backed securities	1,960			—			8			—			(42		)	48			—		(97		)	—			1,877			1
Other debt securities	50			—			(1		)	—			—			50			—		—			—			99			—
Non-marketable equity securities	4,347			—			49			67			—			252			—		(83		)	(524		)	4,108			1
Total investments	$	9,741		$	—		$	180		$	389		$	(407	)	$	1,054		$	—	$	(549	)	$	(548	)	$	9,860		$	20
				Net realized/unrealized						Transfers																				Unrealized
				gains (losses) incl. in																										gains
																														(losses)
In millions of dollars	Dec. 31, 2013			Principal			Other(1)(2)			into			out of			Purchases			Issuances		Sales			Settlements			Mar. 31, 2014			still held(3)
				transactions						Level 3			Level 3
Loans	$	4,143		$	—		$	(28	)	$	—		$	—		$	153		$	50	$	(79	)	$	(97	)	$	4,142		$	(108	)
Mortgage servicing rights	2,718			—			(114		)	—			—			—			50		28			(96		)	2,586			(115		)
Other financial assets measured on a recurring basis	181			—			(2		)	—			—			—			36		(4		)	(32		)	179			(4		)
Liabilities
Interest-bearing deposits	$	890		$	—		$	(70	)	$	—		$	—		$	—		$	—	$	—		$	(25	)	$	935		$	(19	)
Federal funds purchased and securities loaned or sold under agreements to repurchase	902			(7		)	—			—			—			31			—		—			—			940			(9		)
Trading account liabilities
Securities sold, not yet purchased	590			10			—			18			(29		)	—			—		150			(237		)	482			(13		)
Short-term borrowings	29			(17		)	—			—			—			—			1		—			(20		)	27			—
Long-term debt	7,621			(284		)	25			959			(854		)	—			940		—			(279		)	8,646			(118		)
Other financial liabilities measured on a recurring basis	10			—			—			—			—			—			1		(3		)	(5		)	3			(1		)
-1	Changes in fair value for available-for-sale investments are recorded in Accumulated other comprehensive income (loss), unless related to other-than-temporary impairment, while gains and losses from sales are recorded in Realized gains (losses) from sales of investments on the Consolidated Statement of Income.
-2	Unrealized gains (losses) on MSRs are recorded in Other revenue on the Consolidated Statement of Income.
-3	Represents the amount of total gains or losses for the period, included in earnings (and Accumulated other comprehensive income (loss) for changes in fair value of available-for-sale investments), attributable to the change in fair value relating to assets and liabilities classified as Level 3 that are still held at March 31, 2014.
-4	Total Level 3 derivative assets and liabilities have been netted in these tables for presentation purposes only.
Level 3 Fair Value Rollforward
There were no significant Level 3 transfers for the period from December 31, 2014 to March 31, 2015 as well as for the period from December 31, 2013 to March 31, 2014.
Valuation Techniques and Inputs for Level 3 Fair Value Measurements
The Company’s Level 3 inventory consists of both cash securities and derivatives of varying complexities. The valuation methodologies applied to measure the fair value of these positions include discounted cash flow analyses, internal models and comparative analysis. A position is classified within Level 3 of the fair value hierarchy when at least one input is unobservable and is considered significant to its valuation. The specific reason an input is deemed unobservable varies. For example, at least one significant input to the pricing model is not observable in the market, at least one significant input has been adjusted to make it more representative of the position being valued, or the price quote available does not reflect sufficient trading activities.
The following tables present the valuation techniques covering the majority of Level 3 inventory and the most significant unobservable inputs used in Level 3 fair value measurements as of March 31, 2015 and December 31, 2014. Differences between this table and amounts presented in the Level 3 Fair Value Rollforward table represent individually immaterial items that have been measured using a variety of valuation techniques other than those listed.
Valuation Techniques and Inputs for Level 3 Fair Value Measurements
As of March 31, 2015	Fair Value(1)			Methodology	Input	Low(2)(3)			High(2)(3)			Weighted
	(in millions)											Average(4)
Assets
Federal funds sold and securities borrowed or purchased under agreements to resell	$	3,825		Model-based	Interest rate	1.09		%	1.58		%	1.56		%
					Credit - IR correlation	(24.00		)%	(1.00		)%	(9.71		)%
Mortgage-backed securities	$	2,388		Price-based	Price	$	10		$	110.21		$	81.78
	1,138			Yield analysis	Yield	0.67		%	29.53		%	4.45		%
State and municipal, foreign government, corporate and other debt securities	$	5,997		Price-based	Price	$	—		$	147		$	87.65
	1,530			Cash flow	Credit spread	25 bps			600 bps			278 bps
Equity securities(5)	$	2,539		Price-based	Price (5)	$	—		$	146.22		$	91.88
	505			Cash flow	Yield	4		%	5		%	4.5		%
					WAL	0.01 years			3.72 years			1.07 years
Asset-backed securities	$	3,669		Price-based	Price	$	4.25		$	100.35		$	71.18
Non-marketable equity	$	1,087		Comparables analysis	Discount to price	—		%	100		%	7.51		%
	1,073			Price-based	EBITDA multiples	2		x	12		x	9.91		x
					PE ratio	8.1		x	18.2		x	8.69		x
					Price-to-book ratio	1.04		x	2.03		x	1.24		x
					Fund NAV(5)	$	1		$	62,880,962		$	28,520,572
Derivatives—Gross(6)
Interest rate contracts (gross)	$	7,674		Model-based	Mean reversion	(7.94		)%	20		%	0.69		%
Foreign exchange contracts (gross)	$	1,952		Model-based	Foreign exchange (FX) volatility	1.75		%	32.34		%	11.08		%
	323			Cash flow	Yield	0.22		%	12.3		%	3.39		%
					Interest rate	3.72		%	6		%	5.98		%
					Contingent event probability	80		%	99		%	96		%
Equity contracts (gross)(7)	$	4,550		Model-based	Equity volatility	10		%	76.62		%	25.89		%
					Forward price	90.7		%	111.88		%	95.79		%
					Equity-FX correlation	(88.20		)%	50.9		%	(38.70		)%
					Equity-equity correlation	(66.30		)%	94.5		%	34.8		%
As of March 31, 2015	Fair Value(1)			Methodology	Input	Low(2)(3)			High(2)(3)			Weighted
	(in millions)											Average(4)
Commodity contracts (gross)	$	3,576		Model-based	Commodity volatility	5		%	60		%	20		%
					Commodity correlation	(52.00		)%	91		%	38		%
					Forward price	34.02		%	242.86		%	98		%
Credit derivatives (gross)	$	4,426		Model-based	Recovery rate	18.31		%	75		%	38.75		%
	1,299			Price-based	Credit correlation	5		%	95		%	50.7		%
					Price	$	0.1		$	147		$	43.22
					Credit spread	4 bps			1,393 bps			150 bps
Nontrading derivatives and other financial assets and liabilities measured on a recurring basis (gross)(6)	$	81		Model-based	Redemption rate	13		%	99.5		%	67.2		%
	47			Yield analysis	Yield	1.33		%	5.78		%	3.32		%
	25			Price-based
Loans	$	1,780		Cash flow	Yield	1.6		%	4.5		%	2.23		%
	964			Model-based	Credit spread	39 bps			600 bps			223 bps
	723			Price-based	Appraised value	$433,676,137			$433,676,137			$433,676,137
	438			Yield analysis	Price	$	—		$	131.31		$	63.6
Mortgage servicing rights	$	1,590		Cash flow	Yield	4.81		%	23.64		%	7.33		%
					WAL	3.24 years			7.45 years			5.04 years
Liabilities
Interest-bearing deposits	$	465		Model-based	Equity-IR correlation	34		%	37		%	35.43		%
					Commodity correlation	(52.00		)%	91		%	38		%
					Commodity volatility	5		%	60		%	20		%
					Forward price	34.02		%	242.86		%	98		%
Federal funds purchased and securities loaned or sold under agreements to repurchase	$	1,060		Model-based	Interest rate	0.87		%	2.01		%	1.72		%
Trading account liabilities
Securities sold, not yet purchased	$	184		Price-based	Price	$	—		$	105.54		$	33.74
	$	41		Model-based
Short-term borrowings and long-term debt	$	7,309		Model-based	Equity-equity correlation	(66.30		)%	94.8		%	34.89		%
					Mean reversion	1		%	20		%	10.5		%
					Equity volatility	15.41		%	32		%	15.85		%
					Credit correlation	87.5		%	87.5		%	87.5		%
					FX volatility	9.3		%	15.2		%	14.41		%
					Equity-FX correlation	(88.20		)%	50.9		%	(38.24		)%
					Forward price	34.02		%	242.86		%	94.4		%
					Commodity correlation	(52.00		)%	91		%	38		%
					Commodity volatility	5		%	60		%	20		%
As of December 31, 2014	Fair Value(1)			Methodology	Input	Low(2)(3)			High(2)(3)			Weighted
	(in millions)											Average(4)
Assets
Federal funds sold and securities borrowed or purchased under agreements to resell	$	3,156		Model-based	Interest rate	1.27		%	1.97		%	1.8		%
Mortgage-backed securities	$	2,874		Price-based	Price	$	—		$	127.87		$	81.43
	1,117			Yield analysis	Yield	0.01		%	19.91		%	5.89		%
State and municipal, foreign government, corporate and other debt securities	$	5,937		Price-based	Price	$	—		$	124		$	90.62
	1,860			Cash flow	Credit spread	25 bps			600 bps			233 bps
Equity securities(5)	$	2,163		Price-based	Price (5)	$	—		$	141		$	91
	679			Cash flow	Yield	4		%	5		%	4.5		%
					WAL	0.01 years			3.14 years			1.07 years
Asset-backed securities	$	3,607		Price-based	Price	$	—		$	105.5		$	67.01
Non-marketable equity	$	1,224		Price-based	Discount to price	—		%	90		%	4.04		%
	1,055			Comparables analysis	EBITDA multiples	2.9		x	13.1		x	9.77		x
					PE ratio	8.1		x	13.1		x	8.43		x
					Price-to-book ratio	0.99		x	1.56		x	1.15		x
					Fund NAV(5)	$	1		$	64,668,171		$	29,975,777
Derivatives—Gross(6)
Interest rate contracts (gross)	$	8,309		Model-based	Interest rate (IR) lognormal volatility	18.05		%	90.65		%	30.21		%
					Mean reversion	1		%	20		%	10.5		%
Foreign exchange contracts (gross)	$	1,428		Model-based	Foreign exchange (FX) volatility	0.37		%	58.4		%	8.57		%
	294			Cash flow	Interest rate	3.72		%	8.27		%	5.02		%
					IR-FX correlation	40		%	60		%	50		%
Equity contracts (gross)(7)	$	4,431		Model-based	Equity volatility	9.56		%	82.44		%	24.61		%
	502			Price-based	Equity forward	84.1		%	100.8		%	94.1		%
					Equity-FX correlation	(88.20		)%	48.7		%	(25.17		)%
					Equity-equity correlation	(66.30		)%	94.8		%	36.87		%
					Price	$	0.01		$	144.5		$	93.05
Commodity contracts (gross)	$	3,606		Model-based	Commodity volatility	5		%	83		%	24		%
					Commodity correlation	(57.00		)%	91		%	30		%
					Forward price	35.34		%	268.77		%	101.74		%
Credit derivatives (gross)	$	4,944		Model-based	Recovery rate	13.97		%	75		%	37.62		%
	1,584			Price-based	Credit correlation	—		%	95		%	58.76		%
					Price	$	1		$	144.5		$	53.86
					Credit spread	1 bps			3,380 bps			180 bps
					Upfront points	0.39			100			52.26
Nontrading derivatives and other financial assets and liabilities measured on a recurring basis (gross)(6)	$	74		Model-based	Redemption rate	13		%	99.5		%	68.73		%
	11			Price-based	Forward Price	107		%	107.1		%	107.05		%
					Fund NAV	$	12,974		$	10,087,963		$	9,308,012
As of December 31, 2014	Fair Value(1)			Methodology	Input	Low(2)(3)			High(2)(3)			Weighted
	(in millions)											Average(4)
Loans	$	1,095		Cash flow	Yield	1.6		%	4.5		%	2.23		%
	832			Model-based	Price	$	4.72		$	106.55		$	98.56
	740			Price-based	Credit spread	35 bps			500 bps			199 bps
	441			Yield analysis
Mortgage servicing rights	$	1,750		Cash flow	Yield	5.19		%	21.4		%	10.25		%
					WAL	3.31 years			7.89 years			5.17 years
Liabilities
Interest-bearing deposits	$	486		Model-based	Equity-IR correlation	34		%	37		%	35.43		%
					Commodity correlation	(57.00		)%	91		%	30		%
					Commodity volatility	5		%	83		%	24		%
					Forward price	35.34		%	268.77		%	101.74		%
Federal funds purchased and securities loaned or sold under agreements to repurchase	$	1,043		Model-based	Interest rate	0.74		%	2.26		%	1.9		%
Trading account liabilities
Securities sold, not yet purchased	$	251		Model-based	Credit-IR correlation	(70.49		)%	8.81		%	47.17		%
	$	142		Price-based	Price	$	—		$	117		$	70.33
Short-term borrowings and long-term debt	$	7,204		Model-based	IR lognormal volatility	18.05		%	90.65		%	30.21		%
					Mean reversion	1		%	20		%	10.5		%
					Equity volatility	10.18		%	69.65		%	23.72		%
					Credit correlation	87.5		%	87.5		%	87.5		%
					Equity forward	89.5		%	100.8		%	95.8		%
					Forward price	35.34		%	268.77		%	101.8		%
					Commodity correlation	(57.00		)%	91		%	30		%
					Commodity volatility	5		%	83		%	24		%
-1	The fair value amounts presented in this table represent the primary valuation technique or techniques for each class of assets or liabilities.
-2	Some inputs are shown as zero due to rounding.
-3	When the low and high inputs are the same, there is either a constant input applied to all positions, or the methodology involving the input applies to only one large position.
-4	Weighted averages are calculated based on the fair value of the instrument.
-5	For equity securities, the price and fund NAV inputs are expressed on an absolute basis, not as a percentage of the notional amount.
-6	Both trading and nontrading account derivatives—assets and liabilities—are presented on a gross absolute value basis.
-7	Includes hybrid products.
Sensitivity to Unobservable Inputs and Interrelationships between Unobservable Inputs
The impact of key unobservable inputs on the Level 3 fair value measurements may not be independent of one another. In addition, the amount and direction of the impact on a fair value measurement for a given change in an unobservable input depends on the nature of the instrument as well as whether the Company holds the instrument as an asset or a liability. For certain instruments, the pricing, hedging and risk management are sensitive to the correlation between various inputs rather than on the analysis and aggregation of the individual inputs.
The following section describes the sensitivities and interrelationships of the most significant unobservable inputs used by the Company in Level 3 fair value measurements.
Correlation
Correlation is a measure of the co-movement between two or more variables. A variety of correlation-related assumptions are required for a wide range of instruments, including equity and credit baskets, foreign-exchange options, CDOs backed by loans or bonds, mortgages, subprime mortgages and many other instruments. For almost all of these instruments, correlations are not observable in the market and must be estimated using historical information. Estimating correlation can be especially difficult where it may vary over time. Extracting correlation information from market data requires significant assumptions regarding the informational efficiency of the market (for example, swaption markets). Changes in correlation levels can have a major impact, favorable or unfavorable, on the value of an instrument, depending on its nature. A change in the default correlation of the fair value of the underlying bonds comprising a CDO structure would affect the fair value of the senior tranche. For example, an increase in the default correlation of the underlying bonds would reduce the fair value of the senior tranche, because highly correlated instruments produce larger losses in the event of default and a part of these losses would become attributable to the senior tranche. That same change in default correlation would have a different impact on junior tranches of the same structure.
Volatility
Volatility represents the speed and severity of market price changes and is a key factor in pricing options. Typically, instruments can become more expensive if volatility increases. For example, as an index becomes more volatile, the cost to Citi of maintaining a given level of exposure increases because more frequent rebalancing of the portfolio is required. Volatility generally depends on the tenor of the underlying instrument and the strike price or level defined in the contract. Volatilities for certain combinations of tenor and strike are not observable. The general relationship between changes in the value of a portfolio to changes in volatility also depends on changes in interest rates and the level of the underlying index. Generally, long option positions (assets) benefit from increases in volatility, whereas short option positions (liabilities) will suffer losses. Some instruments are more sensitive to changes in volatility than others. For example, an at-the-money option would experience a larger percentage change in its fair value than a deep-in-the-money option. In addition, the fair value of an option with more than one underlying security (for example, an option on a basket of bonds) depends on the volatility of the individual underlying securities as well as their correlations.
Yield
Adjusted yield is generally used to discount the projected future principal and interest cash flows on instruments, such as asset-backed securities. Adjusted yield is impacted by changes in the interest rate environment and relevant credit spreads.
In some circumstances, the yield of an instrument is not observable in the market and must be estimated from historical data or from yields of similar securities. This estimated yield may need to be adjusted to capture the characteristics of the security being valued. In other situations, the estimated yield may not represent sufficient market liquidity and must be adjusted as well. Whenever the amount of the adjustment is significant to the value of the security, the fair value measurement is classified as Level 3.
Prepayment
Voluntary unscheduled payments (prepayments) change the future cash flows for the investor and thereby change the fair value of the security. The effect of prepayments is more pronounced for residential mortgage-backed securities. An increase in prepayments—in speed or magnitude—generally creates losses for the holder of these securities. Prepayment is generally negatively correlated with delinquency and interest rate. A combination of low prepayment and high delinquencies amplify each input’s negative impact on mortgage securities’ valuation. As prepayment speeds change, the weighted average life of the security changes, which impacts the valuation either positively or negatively, depending upon the nature of the security and the direction of the change in the weighted average life.
Recovery
Recovery is the proportion of the total outstanding balance of a bond or loan that is expected to be collected in a liquidation scenario. For many credit securities (such as asset-backed securities), there is no directly observable market input for recovery, but indications of recovery levels are available from pricing services. The assumed recovery of a security may differ from its actual recovery that will be observable in the future. The recovery rate impacts the valuation of credit securities. Generally, an increase in the recovery rate assumption increases the fair value of the security. An increase in loss severity, the inverse of the recovery rate, reduces the amount of principal available for distribution and, as a result, decreases the fair value of the security.
Credit Spread
Credit spread is a component of the security representing its credit quality. Credit spread reflects the market perception of changes in prepayment, delinquency and recovery rates, therefore capturing the impact of other variables on the fair value. Changes in credit spread affect the fair value of
securities differently depending on the characteristics and maturity profile of the security. For example, credit spread is a more significant driver of the fair value measurement of a high yield bond as compared to an investment grade bond. Generally, the credit spread for an investment grade bond is also more observable and less volatile than its high yield counterpart.
Qualitative Discussion of the Ranges of Significant Unobservable Inputs
The following section describes the ranges of the most significant unobservable inputs used by the Company in Level 3 fair value measurements. The level of aggregation and the diversity of instruments held by the Company lead to a wide range of unobservable inputs that may not be evenly distributed across the Level 3 inventory.
Correlation
There are many different types of correlation inputs, including credit correlation, cross-asset correlation (such as equity-interest rate correlation), and same-asset correlation (such as interest rate-interest rate correlation). Correlation inputs are generally used to value hybrid and exotic instruments. Generally, same-asset correlation inputs have a narrower range than cross-asset correlation inputs. However, due to the complex and unique nature of these instruments, the ranges for correlation inputs can vary widely across portfolios.
Volatility
Similar to correlation, asset-specific volatility inputs vary widely by asset type. For example, ranges for foreign exchange volatility are generally lower and narrower than equity volatility. Equity volatilities are wider due to the nature of the equities market and the terms of certain exotic instruments. For most instruments, the interest rate volatility input is on the lower end of the range; however, for certain structured or exotic instruments (such as market-linked deposits or exotic interest rate derivatives), the range is much wider.
Yield
Ranges for the yield inputs vary significantly depending upon the type of security. For example, securities that typically have lower yields, such as municipal bonds, will fall on the lower end of the range, while more illiquid securities or securities with lower credit quality, such as certain residual tranche asset-backed securities, will have much higher yield inputs.
Credit Spread
Credit spread is relevant primarily for fixed income and credit instruments; however, the ranges for the credit spread input can vary across instruments. For example, certain fixed income instruments, such as certificates of deposit, typically have lower credit spreads, whereas certain derivative instruments with high-risk counterparties are typically subject to higher credit spreads when they are uncollateralized or have a longer tenor. Other instruments, such as credit default swaps, also have credit spreads that vary with the attributes of the underlying obligor. Stronger companies have tighter credit spreads, and weaker companies have wider credit spreads.
Price
The price input is a significant unobservable input for certain fixed income instruments. For these instruments, the price input is expressed as a percentage of the notional amount, with a price of $100 meaning that the instrument is valued at par. For most of these instruments, the price varies between zero to $100, or slightly above $100. Relatively illiquid assets that have experienced significant losses since issuance, such as certain asset-backed securities, are at the lower end of the range, whereas most investment grade corporate bonds will fall in the middle to the higher end of the range. For certain structured debt instruments with embedded derivatives, the price input may be above $100 to reflect the embedded features of the instrument (for example, a step-up coupon or a conversion option).
The price input is also a significant unobservable input for certain equity securities; however, the range of price inputs varies depending on the nature of the position, the number of shares outstanding and other factors.
Items Measured at Fair Value on a Nonrecurring Basis
Certain assets and liabilities are measured at fair value on a nonrecurring basis and therefore are not included in the tables above. These include assets measured at cost that have been written down to fair value during the periods as a result of an impairment. In addition, these assets include loans held-for-sale and other real estate owned that are measured at the lower of cost or market.
The following table presents the carrying amounts of all assets that were still held as of March 31, 2015 and December 31, 2014, for which a nonrecurring fair value measurement was recorded:
In millions of dollars	Fair value			Level 2			Level 3
31-Mar-15
Loans held-for-sale	$	6,168		$	3,130		$	3,038
Other real estate owned	112			21			91
Loans	855			506			349
Total assets at fair value on a nonrecurring basis	$	7,135		$	3,657		$	3,478
In millions of dollars	Fair value			Level 2			Level 3
31-Dec-14
Loans held-for-sale	$	4,152		$	1,084		$	3,068
Other real estate owned	102			21			81
Loans(1)	3,367			2,881			486
Total assets at fair value on a nonrecurring basis	$	7,621		$	3,986		$	3,635
-1	Represents impaired loans held for investment whose carrying amount is based on the fair value of the underlying collateral, including primarily real-estate secured loans.
The fair value of loans-held-for-sale is determined where possible using quoted secondary-market prices. If no such quoted price exists, the fair value of a loan is determined using quoted prices for a similar asset or assets, adjusted for the specific attributes of that loan. Fair value for the other real estate owned is based on appraisals. For loans whose carrying amount is based on the fair value of the underlying collateral, the fair values depend on the type of collateral. Fair value of the collateral is typically estimated based on quoted market prices if available, appraisals or other internal valuation techniques.
Where the fair value of the related collateral is based on an unadjusted appraised value, the loan is generally classified as Level 2. Where significant adjustments are made to the appraised value, the loan is classified as Level 3. Additionally, for corporate loans, appraisals of the collateral are often based on sales of similar assets; however, because the prices of similar assets require significant adjustments to reflect the unique features of the underlying collateral, these fair value measurements are generally classified as Level 3.
Valuation Techniques and Inputs for Level 3 Nonrecurring Fair Value Measurements
The following tables present the valuation techniques covering the majority of Level 3 nonrecurring fair value measurements and the most significant unobservable inputs used in those measurements as of March 31, 2015 and December 31, 2014:
As of March 31, 2015	Fair Value(1)			Methodology	Input	Low			High			Weighted
	(in millions)											average(2)
Loans held-for-sale	$	2,876		Price-based	Price	$	—		$	100		$	9.17
Other real estate owned	$	66		Price-based	Appraised Value	$	—		$	18,824,904		$	10,481,906
	19			Comparables analysis	Discount to price(4)	34		%	34		%	34		%
Loans(3)	$	259		Price-based	Discount to price(4)	13		%	34		%	24.51		%
					Appraised Value	$	3,817,920		$	33,267,917		$	26,152,931
					Yield	8.5		%	15		%	12.98		%
-1	The fair value amounts presented in this table represent the primary valuation technique or techniques for each class of assets or liabilities.
-2	Weighted averages are calculated based on the fair value of the instrument.
-3	Represents loans held for investment whose carrying amounts are based on the fair value of the underlying collateral.
-4	Includes estimated costs to sell.
As of December 31, 2014	Fair Value(1)			Methodology	Input	Low			High			Weighted
	(in millions)											average(2)
Loans held-for-sale	$	2,740		Price-based	Price	$	92		$	100		$	99.54
					Credit Spread	5 bps			358 bps			175 bps
Other real estate owned	$	76		Price-based	Appraised Value	$11,000			$11,124,137			$4,730,129
					Discount to price(4)	13		%	64		%	28.8		%
Loans(3)	$	437		Price-based	Discount to price(4)	13		%	34		%	28.92		%
-1	The fair value amounts presented in this table represent the primary valuation technique or techniques for each class of assets or liabilities.
-2	Weighted averages are based on the fair value of the instrument.
-3	Represents loans held for investment whose carrying amounts are based on the fair value of the underlying collateral.
-4	Includes estimated costs to sell.
Nonrecurring Fair Value Changes
The following table presents total nonrecurring fair value measurements for the period, included in earnings, attributable to the change in fair value relating to assets that are still held at March 31, 2015 and March 31, 2014:
	Three months ended March 31,
In millions of dollars	2015			2014
Loans held-for-sale	$	(6	)	$	74
Other real estate owned	(6		)	(7		)
Loans(1)	(87		)	(211		)
Total nonrecurring fair value gains (losses)	$	(99	)	$	(144	)
-1	Represents loans held for investment whose carrying amount is based on the fair value of the underlying collateral, including primarily real-estate loans.
Estimated Fair Value of Financial Instruments Not Carried at Fair Value
The table below presents the carrying value and fair value of Citigroup’s financial instruments that are not carried at fair value. The table below therefore excludes items measured at fair value on a recurring basis presented in the tables above.
The disclosure also excludes leases, affiliate investments, pension and benefit obligations and insurance policy claim reserves. In addition, contract-holder fund amounts exclude certain insurance contracts. Also, as required, the disclosure excludes the effect of taxes, any premium or discount that could result from offering for sale at one time the entire holdings of a particular instrument, excess fair value associated with deposits with no fixed maturity, and other expenses that would be incurred in a market transaction. In addition, the table excludes the values of non-financial assets and liabilities, as well as a wide range of franchise, relationship and intangible values, which are integral to a full assessment of Citigroup’s financial position and the value of its net assets.
The fair value represents management’s best estimates based on a range of methodologies and assumptions. The carrying value of short-term financial instruments not accounted for at fair value, as well as receivables and payables arising in the ordinary course of business, approximates fair value because of the relatively short period of time between their origination and expected realization. Quoted market prices are used when available for investments and for liabilities, such as long-term debt not carried at fair value. For loans not accounted for at fair value, cash flows are discounted at quoted secondary market rates or estimated market rates if available. Otherwise, sales of comparable loan portfolios or current market origination rates for loans with similar terms and risk characteristics are used. Expected credit losses are either embedded in the estimated future cash flows or incorporated as an adjustment to the discount rate used. The value of collateral is also considered. For liabilities such as long-term debt not accounted for at fair value and without quoted market prices, market borrowing rates of interest are used to discount contractual cash flows.
	31-Mar-15						Estimated fair value
	Carrying			Estimated
In billions of dollars	value			fair value			Level 1			Level 2			Level 3
Assets
Investments	$	29		$	30.7		$	4.3		$	23.8		$	2.6
Federal funds sold and securities borrowed or purchased under agreements to resell	103.1			103.1			—			96			7.1
Loans(1)(2)	597.3			597.1			—			6.1			591
Other financial assets(2)(3)	219			219			8.1			147.7			63.2
Liabilities
Deposits	$	898		$	890.3		$	—		$	735.3		$	155
Federal funds purchased and securities loaned or sold under agreements to repurchase	141.1			141.1			—			140.9			0.2
Long-term debt(4)	185.1			192			—			169.8			22.2
Other financial liabilities(5)	125.6			125.6			—			31.7			93.9
	31-Dec-14						Estimated fair value
	Carrying			Estimated
In billions of dollars	value			fair value			Level 1			Level 2			Level 3
Assets
Investments	$	30.5		$	32.2		$	4.5		$	25.2		$	2.5
Federal funds sold and securities borrowed or purchased under agreements to resell	98.4			98.4			—			89.7			8.7
Loans(1)(2)	620			617.6			—			5.6			612
Other financial assets(2)(3)	213.8			213.8			8.3			151.9			53.6
Liabilities
Deposits	$	897.6		$	894.4		$	—		$	766.7		$	127.7
Federal funds purchased and securities loaned or sold under agreements to repurchase	136.7			136.7			—			136.5			0.2
Long-term debt(4)	196.9			202.5			—			172.7			29.8
Other financial liabilities(5)	136.2			136.2			—			41.4			94.8
-1	The carrying value of loans is net of the Allowance for loan losses of $14.6 billion for March 31, 2015 and $16.0 billion for December 31, 2014. In addition, the carrying values exclude $2.6 billion and $2.7 billion of lease finance receivables at March 31, 2015 and December 31, 2014, respectively.
-2	Includes items measured at fair value on a nonrecurring basis.
-3	Includes cash and due from banks, deposits with banks, brokerage receivables, reinsurance recoverable and other financial instruments included in Other assets on the Consolidated Balance Sheet, for all of which the carrying value is a reasonable estimate of fair value.
-4	The carrying value includes long-term debt balances under qualifying fair value hedges.
-5	Includes brokerage payables, separate and variable accounts, short-term borrowings (carried at cost) and other financial instruments included in Other liabilities on the Consolidated Balance Sheet, for all of which the carrying value is a reasonable estimate of fair value.
Fair values vary from period to period based on changes in a wide range of factors, including interest rates, credit quality and market perceptions of value, and as existing assets and liabilities run off and new transactions are entered into. The estimated fair values of loans reflect changes in credit status since the loans were made, changes in interest rates in the case of fixed-rate loans, and premium values at origination of certain loans.
The estimated fair values of the Company’s corporate unfunded lending commitments at March 31, 2015 and December 31, 2014 were liabilities of $4.6 billion and $5.5 billion, respectively, substantially all of which are classified as Level 3. The Company does not estimate the fair values of consumer unfunded lending commitments, which are generally cancelable by providing notice to the borrower.

FAIR_VALUE_ELECTIONS

FAIR VALUE ELECTIONS	3 Months Ended
	Mar. 31, 2015
Fair Value, Option, Aggregate Differences [Abstract]
FAIR VALUE ELECTIONS	FAIR VALUE ELECTIONS
	The Company may elect to report most financial instruments and certain other items at fair value on an instrument-by-instrument basis with changes in fair value reported in earnings. The election is made upon the initial recognition of an eligible financial asset, financial liability or firm commitment or when certain specified reconsideration events occur. The fair value election may not be revoked once an election is made. The changes in fair value are recorded in current earnings. Additional discussion regarding the applicable areas in which fair value elections were made is presented in Note 22 to the Consolidated Financial Statements.
	All servicing rights are recognized initially at fair value. The Company has elected fair value accounting for its mortgage servicing rights. See Note 20 to the Consolidated Financial Statements for further discussions regarding the accounting and reporting of MSRs.
	The following table presents the changes in fair value gains and losses for the three months ended March 31, 2015 and 2014 associated with those items for which the fair value option was elected:
		Changes in fair value gains (losses) for the
		Three Months Ended March 31,
	In millions of dollars	2015			2014
	Assets
	Federal funds sold and securities borrowed or purchased under agreements to resell	$	(4	)	$	122
	Selected portfolios of securities purchased under agreements to resell and securities
	borrowed
	Trading account assets	91			190
	Investments	45			29
	Loans
	Certain corporate loans(1)	(49		)	14
	Certain consumer loans(1)	2			(24		)
	Total loans	$	(47	)	$	(10	)
	Other assets
	MSRs	(71		)	(84		)
	Certain mortgage loans held for sale(2)	102			120
	Total other assets	$	31		$	36
	Total assets	$	116		$	367
	Liabilities
	Interest-bearing deposits	$	10		$	(24	)
	Federal funds purchased and securities loaned or sold under agreements to repurchase	2			(6		)
	Selected portfolios of securities sold under agreements to repurchase and securities loaned
	Trading account liabilities	29			3
	Short-term borrowings	(1		)	19
	Long-term debt	(45		)	(272		)
	Total liabilities	$	(5	)	$	(280	)
	-1	Includes mortgage loans held by mortgage loan securitization VIEs consolidated upon the adoption of ASC 810 Consolidation (SFAS 167) on January 1, 2010.
	-2	Includes gains (losses) associated with interest rate lock-commitments for those loans that have been originated and elected under the fair value option.
	Own Debt Valuation Adjustments
	Own debt valuation adjustments are recognized on Citi’s liabilities for which the fair value option has been elected using Citi’s credit spreads observed in the bond market. The fair value of liabilities for which the fair value option is elected (other than non-recourse and similar liabilities) is impacted by the narrowing or widening of the Company’s credit spreads. The estimated change in the fair value of these liabilities due to such changes in the Company’s own credit risk (or instrument-specific credit risk) was a gain of $87 million and $34 million for the three months ended March 31, 2015 and 2014, respectively. Changes in fair value resulting from changes in instrument-specific credit risk were estimated by incorporating the Company’s current credit spreads observable in the bond market into the relevant valuation technique used to value each liability as described above.
	The Fair Value Option for Financial Assets and Financial Liabilities
	Selected portfolios of securities purchased under agreements to resell, securities borrowed, securities sold under agreements to repurchase, securities loaned and certain non-collateralized short-term borrowings
	The Company elected the fair value option for certain portfolios of fixed-income securities purchased under agreements to resell and fixed-income securities sold under agreements to repurchase, securities borrowed, securities loaned, and certain non-collateralized short-term borrowings held primarily by broker-dealer entities in the United States, United Kingdom and Japan. In each case, the election was made because the related interest-rate risk is managed on a portfolio basis, primarily with derivative instruments that are accounted for at fair value through earnings.
	Changes in fair value for transactions in these portfolios are recorded in Principal transactions. The related interest revenue and interest expense are measured based on the contractual rates specified in the transactions and are reported as interest revenue and expense in the Consolidated Statement of Income.
	Certain loans and other credit products
	Citigroup has elected the fair value option for certain originated and purchased loans, including certain unfunded loan products, such as guarantees and letters of credit, executed by Citigroup’s lending and trading businesses. None of these credit products are highly leveraged financing commitments. Significant groups of transactions include loans and unfunded loan products that are expected to be either sold or securitized in the near term, or transactions where the economic risks are hedged with derivative instruments, such as purchased credit default swaps or total return swaps where the Company pays the total return on the underlying loans to a third party. Citigroup has elected the fair value option to mitigate accounting mismatches in cases where hedge accounting is complex and to achieve operational simplifications. Fair value was not elected for most lending transactions across the Company.
	The following table provides information about certain credit products carried at fair value at March 31, 2015 and December 31, 2014:
		31-Mar-15						31-Dec-14
	In millions of dollars	Trading assets			Loans			Trading assets		Loans
	Carrying amount reported on the Consolidated Balance Sheet	$	10,445		$	6,575		$	10,290	$	5,901
	Aggregate unpaid principal balance in excess of (less than) fair value	419			13			234		125
	Balance of non-accrual loans or loans more than 90 days past due	6			2			13		3
	Aggregate unpaid principal balance in excess of fair value for non-accrual loans or loans more than 90 days past due	12			2			28		1
	In addition to the amounts reported above, $1,760 million and $2,335 million of unfunded commitments related to certain credit products selected for fair value accounting were outstanding as of March 31, 2015 and December 31, 2014, respectively.
	Changes in fair value of funded and unfunded credit products are classified in Principal transactions in the Company’s Consolidated Statement of Income. Related interest revenue is measured based on the contractual interest rates and reported as Interest revenue on Trading account assets or loan interest depending on the balance sheet classifications of the credit products. The changes in fair value for the three months ended March 31, 2015 and 2014 due to instrument-specific credit risk totaled to a loss of $1 million and $35 million, respectively.
	Certain investments in unallocated precious metals
	Citigroup invests in unallocated precious metals accounts (gold, silver, platinum and palladium) as part of its commodity and foreign currency trading activities or to economically hedge certain exposures from issuing structured liabilities. Under ASC 815, the investment is bifurcated into a debt host contract and a commodity forward derivative instrument. Citigroup elects the fair value option for the debt host contract, and reports the debt host contract within Trading account assets on the Company’s Consolidated Balance Sheet. The total carrying amount of debt host contracts across unallocated precious metals accounts was approximately $0.9 billion and $1.2 billion at March 31, 2015 and December 31, 2014, respectively. The amounts are expected to fluctuate based on trading activity in future periods.
	As part of its commodity and foreign currency trading activities, Citi sells (buys) unallocated precious metals investments and executes forward purchase (sale) derivative contracts with trading counterparties. When Citi sells an unallocated precious metals investment, Citi’s receivable from its depository bank is repaid and Citi derecognizes its investment in the unallocated precious metal. The forward purchase (sale) contract with the trading counterparty indexed to unallocated precious metals is accounted for as a derivative, at fair value through earnings. As of March 31, 2015, there were approximately $6.0 billion and $6.6 billion notional amounts of such forward purchase and forward sale derivative contracts outstanding, respectively.
	Certain investments in private equity and real estate ventures and certain equity method and other investments
	Citigroup invests in private equity and real estate ventures for the purpose of earning investment returns and for capital appreciation. The Company has elected the fair value option for certain of these ventures, because such investments are considered similar to many private equity or hedge fund activities in Citi’s investment companies, which are reported at fair value. The fair value option brings consistency in the accounting and evaluation of these investments. All investments (debt and equity) in such private equity and real estate entities are accounted for at fair value. These investments are classified as Investments on Citigroup’s Consolidated Balance Sheet.
	Changes in the fair values of these investments are classified in Other revenue in the Company’s Consolidated Statement of Income.
	Citigroup also elects the fair value option for certain non-marketable equity securities whose risk is managed with derivative instruments that are accounted for at fair value through earnings. These securities are classified as Trading account assets on Citigroup’s Consolidated Balance Sheet. Changes in the fair value of these securities and the related derivative instruments are recorded in Principal transactions.
	Certain mortgage loans HFS
	Citigroup has elected the fair value option for certain purchased and originated prime fixed-rate and conforming adjustable-rate first mortgage loans HFS. These loans are intended for sale or securitization and are hedged with derivative instruments. The Company has elected the fair value option to mitigate accounting mismatches in cases where hedge accounting is complex and to achieve operational simplifications.
	The following table provides information about certain mortgage loans HFS carried at fair value at March 31, 2015 and December 31, 2014:
	In millions of dollars	March 31,			31-Dec-14
		2015
	Carrying amount reported on the Consolidated Balance Sheet	$	1,226		$	1,447
	Aggregate fair value in excess of unpaid principal balance	52			67
	Balance of non-accrual loans or loans more than 90 days past due	—			—
Aggregate unpaid principal balance in excess of fair value for non-accrual loans or loans more than 90 days past due	—			—
The changes in fair values of these mortgage loans are reported in Other revenue in the Company’s Consolidated Statement of Income. There was no net change in fair value during the three months ended March 31, 2015 and 2014 due
to instrument-specific credit risk. Related interest income continues to be measured based on the contractual interest rates and reported as Interest revenue in the Consolidated Statement of Income.
Certain structured liabilities
The Company has elected the fair value option for certain structured liabilities whose performance is linked to structured interest rates, inflation, currency, equity, referenced credit or commodity risks. The Company elected the fair value option, because these exposures are considered to be trading-related positions and, therefore, are managed on a fair value basis. These positions will continue to be classified as debt, deposits or derivatives (Trading account liabilities) on the Company’s Consolidated Balance Sheet according to their legal form.
The following table provides information about the carrying value of structured notes, disaggregated by type of embedded derivative instrument at March 31, 2015 and December 31, 2014:
In billions of dollars	March 31, 2015			December 31, 2014
Interest rate linked	$	10.1		$	10.9
Foreign exchange linked	0.3			0.3
Equity linked	8.4			8
Commodity linked	1.6			1.4
Credit linked	2.2			2.5
Total	$	22.6		$	23.1
The change in fair value of these structured liabilities is reported in Principal transactions in the Company’s Consolidated Statement of Income. Changes in fair value of these structured liabilities include an economic component for accrued interest, which is included in the change in fair value reported in Principal transactions.
Certain non-structured liabilities
The Company has elected the fair value option for certain non-structured liabilities with fixed and floating interest rates. The Company has elected the fair value option where the interest-rate risk of such liabilities is economically hedged with derivative contracts or the proceeds are used to purchase financial assets that will also be accounted for at fair value through earnings. The election has been made to mitigate accounting mismatches and to achieve operational simplifications. These positions are reported in Short-term borrowings and Long-term debt on the Company’s Consolidated Balance Sheet. The change in fair value of these non-structured liabilities is reported in Principal transactions in the Company’s Consolidated Statement of Income. Related interest expense on non-structured liabilities is measured based on the contractual interest rates and reported as Interest expense in the Consolidated Statement of Income.
The following table provides information about long-term debt carried at fair value, excluding debt issued by consolidated VIEs, at March 31, 2015 and December 31, 2014:
In millions of dollars	March 31, 2015			December 31, 2014
Carrying amount reported on the Consolidated Balance Sheet	$	25,409		$	26,180
Aggregate unpaid principal balance in excess of (less than) fair value	(268		)	(151		)
The following table provides information about short-term borrowings carried at fair value at March 31, 2015 and December 31, 2014:
In millions of dollars	March 31, 2015			December 31, 2014
Carrying amount reported on the Consolidated Balance Sheet	$	926		$	1,496
Aggregate unpaid principal balance in excess of (less than) fair value	(10		)	31

GUARANTEES_AND_COMMITMENTS

GUARANTEES AND COMMITMENTS	3 Months Ended
	Mar. 31, 2015
Pledged Assets, Collateral, Guarantees and Commitments [Abstract]
GUARANTEES AND COMMITMENTS	GUARANTEES AND COMMITMENTS
	Citi provides a variety of guarantees and indemnifications to its customers to enhance their credit standing and enable them to complete a wide variety of business transactions. For
	certain contracts meeting the definition of a guarantee, the guarantor must recognize, at inception, a liability for the fair value of the obligation undertaken in issuing the guarantee.
	In addition, the guarantor must disclose the maximum potential amount of future payments that the guarantor could be required to make under the guarantee, if there were a total
	default by the guaranteed parties. The determination of the maximum potential future payments is based on the notional amount of the guarantees without consideration of possible recoveries under recourse provisions or from collateral held or pledged. As such, Citi believes such amounts bear no relationship to the anticipated losses, if any, on these guarantees.
	The following tables present information about Citi’s guarantees at March 31, 2015 and December 31, 2014:
		Maximum potential amount of future payments
	In billions of dollars at March 31, 2015 except carrying value in millions	Expire within		Expire after		Total amount		Carrying value
		1 year		1 year		outstanding		(in millions of dollars)
	Financial standby letters of credit	$	25.4	$	71.6	$	97	$	239
	Performance guarantees	7		4.4		11.4		25
	Derivative instruments considered to be guarantees	11.5		73.1		84.6		2,437
	Loans sold with recourse	—		0.2		0.2		15
	Securities lending indemnifications(1)	147.3		—		147.3		—
	Credit card merchant processing(1)	78.4		—		78.4		—
	Custody indemnifications and other	—		52.2		52.2		55
	Total	$	269.6	$	201.5	$	471.1	$	2,771
		Maximum potential amount of future payments
	In billions of dollars at December 31, 2014 except carrying value in millions	Expire within		Expire after		Total amount		Carrying value
		1 year		1 year		outstanding		(in millions of dollars)
	Financial standby letters of credit	$	25.4	$	73	$	98.4	$	242
	Performance guarantees	7.1		4.8		11.9		29
	Derivative instruments considered to be guarantees	12.5		79.2		91.7		2,806
	Loans sold with recourse	—		0.2		0.2		15
	Securities lending indemnifications(1)	127.5		—		127.5		—
	Credit card merchant processing(1)	86		—		86		—
	Custody indemnifications and other	—		48.9		48.9		54
	Total	$	258.5	$	206.1	$	464.6	$	3,146
	-1	The carrying values of securities lending indemnifications and credit card merchant processing were not material for either period presented, as the probability of potential liabilities arising from these guarantees is minimal.
	Financial standby letters of credit
	Citi issues standby letters of credit, which substitute its own credit for that of the borrower. If a letter of credit is drawn down, the borrower is obligated to repay Citi. Standby letters of credit protect a third party from defaults on contractual obligations. Financial standby letters of credit include: (i) guarantees of payment of insurance premiums and reinsurance risks that support industrial revenue bond underwriting; (ii) settlement of payment obligations to clearing houses, including futures and over-the-counter derivatives clearing (see further discussion below); (iii) support options and purchases of securities in lieu of escrow deposit accounts; and (iv) letters of credit that backstop loans, credit facilities, promissory notes and trade acceptances.
	Performance guarantees
	Performance guarantees and letters of credit are issued to guarantee a customer’s tender bid on a construction or systems-installation project or to guarantee completion of such projects in accordance with contract terms. They are also issued to support a customer’s obligation to supply specified products, commodities, or maintenance or warranty services to a third party.
	Derivative instruments considered to be guarantees
	Derivatives are financial instruments whose cash flows are based on a notional amount and an underlying instrument, reference credit or index, where there is little or no initial investment, and whose terms require or permit net settlement. For a discussion of Citi’s derivatives activities, see Note 21 to the Consolidated Financial Statements.
	Derivative instruments considered to be guarantees include only those instruments that require Citi to make payments to the counterparty based on changes in an underlying instrument that is related to an asset, a liability or an equity security held by the guaranteed party. More specifically, derivative instruments considered to be guarantees include certain over-the-counter written put options where the counterparty is not a bank, hedge fund or broker-dealer (such counterparties are considered to be dealers in these markets and may, therefore, not hold the underlying instruments). Credit derivatives sold by Citi are excluded from the tables above, as they are disclosed separately in Note 21 to the Consolidated Financial Statements. In instances where Citi’s maximum potential future payment is unlimited, the notional amount of the contract is disclosed.
	Loans sold with recourse
	Loans sold with recourse represent Citi’s obligations to reimburse the buyers for loan losses under certain circumstances. Recourse refers to the clause in a sales agreement under which a seller/lender will fully reimburse the buyer/investor for any losses resulting from the purchased loans. This may be accomplished by the seller taking back any loans that become delinquent.
	In addition to the amounts shown in the tables above, Citi has recorded a repurchase reserve for its potential repurchases or make-whole liability regarding residential mortgage representation and warranty claims related to its whole loan sales to the U.S. government-sponsored enterprises (GSEs) and, to a lesser extent, private investors. The repurchase reserve was approximately $216 million and $224 million at March 31, 2015 and December 31, 2014, respectively, and these amounts are included in Other liabilities on the Consolidated Balance Sheet.
	Securities lending indemnifications
	Owners of securities frequently lend those securities for a fee to other parties who may sell them short or deliver them to another party to satisfy some other obligation. Banks may administer such securities lending programs for their clients. Securities lending indemnifications are issued by the bank to guarantee that a securities lending customer will be made whole in the event that the security borrower does not return the security subject to the lending agreement and collateral held is insufficient to cover the market value of the security.
	Credit card merchant processing
	Credit card merchant processing guarantees represent the Company’s indirect obligations in connection with: (i) providing transaction processing services to various merchants with respect to its private-label cards; and (ii) potential liability for bank card transaction processing services. The nature of the liability in either case arises as a result of a billing dispute between a merchant and a cardholder that is ultimately resolved in the cardholder’s favor. The merchant is liable to refund the amount to the cardholder. In general, if the credit card processing company is unable to collect this amount from the merchant, the credit card processing company bears the loss for the amount of the credit or refund paid to the cardholder.
	With regard to (i) above, Citi has the primary contingent liability with respect to its portfolio of private-label merchants. The risk of loss is mitigated as the cash flows between Citi and the merchant are settled on a net basis and Citi has the right to offset any payments with cash flows otherwise due to the merchant. To further mitigate this risk, Citi may delay settlement, require a merchant to make an escrow deposit, include event triggers to provide Citi with more financial and operational control in the event of the financial deterioration of the merchant or require various credit enhancements (including letters of credit and bank guarantees). In the unlikely event that a private-label merchant is unable to deliver products, services or a refund to its private-label cardholders, Citi is contingently liable to credit or refund cardholders.
	With regard to (ii) above, Citi has a potential liability for bank card transactions where Citi provides the transaction processing services as well as those where a third party provides the services and Citi acts as a secondary guarantor, should that processor fail to perform.
	Citi’s maximum potential contingent liability related to both bank card and private-label merchant processing services is estimated to be the total volume of credit card transactions that meet the requirements to be valid charge-back transactions at any given time. At March 31, 2015 and December 31, 2014, this maximum potential exposure was estimated to be $78 billion and $86 billion, respectively.
	However, Citi believes that the maximum exposure is not representative of the actual potential loss exposure based on its historical experience. This contingent liability is unlikely to arise, as most products and services are delivered when purchased and amounts are refunded when items are returned to merchants. Citi assesses the probability and amount of its contingent liability related to merchant processing based on the financial strength of the primary guarantor, the extent and nature of unresolved charge-backs and its historical loss experience. At March 31, 2015 and December 31, 2014, the losses incurred and the carrying amounts of Citi’s contingent obligations related to merchant processing activities were immaterial.
	Custody indemnifications
	Custody indemnifications are issued to guarantee that custody clients will be made whole in the event that a third-party subcustodian or depository institution fails to safeguard clients’ assets.
	Other guarantees and indemnifications
	Credit Card Protection Programs
	Citi, through its credit card businesses, provides various cardholder protection programs on several of its card products, including programs that provide insurance coverage for rental cars, coverage for certain losses associated with purchased products, price protection for certain purchases and protection for lost luggage. These guarantees are not included in the table, since the total outstanding amount of the guarantees and Citi’s maximum exposure to loss cannot be quantified. The protection is limited to certain types of purchases and losses, and it is not possible to quantify the purchases that would qualify for these benefits at any given time. Citi assesses the probability and amount of its potential liability related to these programs based on the extent and nature of its historical loss experience. At March 31, 2015 and December 31, 2014, the actual and estimated losses incurred and the carrying value of Citi’s obligations related to these programs were immaterial.
	Other Representation and Warranty Indemnifications
	In the normal course of business, Citi provides standard representations and warranties to counterparties in contracts in connection with numerous transactions and also provides indemnifications, including indemnifications that protect the counterparties to the contracts in the event that additional taxes are owed due either to a change in the tax law or an adverse interpretation of the tax law. Counterparties to these transactions provide Citi with comparable indemnifications. While such representations, warranties and indemnifications are essential components of many contractual relationships, they do not represent the underlying business purpose for the transactions. The indemnification clauses are often standard contractual terms related to Citi’s own performance under the terms of a contract and are entered into in the normal course of business based on an assessment that the risk of loss is remote. Often these clauses are intended to ensure that terms of a contract are met at inception. No compensation is received for these standard representations and warranties, and it is not possible to determine their fair value because they rarely, if ever, result in a payment. In many cases, there are no stated or notional amounts included in the indemnification clauses, and the contingencies potentially triggering the obligation to indemnify have not occurred and are not expected to occur. As a result, these indemnifications are not included in the tables above.
	Value-Transfer Networks
	Citi is a member of, or shareholder in, hundreds of value-transfer networks (VTNs) (payment, clearing and settlement systems as well as exchanges) around the world. As a condition of membership, many of these VTNs require that members stand ready to pay a pro rata share of the losses incurred by the organization due to another member’s default on its obligations. Citi’s potential obligations may be limited to its membership interests in the VTNs, contributions to the VTN’s funds, or, in limited cases, the obligation may be unlimited. The maximum exposure cannot be estimated as this would require an assessment of future claims that have not yet occurred. Citi believes the risk of loss is remote given historical experience with the VTNs. Accordingly, Citi’s participation in VTNs is not reported in the guarantees tables above, and there are no amounts reflected on the Consolidated Balance Sheet as of March 31, 2015 or December 31, 2014 for potential obligations that could arise from Citi’s involvement with VTN associations.
	Long-Term Care Insurance Indemnification
	In the sale of an insurance subsidiary, the Company provided an indemnification to an insurance company for policyholder claims and other liabilities relating to a book of long-term care (LTC) business (for the entire term of the LTC policies) that is fully reinsured by another insurance company. The reinsurer has funded two trusts with securities whose fair value (approximately $6.7 billion at March 31, 2015, compared to $6.2 billion at December 31, 2014) is designed to cover the insurance company’s statutory liabilities for the LTC policies. The assets in these trusts are evaluated and adjusted periodically to ensure that the fair value of the assets continues to cover the estimated statutory liabilities related to the LTC policies, as those statutory liabilities change over time.
	If the reinsurer fails to perform under the reinsurance agreement for any reason, including insolvency, and the assets in the two trusts are insufficient or unavailable to the ceding insurance company, then Citi must indemnify the ceding insurance company for any losses actually incurred in connection with the LTC policies. Since both events would have to occur before Citi would become responsible for any payment to the ceding insurance company pursuant to its indemnification obligation, and the likelihood of such events occurring is currently not probable, there is no liability reflected in the Consolidated Balance Sheet as of March 31, 2015 and December 31, 2014 related to this indemnification. Citi continues to closely monitor its potential exposure under this indemnification obligation.
	Futures and over-the-counter derivatives clearing
	Citi provides clearing services for clients executing exchange-traded futures and over-the-counter (OTC) derivatives contracts with central counterparties (CCPs). Based on all relevant facts and circumstances, Citi has concluded that it acts as an agent for accounting purposes in its role as clearing member for these client transactions. As such, Citi does not reflect the underlying exchange-traded futures or OTC derivatives contracts in its Consolidated Financial Statements. See Note 21 for a discussion of Citi’s derivatives activities that are reflected in its Consolidated Financial Statements.
	As a clearing member, Citi collects and remits cash and securities collateral (margin) between its clients and the respective CCP. There are two types of margin: initial margin and variation margin. Where Citi obtains benefits from or controls cash initial margin (e.g., retains an interest spread), cash initial margin collected from clients and remitted to the CCP is reflected within Brokerage Payables (payables to customers) and Brokerage Receivables (receivables from brokers, dealers and clearing organizations), respectively. However, for OTC derivatives contracts where Citi has contractually agreed with the client that (a) Citi will pass through to the client all interest paid by the CCP on cash initial margin; (b) Citi will not utilize its right as clearing member to transform cash margin into other assets; and (c) Citi does not guarantee and is not liable to the client for the performance of the CCP, cash initial margin collected from clients and remitted to the CCP is not reflected on Citi’s Consolidated Balance Sheet. The total amount of cash initial margin collected and remitted in this manner was approximately $4.1 billion and $3.2 billion as of March 31, 2015 and December 31, 2014, respectively.
	Variation margin due from clients to the respective CCP, or from the CCP to clients, reflects changes in the value of the client’s derivative contracts for each trading day. As a clearing member, Citi is exposed to the risk of non-performance by clients (e.g., failure of a client to post variation margin to the CCP for negative changes in the value of the client’s derivative contracts). In the event of non-performance by a client, Citi would move to close out the client’s positions. The CCP would typically utilize initial margin posted by the client and held by the CCP, with any remaining shortfalls required to be paid by Citi as clearing member. Citi generally holds incremental cash or securities margin posted by the client, which would typically be expected to be sufficient to mitigate Citi’s credit risk in the event the client fails to perform.
	As required by ASC 860-30-25-5, securities collateral posted by clients is not recognized on Citi’s Consolidated Balance Sheet.
Carrying Value—Guarantees and Indemnifications
At March 31, 2015 and December 31, 2014, the total carrying amounts of the liabilities related to the guarantees and indemnifications included in the tables above amounted to approximately $2.8 billion and $3.1 billion, respectively. The carrying value of financial and performance guarantees is included in Other liabilities. For loans sold with recourse, the carrying value of the liability is included in Other liabilities.
Collateral
Cash collateral available to Citi to reimburse losses realized under these guarantees and indemnifications amounted to $63 billion at both March 31, 2015 and December 31, 2014. Securities and other marketable assets held as collateral amounted to $91 billion and $70 billion at March 31, 2015 and December 31, 2014, respectively. The majority of collateral is held to reimburse losses realized under securities lending indemnifications. Additionally, letters of credit in favor of Citi held as collateral amounted to $4.2 billion and $4.0 billion at March 31, 2015 and December 31, 2014, respectively. Other property may also be available to Citi to cover losses under certain guarantees and indemnifications; however, the value of such property has not been determined.
Performance risk
Citi evaluates the performance risk of its guarantees based on the assigned referenced counterparty internal or external ratings. Where external ratings are used, investment-grade ratings are considered to be Baa/BBB and above, while anything below is considered non-investment grade. Citi’s internal ratings are in line with the related external rating system. On certain underlying referenced assets or entities, ratings are not available. Such referenced assets are included in the “not rated” category. The maximum potential amount of the future payments related to the outstanding guarantees is determined to be the notional amount of these contracts, which is the par amount of the assets guaranteed.
Presented in the tables below are the maximum potential amounts of future payments that are classified based upon internal and external credit ratings as of March 31, 2015 and December 31, 2014. As previously mentioned, the determination of the maximum potential future payments is based on the notional amount of the guarantees without consideration of possible recoveries under recourse provisions or from collateral held or pledged. As such, Citi believes such amounts bear no relationship to the anticipated losses, if any, on these guarantees.
	Maximum potential amount of future payments
In billions of dollars at March 31, 2015	Investment		Non-investment		Not		Total
	grade		grade		rated
Financial standby letters of credit	$	72.5	$	13.6	$	10.9	$	97
Performance guarantees	6.7		4		0.7		11.4
Derivative instruments deemed to be guarantees	—		—		84.6		84.6
Loans sold with recourse	—		—		0.2		0.2
Securities lending indemnifications	—		—		147.3		147.3
Credit card merchant processing	—		—		78.4		78.4
Custody indemnifications and other	52.1		0.1		—		52.2
Total	$	131.3	$	17.7	$	322.1	$	471.1
	Maximum potential amount of future payments
In billions of dollars at December 31, 2014	Investment		Non-investment		Not		Total
	grade		grade		rated
Financial standby letters of credit	$	73	$	15.9	$	9.5	$	98.4
Performance guarantees	7.3		3.9		0.7		11.9
Derivative instruments deemed to be guarantees	—		—		91.7		91.7
Loans sold with recourse	—		—		0.2		0.2
Securities lending indemnifications	—		—		127.5		127.5
Credit card merchant processing	—		—		86		86
Custody indemnifications and other	48.8		0.1		—		48.9
Total	$	129.1	$	19.9	$	315.6	$	464.6
Credit Commitments and Lines of Credit
The table below summarizes Citigroup’s credit commitments as of March 31, 2015 and December 31, 2014:
In millions of dollars	U.S.		Outside of		March 31,		December 31,
			U.S.		2015		2014
Commercial and similar letters of credit	$	1,037	$	4,678	$	5,715	$	6,634
One- to four-family residential mortgages	1,840		2,276		4,116		5,674
Revolving open-end loans secured by one- to four-family residential properties	13,597		2,359		15,956		16,098
Commercial real estate, construction and land development	6,817		1,172		7,989		9,242
Credit card lines	492,021		117,461		609,482		612,049
Commercial and other consumer loan commitments	152,069		84,347		236,416		243,680
Other commitments and contingencies	4,856		4,638		9,494		10,663
Total	$	672,237	$	216,931	$	889,168	$	904,040
The majority of unused commitments are contingent upon customers’ maintaining specific credit standards.
Commercial commitments generally have floating interest rates and fixed expiration dates and may require payment of fees. Such fees (net of certain direct costs) are deferred and, upon exercise of the commitment, amortized over the life of the loan or, if exercise is deemed remote, amortized over the commitment period.
Commercial and similar letters of credit
A commercial letter of credit is an instrument by which Citigroup substitutes its credit for that of a customer to enable the customer to finance the purchase of goods or to incur other commitments. Citigroup issues a letter on behalf of its client to a supplier and agrees to pay the supplier upon presentation of documentary evidence that the supplier has performed in accordance with the terms of the letter of credit. When a letter of credit is drawn, the customer is then required to reimburse Citigroup.
One- to four-family residential mortgages
A one- to four-family residential mortgage commitment is a written confirmation from Citigroup to a seller of a property that the bank will advance the specified sums enabling the buyer to complete the purchase.
Revolving open-end loans secured by one- to four-family
residential properties
Revolving open-end loans secured by one- to four-family residential properties are essentially home equity lines of credit. A home equity line of credit is a loan secured by a primary residence or second home to the extent of the excess of fair market value over the debt outstanding for the first mortgage.
Commercial real estate, construction and land development
Commercial real estate, construction and land development include unused portions of commitments to extend credit for the purpose of financing commercial and multifamily residential properties as well as land development projects.
Both secured-by-real-estate and unsecured commitments are included in this line, as well as undistributed loan proceeds, where there is an obligation to advance for construction progress payments. However, this line only includes those extensions of credit that, once funded, will be classified as Total loans, net on the Consolidated Balance Sheet.
Credit card lines
Citigroup provides credit to customers by issuing credit cards. The credit card lines are cancellable by providing notice to the cardholder or without such notice as permitted by local law.
Commercial and other consumer loan commitments
Commercial and other consumer loan commitments include overdraft and liquidity facilities, as well as commercial commitments to make or purchase loans, to purchase third-party receivables, to provide note issuance or revolving underwriting facilities and to invest in the form of equity. Amounts include $50 billion and $53 billion with an original maturity of less than one year at March 31, 2015 and December 31, 2014, respectively.
In addition, included in this line item are highly leveraged financing commitments, which are agreements that provide funding to a borrower with higher levels of debt (measured by the ratio of debt capital to equity capital of the borrower) than is generally considered normal for other companies. This type of financing is commonly employed in corporate acquisitions, management buy-outs and similar transactions.
Other commitments and contingencies
Other commitments and contingencies include committed or unsettled regular-way reverse repurchase agreements and all other transactions related to commitments and contingencies not reported on the lines above.

CONTINGENCIES

CONTINGENCIES	3 Months Ended
	Mar. 31, 2015
Commitments and Contingencies Disclosure [Abstract]
CONTINGENCIES	CONTINGENCIES
	The following information supplements and amends, as applicable, the disclosures in Note 28 to the Consolidated Financial Statements of Citigroup's 2014 Annual Report on Form 10-K. For purposes of this Note, Citigroup, its affiliates and subsidiaries, and current and former officers, directors and employees, are sometimes collectively referred to as Citigroup and Related Parties.
	In accordance with ASC 450, Citigroup establishes accruals for contingencies, including the litigation and regulatory matters disclosed herein, when Citigroup believes it is probable that a loss has been incurred and the amount of the loss can be reasonably estimated. Once established, accruals are adjusted from time to time, as appropriate, in light of additional information. The amount of loss ultimately incurred in relation to those matters may be substantially higher or lower than the amounts accrued for those matters.
	If Citigroup has not accrued for a matter because the matter does not meet the criteria for accrual (as set forth above), or Citigroup believes an exposure to loss exists in excess of the amount accrued for a particular matter, in each case assuming a material loss is reasonably possible, Citigroup discloses the matter. In addition, for such matters, Citigroup discloses an estimate of the aggregate reasonably possible loss or range of loss in excess of the amounts accrued for those matters as to which an estimate can be made. At March 31, 2015, Citigroup's estimate was materially unchanged from its estimate of approximately $4 billion at December 31, 2014, as more fully described in Note 28 to the Consolidated Financial Statements in the 2014 Annual Report on Form 10-K.
	As available information changes, the matters for which Citigroup is able to estimate will change, and the estimates themselves will change. In addition, while many estimates presented in financial statements and other financial disclosures involve significant judgment and may be subject to significant uncertainty, estimates of the range of reasonably possible loss arising from litigation and regulatory proceedings are subject to particular uncertainties. For example, at the time of making an estimate, Citigroup may have only preliminary, incomplete or inaccurate information about the facts underlying the claim; its assumptions about the future rulings of the court or other tribunal on significant issues, or the behavior and incentives of adverse parties or regulators, may prove to be wrong; and the outcomes it is attempting to predict are often not amenable to the use of statistical or other quantitative analytical tools. In addition, from time to time an outcome may occur that Citigroup had not accounted for in its estimates because it had deemed such an outcome to be remote. For all these reasons, the amount of loss in excess of accruals ultimately incurred for the matters as to which an estimate has been made could be substantially higher or lower than the range of loss included in the estimate.
	Subject to the foregoing, it is the opinion of Citigroup's management, based on current knowledge and after taking into account its current legal accruals, that the eventual outcome of all matters described in this Note would not be likely to have a material adverse effect on the consolidated financial condition of Citigroup. Nonetheless, given the substantial or indeterminate amounts sought in certain of these matters, and the inherent unpredictability of such matters, an adverse outcome in certain of these matters could, from time to time, have a material adverse effect on Citigroup’s consolidated results of operations or cash flows in particular quarterly or annual periods.
	For further information on ASC 450 and Citigroup's accounting and disclosure framework for contingencies, including for litigation and regulatory matters disclosed herein, see Note 28 to the Consolidated Financial Statements of Citigroup’s 2014 Annual Report on Form 10-K.
	Credit Crisis-Related Litigation and Other Matters
	Mortgage-Related Litigation and Other Matters
	Mortgage-Backed Securities and CDO Investor Actions: On February 2, 2015, Citigroup Global Markets Inc. (CGMI) and its remaining co-defendants filed a stipulation of agreement and settlement in the class action NEW JERSEY CARPENTERS HEALTH FUND, ET AL. v. RESIDENTIAL CAPITAL, LLC, ET AL.  This settlement is subject to court approval.  Additional information relating to this action is publicly available in court filings under the docket number 08 Civ. 8781 (S.D.N.Y.) (Failla, J.).
	On February 6, 2015, the Tennessee Consolidated Retirement System filed a complaint intervening in TENNESSEE CONSOLIDATED RETIREMENT SYSTEM v. J.P. MORGAN SECURITIES LLC, ET AL., asserting claims for fraud, negligent misrepresentation, and violation of the Tennessee Securities Act concerning CGMI’s alleged sale of residential mortgage-backed securities (MBS) to the Tennessee Consolidated Retirement System.  Additional information relating to this action is publicly available in court filings under the docket number 13-1729-II (Tenn. Ch. Ct.) (McCoy, Ch.).
	As of March 31, 2015, the aggregate original purchase amount of the purchases at issue in the pending MBS and CDO investor suits was approximately $1.9 billion, and the aggregate original purchase amount of the purchases covered by tolling agreements with MBS and CDO investors threatening litigation was an additional approximately $1.4 billion.
	Lehman Brothers Bankruptcy Proceedings
	In connection with an adversary proceeding related to the Chapter 11 bankruptcy proceedings of Lehman Brothers Holdings Inc., in which plaintiffs assert, among other claims, objections to proofs of claim totaling approximately $2.6 billion filed by Citibank, N.A. and certain Citigroup affiliates, plaintiffs dismissed, with prejudice, their claim to avoid a $500 million transfer, pursuant to a stipulation entered by the Court on March 12, 2015. Discovery related to the remaining claims is ongoing. Additional information relating to this action is publicly available in court filings under the docket numbers 12-01044 and 08-13555 (Bankr. S.D.N.Y.) (Chapman, J.).
	Tribune Company Bankruptcy
	In KIRSCHNER v. FITZSIMONS, ET AL., claims against certain Citigroup affiliates have been dismissed or reduced in amount by orders dated January 13, January 15, March 26, and April 1, 2015.  Additional information relating to these actions is publicly available in court filings under the docket numbers 11 MD 2296 (S.D.N.Y.) (Sullivan, J.), 12 2296 (S.D.N.Y.) (Sullivan, J.), and 13-3992(L) (2d Cir.).
	Foreign Exchange Matters
	Regulatory Actions: Citigroup is in active discussions with the Department of Justice about a potential resolution of the previously-disclosed investigation by the Antitrust Division and the Criminal Division of the Department of Justice regarding Citigroup’s foreign exchange business. A resolution with the Department of Justice could include a guilty plea on an antitrust charge.
	Antitrust and Other Litigation: On April 7, 2015, an action captioned STERK v. BANK OF AMERICA CORPORATION, ET AL. was brought in the United States District Court for the Southern District of New York against Citigroup, Citibank, N.A., and CGMI, as well as numerous other foreign exchange dealers. The plaintiffs seek to represent a putative class of investors who transacted in foreign exchange futures contracts and options on foreign exchange futures contracts, alleging that the class suffered losses as a result of the defendants’ alleged manipulation of, and collusion with respect to, the foreign exchange market. The plaintiffs assert a federal antitrust claim and claims under the Commodity Exchange Act, and seek compensatory damages, treble damages where authorized by statute, and declaratory relief. Additional information concerning this action is publicly available in court filings under the docket number 1:15-cv-2705 (S.D.N.Y.) (Schofield, J.).
	Interbank Offered Rates-Related Litigation and Other Matters
	Regulatory Actions: In connection with the previously disclosed investigation by the Department of Justice regarding submissions made by panel banks to bodies that publish various interbank offered rates and other benchmark rates, the Department of Justice has advised Citigroup that, based on the facts and circumstances as the Department of Justice currently understands them, the Department of Justice has decided to decline prosecution with respect to LIBOR.
	Antitrust and Other Litigation: On March 31, 2015, the United States District Court for the Southern District of New York dismissed the action captioned 7 WEST 57th STREET REALTY CO. v. CITIGROUP, INC., ET AL., but permitted plaintiff to file a motion for leave to file a second amended complaint by June 1, 2015. Additional information concerning this action is publicly available in court filings under the docket number 1:13-cv-981 (S.D.N.Y.) (Gardephe, J.).
	Citigroup and Citibank, N.A., as well as other U.S. dollar (USD) LIBOR panel banks, have been named as defendants in two putative class actions filed in the United States District Court for the Southern District of New York in which plaintiffs allege that they received depressed returns on LIBOR-linked financial instruments as a result of defendants artificially suppressing USD LIBOR. In the first action, filed on February 24, 2015, and captioned NATIONAL ASBESTOS WORKERS PENSION FUND, ET AL. v. BANK OF AMERICA CORP., ET AL., plaintiffs assert federal antitrust claims and seek compensatory damages and declaratory relief. This action has been consolidated with other related cases in a multi-district litigation proceeding before Judge Buchwald in the United States District Court for the Southern District of New York. Additional information concerning this action is publicly available in court filings under the docket number 1:15-cv-01334 (S.D.N.Y.) (Buchwald, J.). In the second action, filed on April 16, 2015, and captioned AXIOM INVESTMENT ADVISORS, LLC, ET AL. v. BANK OF AMERICA CORP., ET AL., plaintiffs assert federal and state antitrust claims, RICO claims, and various common law claims against USD LIBOR panel banks and the British Bankers’ Association. Plaintiffs seek compensatory and punitive damages, disgorgement and restitution, and declaratory and injunctive relief. Additional information concerning this action is publicly available in court filings under the docket number 1:15-cv-02973 (S.D.N.Y.).
	ISDAFIX-Related Litigation and Other Matters
	Antitrust and Other Litigation: Beginning in September 2014, various plaintiffs filed putative class actions in the United States District Court for the Southern District of New York against Citigroup and other USD ISDAFIX panel banks, which are proceeding on a consolidated basis. On April 13, 2015, defendants filed a motion to dismiss the claims in plaintiffs’ amended consolidated complaint. Additional information concerning these actions is publicly available in court filings under the consolidated lead docket number 1:14-cv-7126 (S.D.N.Y.) (Furman, J.).
	Oceanografia Fraud and Related Matters
	In connection with the Mexican National Banking and Securities Commission’s (CNBV) continued review of Banamex’s compliance with the corrective action order, the CNBV recently imposed an additional fine of $90,000 on Banamex. Citigroup continues to cooperate fully with all of the inquiries related to the Oceanografía fraud.
	Derivative Actions and Related Proceedings:  On April 24, 2015, in an action filed by Oklahoma Firefighters Pension & Retirement System, the Court of Chancery issued a decision adopting the Master’s September 30, 2014 recommendation granting in part and denying in part plaintiff’s request to inspect Citigroup’s books and records.  On May 5, 2015, Citigroup answered a similar complaint filed by Key West Municipal Firefighters & Police Officers’ Retirement Trust Fund.  Additional information concerning these actions is publicly available in court filings under the docket numbers C.A. No. 9587-ML (VCN) (Noble, V.C.) and C.A. No. 10468-ML (VCN) (Noble, V.C.).
	Parmalat Litigation and Related Matters
	On March 5, 2015, the Parma criminal court accepted plea bargain agreements reached with each of the defendants (eight current and former Citigroup employees) and closed criminal proceedings commenced by prosecutors in Parma.  As a result of the agreements, the Parma criminal court can no longer hear the civil complaint filed by the Parmalat administrator against Citigroup.  The Parmalat administrator is permitted to refile his claim in Italian civil court.
	In January 2011, certain Parmalat institutional investors filed a civil complaint seeking damages of approximately 130 million euro against Citigroup and other financial institutions. In January 2015, the Court of Milan issued its first instance decision that denied relief to the investors in respect of all claims against Citigroup and other banks.
	Settlement Payments
	Payments required in settlement agreements described above have been made or are covered by existing litigation accruals.
	[End of Consolidated Financial Statements and Notes to Consolidated Financial Statements]

BASIS_OF_PRESENTATION_AND_ACCO1

BASIS OF PRESENTATION AND ACCOUNTING CHANGES (Policies)	3 Months Ended
	Mar. 31, 2015
Accounting Policies [Abstract]
Accounting Changes	ACCOUNTING CHANGES
	Accounting for Investments in Tax Credit Partnerships
	In January 2014, the FASB issued Accounting Standards Update (ASU) 2014-01, Investments-Equity Method and Joint Ventures (Topic 323): Accounting for Investments in Qualified Affordable Housing Projects. Any transition adjustment is reflected as an adjustment to retained earnings in the earliest period presented (retrospective application).
	The ASU is applicable to Citi’s portfolio of low income housing tax credit (LIHTC) partnership interests. The new standard widens the scope of investments eligible to elect to apply a new alternative method, the proportional amortization method, under which the cost of the investment is amortized to tax expense in proportion to the amount of tax credits and other tax benefits received. Citi qualifies to elect the proportional amortization method under the ASU for its entire LIHTC portfolio. These investments were previously accounted for under the equity method, which resulted in losses (due to amortization of the investment) being recognized in Other revenue and tax credits and benefits being recognized in the Income tax expense line. In contrast, the proportional amortization method combines the amortization of the investment and receipt of the tax credits/benefits into one line, Income tax expense.
	Citi adopted ASU 2014-01 in the first quarter of 2015.
	The adoption of this ASU was applied retrospectively and cumulatively reduced Retained earnings by approximately $349 million, Other assets by approximately $178 million, and deferred tax assets by approximately $171 million.
	Accounting for Repurchase-to-Maturity Transactions
	In June 2014, the FASB issued ASU No. 2014-11, Transfers and Servicing (Topic 860): Repurchase-to-Maturity Transactions, Repurchase Financings, and Disclosures. The ASU changes the accounting for repurchase-to-maturity transactions and linked repurchase financings to secured borrowing accounting, which is consistent with the accounting for other repurchase agreements. The ASU also requires disclosures about transfers accounted for as sales in transactions that are economically similar to repurchase agreements (see Note 21 to the Consolidated Financial Statements) and about the types of collateral pledged in repurchase agreements and similar transactions accounted for as secured borrowings. The ASU’s provisions became effective for Citi from the first quarter of 2015, with the exception of the collateral disclosures which will be effective from the second quarter of 2015. The effect of adopting the ASU is required to be reflected as a cumulative effect adjustment to retained earnings as of the beginning of the period of adoption. Adoption of the ASU did not have a material effect on the Company’s financial statements.
	Classification of Certain Government-Guaranteed Mortgage Loans upon Foreclosure
	In August 2014, the FASB issued ASU No. 2014-14, Receivables-Troubled Debt Restructuring by Creditors (Subtopic 310-40): Classification of Certain Government-Guaranteed Mortgage Loans upon Foreclosure, which requires that a mortgage loan be derecognized and a separate other receivable be recognized upon foreclosure if the following conditions are met: (i) the loan has a government guarantee that is not separable from the loan before foreclosure; (ii) at the time of foreclosure, the creditor has the intent to convey the real estate property to the guarantor and make a claim on the guarantee, and the creditor has the ability to recover under that claim; and (iii) at the time of foreclosure, any amount of the claim that is determined on the basis of the fair value of the real estate is fixed. Upon foreclosure, the separate other receivable is measured based on the amount of the loan balance (principal and interest) expected to be recovered from the guarantor.
	Citi early adopted the ASU on a modified retrospective basis in the fourth quarter of 2014, which resulted in reclassifying approximately $130 million of foreclosed assets from Other Real Estate Owned to a separate other receivable that is included in Other assets. Given the modified retrospective approach to adoption, prior periods have not been restated.
	FUTURE APPLICATION OF ACCOUNTING STANDARDS
	Revenue Recognition
	In May 2014, the FASB issued ASU No. 2014-09, Revenue from Contracts with Customers, which requires an entity to recognize the amount of revenue to which it expects to be entitled for the transfer of promised goods or services to customers. The ASU will replace most existing revenue recognition guidance in GAAP when it becomes effective on January 1, 2017. However, the FASB is proposing to extend the effective date to January 1, 2018. Early application is not permitted. The standard permits the use of either the retrospective or cumulative effect transition method. The Company is evaluating the effect that ASU 2014-09 will have on its consolidated financial statements and related disclosures. The Company has not yet selected a transition method nor has it determined the effect of the standard on its financial statements.
	Consolidation
	In February 2015, the FASB issued ASU No. 2015-02, Consolidation (Topic 810): Amendments to the Consolidation Analysis, which is intended to improve certain areas of consolidation guidance for legal entities such as limited partnerships, limited liability companies, and securitization structures. The ASU will reduce the number of consolidation models. The ASU will be effective on January 1, 2016. Early adoption is permitted, including adoption in an interim period. The Company is evaluating the effect that ASU 2015-02 will have on its Consolidated Financial Statements.
	Debt Issuance Costs
	In April 2015, the FASB issued ASU 2015-03, Interest— Imputation of Interest (Subtopic 835-30), Simplifying the Presentation of Debt Issuance Costs, to conform the presentation of debt issuance costs to that of debt discounts and premiums. Thus, the ASU requires that debt issuance costs related to a recognized debt liability be presented in the balance sheet as a direct deduction from the carrying amount of that debt liability. The ASU will be effective for Citi on January 1, 2016 for both interim and annual periods and will be applied retrospectively to all periods presented. Early adoption is permitted for financial statements that have not been previously issued. The ASU is not expected to have a material effect on the Company.
	Accounting for Financial Instruments-Credit Losses
	In December 2012, the FASB issued a proposed ASU, Financial Instruments-Credit Losses. This proposed ASU, or exposure draft, was issued for public comment in order to allow stakeholders the opportunity to review the proposal and provide comments to the FASB and does not constitute accounting guidance until a final ASU is issued.
	The exposure draft contains proposed guidance developed by the FASB with the goal of improving financial reporting about expected credit losses on loans, securities and other financial assets held by financial institutions and other organizations. The exposure draft proposes a new accounting model intended to require earlier recognition of credit losses, while also providing additional transparency about credit risk.
	The FASB’s proposed model would utilize an “expected credit loss” measurement objective for the recognition of credit losses for loans, held-to-maturity securities and other receivables at the time the financial asset is originated or acquired and adjusted each period for changes in expected credit losses. For available-for-sale securities where fair value is less than cost, credit-related impairment would be recognized in the allowance for credit losses and adjusted each period for changes in credit. This would replace the multiple existing impairment models in GAAP, which generally require that a loss be “incurred” before it is recognized.
	The FASB’s proposed model represents a significant departure from existing GAAP, and may result in material changes to the Company’s accounting for financial instruments. The impact of the FASB’s final ASU on the Company’s financial statements will be assessed when it is issued. The exposure draft does not contain a proposed effective date; this would be included in the final ASU, when issued.

DISCONTINUED_OPERATIONS_AND_SI1

DISCONTINUED OPERATIONS AND SIGNIFICANT DISPOSALS (Tables)	3 Months Ended
	Mar. 31, 2015
Discontinued operations
Summarized financial information disposal groups including discontinued operations	The following assets and liabilities for the Japan retail banking, Japan cards business and OneMain Financial business were identified and reclassified to HFS within Other assets and Other liabilities on the Consolidated Balance Sheet at March 31, 2015 (OneMain, Japan cards and Japan retail) and December 31, 2014 (Japan retail):
	In millions of dollars	March 31,			Dec. 31,
		2015			2014
	Assets
	Cash and deposits with banks	$	626		$	151
	Investments	1,499			—
	Loans (net of allowance of $713 million and $2 million at March 31, 2015 and December 31, 2014)	9,283			544
	Goodwill	112			51
	Intangible assets	123			—
	Other assets, advances to/from subs	19,480			19,854
	Other assets	473			66
	Total assets	$	31,596		$	20,666
	Liabilities
	Deposits	$	20,193		$	20,605
	Long-term debt	4,673			—
	Other liabilities, due to/from subs	1,902			—
	Other liabilities	1,970			61
	Total liabilities	$	28,738		$	20,666
	The following is summarized financial information for Credicard, CCA, Egg and previous Discontinued operations for which Citi continues to have minimal residual costs associated with the sales:
		Three Months Ended March 31,
	In millions of dollars	2015			2014
	Total revenues, net of interest expense	$	—		$	69
	Income (loss) from discontinued operations	$	(8	)	$	40
	Provision (benefit) for income taxes	(3		)	3
	Income (loss) from discontinued operations, net of taxes	$	(5	)	$	37
OneMain Financial Business
Discontinued operations
Summarized financial information disposal groups including discontinued operations	Income before taxes is as follows:
		Three Months Ended March 31,
	In millions of dollars	2015			2014
	Income before taxes	$	177		$	242
	The following assets and liabilities for the OneMain Financial business were identified and reclassified to HFS within Other assets and Other liabilities on the Consolidated Balance Sheet at March 31, 2015:
	In millions of dollars	31-Mar-15
	Assets
	Cash and deposits with banks	$	492
	Investments	1,499
	Loans (net of allowance of $688 million)	7,427
	Intangible assets	123
	Other assets	355
	Total assets	$	9,896
	Liabilities
	Long-term debt	$	4,673
	Other liabilities, due to/from subs	1,902
	Other liabilities	1,454
	Total liabilities	$	8,029
Japan Cards Business
Discontinued operations
Summarized financial information disposal groups including discontinued operations	Income before taxes is as follows:
		Three Months Ended March 31,
	In millions of dollars	2015			2014
	Income before taxes	$	(1	)	$	—
	The following assets and liabilities for the Japan cards business were identified and reclassified to HFS within Other assets and Other liabilities on the Consolidated Balance Sheet at March 31, 2015:
	In millions of dollars	31-Mar-15
	Assets
	Cash and deposits with banks	$	16
	Loans (net of allowance of $24 million)	1,308
	Goodwill	61
	Other assets	66
	Total assets	$	1,451
	Liabilities
	Other liabilities	$	460
	Total liabilities	$	460
Japan Retail Business
Discontinued operations
Summarized financial information disposal groups including discontinued operations	Income before taxes is as follows:
		Three Months Ended March 31,
	In millions of dollars	2015			2014
	Income before taxes	$	—		$	2
	The following assets and liabilities for the Japan retail banking business were identified and reclassified to HFS within Other assets and Other liabilities on the Consolidated Balance Sheet at March 31, 2015 and December 31, 2014:
		March 31,			Dec. 31,
	In millions of dollars	2015			2014
	Assets
	Cash and deposits with banks	$	118		$	151
	Loans (net of allowance of $1 million and $2 million at March 31, 2015 and December 31, 2014)	548			544
	Goodwill	51			51
	Other assets, advances to/from subs	19,480			19,854
	Other assets	52			66
	Total assets	$	20,249		$	20,666
	Liabilities
	Deposits	$	20,193		$	20,605
	Other liabilities	56			61
	Total liabilities	$	20,249		$	20,666
Spain Consumer Business
Discontinued operations
Summarized financial information disposal groups including discontinued operations
		Three Months Ended March 31,
	In millions of dollars	2015			2014
	Income before taxes	$	—		$	21
Greece Consumer Business
Discontinued operations
Summarized financial information disposal groups including discontinued operations
		Three Months Ended March 31,
	In millions of dollars	2015			2014
	Income before taxes	$	—		$	(15	)

BUSINESS_SEGMENTS_Tables

BUSINESS SEGMENTS (Tables)	3 Months Ended
	Mar. 31, 2015
Segment Reporting [Abstract]
Information regarding the Company's operations by segment	The following table presents certain information regarding the Company’s continuing operations by segment:
		Revenues,				Provision (benefits)						Income (loss) from						Identifiable assets
		net of interest expense (1)				for income taxes						continuing operations (2)
		Three Months Ended March 31,
	In millions of dollars, except identifiable assets in billions	2015		2014		2015			2014			2015			2014			March 31, 2015		December 31, 2014
	Global Consumer Banking	$	8,662	$	8,844	$	920		$	742		$	1,725		$	1,674		$	387	$	406
	Institutional Clients Group	9,028		9,154		1,358			1,321			2,964			2,948			1,271		1,257
	Corporate/Other	212		223		(312		)	209			(19		)	(388		)	52		50
	Total Citicorp	$	17,902	$	18,221	$	1,966		$	2,272		$	4,670		$	4,234		$	1,710	$	1,713
	Citi Holdings	1,834		1,985		154			(141		)	147			(282		)	122		129
	Total	$	19,736	$	20,206	$	2,120		$	2,131		$	4,817		$	3,952		$	1,832	$	1,842
	-1	Includes Citicorp (excluding Corporate/Other) total revenues, net of interest expense, in North America of $8.3 billion and $8.3 billion; in EMEA of $3.0 billion and $3.1 billion; in Latin America of $2.9 billion and $3.2 billion; and in Asia of $3.5 billion and $3.4 billion for the three months ended March 31, 2015 and 2014, respectively. Regional numbers exclude Citi Holdings and Corporate/Other, which largely operate within the U.S.
	-2	Includes pretax provisions (credits) for credit losses and for benefits and claims in the GCB results of $1.5 billion and $1.6 billion; in the ICG results of $74 million and $27 million; and in Citi Holdings results of $0.4 billion and $0.4 billion for the three months ended March 31, 2015 and 2014, respectively.

INTEREST_REVENUE_AND_EXPENSE_T

INTEREST REVENUE AND EXPENSE (Tables)	3 Months Ended
	Mar. 31, 2015
Interest Revenue (Expense), Net [Abstract]
Interest revenue and expense	For the three months ended March 31, 2015 and 2014, Interest revenue and Interest expense consisted of the following:
		Three Months Ended
		March 31,
	In millions of dollars	2015		2014
	Interest revenue
	Loan interest, including fees	$	10,555	$	11,181
	Deposits with banks	183		252
	Federal funds sold and securities borrowed or purchased under agreements to resell	642		594
	Investments, including dividends	1,711		1,757
	Trading account assets(1)	1,399		1,486
	Other interest	110		80
	Total interest revenue	$	14,600	$	15,350
	Interest expense
	Deposits(2)	$	1,326	$	1,449
	Federal funds purchased and securities loaned or sold under agreements to repurchase	376		525
	Trading account liabilities(1)	47		41
	Short-term borrowings	119		137
	Long-term debt	1,160		1,439
	Total interest expense	$	3,028	$	3,591
	Net interest revenue	$	11,572	$	11,759
	Provision for loan losses	1,755		1,793
	Net interest revenue after provision for loan losses	$	9,817	$	9,966
	-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 $296 million and $281 million for the three months ended March 31, 2015 and 2014.

COMMISSIONS_AND_FEES_Tables

COMMISSIONS AND FEES (Tables)	3 Months Ended
	Mar. 31, 2015
Fees and Commissions [Abstract]
Commissions and fees revenues	The following table presents Commissions and fees revenue for the three months ended March 31:
		Three Months Ended March 31,
	In millions of dollars	2015		2014
	Investment banking	$	938	$	834
	Trading-related	634		701
	Credit cards and bank cards	501		563
	Trade and securities services	435		453
	Other consumer(1)	180		213
	Corporate finance(2)	145		123
	Checking-related	116		136
	Loan servicing	95		88
	Other	126		73
	Total commissions and fees	$	3,170	$	3,184
	-1	Primarily consists of fees for investment fund administration and management, third-party collections, commercial demand deposit accounts and certain credit card services.
	-2	Consists primarily of fees earned from structuring and underwriting loan syndications.

PRINCIPAL_TRANSACTIONS_Tables

PRINCIPAL TRANSACTIONS (Tables)	3 Months Ended
	Mar. 31, 2015
Principal Transactions Revenue, Net [Abstract]
Principal transactions revenue	The following table presents principal transactions revenue for the three months ended March 31:
		Three Months Ended March 31,
	In millions of dollars	2015			2014
	Global Consumer Banking	$	173		$	172
	Institutional Clients Group	2,199			2,604
	Corporate/Other	(422		)	20
	Subtotal Citicorp	$	1,950		$	2,796
	Citi Holdings	21			92
	Total Citigroup	$	1,971		$	2,888
	Interest rate contracts(1)	$	1,197		$	1,390
	Foreign exchange contracts(2)	86			548
	Equity contracts(3)	114			138
	Commodity and other contracts(4)	317			224
	Credit products and derivatives(5)	257			588
	Total	$	1,971		$	2,888
	-1	Includes revenues from government securities and corporate debt, municipal securities, mortgage securities and other debt instruments. Also includes spot and forward trading of currencies and exchange-traded and over-the-counter (OTC) currency options, options on fixed income securities, interest rate swaps, currency swaps, swap options, caps and floors, financial futures, OTC options and forward contracts on fixed income securities.
	-2	Includes revenues from foreign exchange spot, forward, option and swap contracts, as well as FX translation gains and losses.
	-3	Includes revenues from common, preferred and convertible preferred stock, convertible corporate debt, equity-linked notes and exchange-traded and OTC equity options and warrants.
	-4	Primarily includes revenues from crude oil, refined oil products, natural gas and other commodities trades.
	-5	Includes revenues from structured credit products.

RETIREMENT_BENEFITS_Tables

RETIREMENT BENEFITS (Tables)	3 Months Ended
	Mar. 31, 2015
Compensation and Retirement Disclosure [Abstract]
Components of net (benefit) expense	The following table summarizes the components of net expense recognized in the Consolidated Statement of Income for the Company’s U.S. postemployment plans.
		Three Months Ended March 31,
	In millions of dollars	2015				2014
	Service-related expense
	Benefits earned during the period	$	—			$	—
	Interest cost on benefit obligation	1				1
	Amortization of unrecognized
	Prior service cost (benefit)	(7		)		(7		)
	Net actuarial loss	3				3
	Total service-related expense (benefit)	$	(3	)		$	(3	)
	Non-service-related expense	$	9			$	8
	Total net expense	$	6			$	5
	The following table summarizes the components of net (benefit) expense recognized in the Consolidated Statement of Income for the Company’s U.S. qualified and nonqualified pension plans and postretirement plans and plans outside the United States, for Significant Plans and All Other Plans, for the periods indicated.
		Three Months Ended March 31,
		Pension plans														Postretirement benefit plans
		U.S. plans							Non-U.S. plans							U.S. plans					Non-U.S. plans
	In millions of dollars	2015			2014				2015			2014				2015		2014			2015			2014
	Qualified plans
	Benefits earned during the period	$	2		$	2			$	44		$	46			$	—	$	—		$	4		$	4
	Interest cost on benefit obligation	137			140				80			96				8		8			27			29
	Expected return on plan assets	(222		)	(217		)		(84		)	(95		)		—		(1		)	(29		)	(30		)
	Amortization of unrecognized
	Prior service (benefit) cost	(1		)	(1		)		—			1				—		—			(3		)	(3		)
	Net actuarial loss	37			23				21			20				—		(1		)	11			9
	Net qualified plans (benefit) expense	$	(47	)	$	(53	)		$	61		$	68			$	8	$	6		$	10		$	9
	Nonqualified plans expense	12			12				—			—				—		—			—			—
	Total net (benefit) expense	$	(35	)	$	(41	)		$	61		$	68			$	8	$	6		$	10		$	9
Summary of the funded status and amounts recognized in the Consolidated Balance Sheet for the Company's U.S. qualified, non-qualified plans and plans outside the U.S.	The following table summarizes the funded status and amounts recognized in the Consolidated Balance Sheet for the Company’s Significant Plans.
	Net Amount Recognized
		Three months ended March 31, 2015
		Pension plans								Postretirement benefit plans
		U.S. plans				Non-U.S. plans				U.S. plans				Non-U.S. plans
	In millions of dollars	2015				2015				2015				2015
	Change in projected benefit obligation
	Projected benefit obligation at beginning of year	$	14,839			$	7,252			$	917			$	1,527
	Plans measured annually	—				(2,070		)		—				(348		)
	Projected benefit obligation at beginning of year - Significant Plans	$	14,839			$	5,182			$	917			$	1,179
	Benefits earned during the year	3				25				—				3
	Interest cost on benefit obligation	144				66				8				23
	Plan amendments	—				6				—				—
	Actuarial (gain) loss	252				144				19				—
	Benefits paid, net of participants’ contributions	(198		)		(56		)		(24		)		(10		)
	Foreign exchange impact and other	—				(232		)		—				(41		)
	Projected benefit obligation at period end - Significant Plans	$	15,040			$	5,135			$	920			$	1,154
		Three Months Ended March 31, 2015
		Pension plans								Postretirement benefit plans
		U.S. plans				Non-U.S. plans				U.S. plans				Non-U.S. plans
	In millions of dollars	2015				2015				2015				2015
	Change in plan assets
	Plan assets at fair value at beginning of year	$	13,071			$	7,057			$	10			$	1,384
	Plans measured annually	—				(1,406		)		—				(9		)
	Plan assets at fair value at beginning of year - Significant Plans	$	13,071			$	5,651			$	10			$	1,375
	Actual return on plan assets	314				169				—				3
	Company contributions	13				13				20				—
	Plan participants’ contributions	—				1				—				—
	Benefits paid	(198		)		(56		)		(24		)		(10		)
	Foreign exchange impact and other	—				(281		)		—				(47		)
	Plan assets at fair value at period end - Significant Plans	$	13,200			$	5,497			$	6			$	1,321
	Funded status of the plans
	Qualified plans	$	(1,051	)		$	362			$	(914	)		$	167
	Nonqualified plans	(789		)		—				—				—
	Funded status of the plans at period end - Significant Plans	$	(1,840	)		$	362			$	(914	)		$	167
	Net amount recognized
	Benefit asset	$	—			$	362			$	—			$	167
	Benefit liability	(1,840		)		—				(914		)		—
	Net amount recognized on the balance sheet - Significant Plans	$	(1,840	)		$	362			$	(914	)		$	167
	Amounts recognized in Accumulated other comprehensive income (loss)
	Prior service benefit (cost)	$	(1	)		$	15			$	—			$	134
	Net actuarial gain (loss)	(6,060		)		(1,145		)		(75		)		(541		)
	Net amount recognized in equity (pretax) - Significant Plans	$	(6,061	)		$	(1,130	)		$	(75	)		$	(407	)
	Accumulated benefit obligation at period end - Significant Plans	$	15,021			$	4,811			N/A				N/A
Change in Accumulated other comprehensive income (loss)	The following table shows the change in Accumulated other comprehensive income (loss) related to Citi’s pension and postretirement benefit plans (for Significant Plans and All Other Plans) for the periods indicated.
		Three Months Ended			Year Ended
	In millions of dollars	31-Mar-15			31-Dec-14
	Beginning of period balance, net of tax (1) (2)	$	(5,159	)	$	(3,989	)
	Actuarial assumptions changes and plan experience	(416		)	(3,404		)
	Net asset gain (loss) due to difference between actual and expected returns	165			833
	Net amortizations	64			202
	Prior service credit	(6		)	13
	Curtailment/ settlement loss (3)	—			67
	Foreign exchange impact and other	72			459
	Change in deferred taxes, net	31			660
	Change, net of tax	$	(90	)	$	(1,170	)
	End of period balance, net of tax (1) (2)	$	(5,249	)	$	(5,159	)
	-1	See Note 18 to the Consolidated Financial Statements for further discussion of net Accumulated other comprehensive income (loss) balance.
	-2	Includes net-of-tax amounts for certain profit sharing plans outside the U.S.
	-3	Curtailment and settlement losses relate to repositioning actions.
Assumptions used in determining benefit obligations and net benefit expense	The discount rates used during the period in determining the pension and postretirement net (benefit) expense for the Significant Plans are shown in the following table:
		Three months ended	Three months ended
	Net benefit (expense) assumed discount rates during the period(1)	Mar. 31, 2015	Dec. 31, 2014
	U.S. plans
	Qualified pension	4.00%	4.25%
	Nonqualified pension	3.9	4.75
	Postretirement	3.8	4
	Non-U.S. plans
	Pension	1.00 - 12.00	2.20 - 11.90
	Weighted average	5.44	6.02
	Postretirement	8	8.7
	(1) The Company uses a quarterly remeasurement approach for its Significant Plans. The rates for the three months ended December 31, 2014 shown above were utilized to calculate the fourth quarter expense in 2014. The rates for the three months ended March 31, 2015 shown above were utilized to calculate the first quarter expense.
	The discount rates used at period end in determining the pension and postretirement benefit obligations for the Significant Plans are shown in the following table:
	Plan obligations assumed discount rates at period ended (1)	Mar. 31, 2015	Dec. 31, 2014
	U.S. plans
	Qualified pension	3.85%	4.00%
	Nonqualified pension	3.7	3.9
	Postretirement	3.65	3.8
	Non-U.S. plans
	Pension	0.70 - 12.25	1.00 - 12.00
	Weighted average	5.14	5.44
	Postretirement	8	8
	(1) For the Significant Plans, the rates at March 31, 2015 shown above are utilized to calculate the March 31, 2015 benefit obligation and will be utilized to calculate the 2015 second quarter expense.
Effect of one-percentage-point change in the discount rates on pension expense	The following table summarizes the estimated effect on the Company’s Significant Plans quarterly pension expense of a one-percentage-point change in the discount rate:
		Three Months Ended March 31, 2015
	In millions of dollars	One-percentage-point increase	One-percentage-point decrease
	Pension
	U.S. plans	$7	($11)
	Non-U.S. plans	-7	9
	Postretirement
	U.S. plans	$1	($1)
	Non-U.S. plans	-3	3
Summary of entity's contributions	The following table summarizes the actual Company contributions for the three months ended March 31, 2015 and 2014, as well as estimated expected Company contributions for the remainder of 2015 and the contributions made in the second, third and fourth quarters of 2014. Expected contributions are subject to change since contribution decisions are affected by various factors, such as market performance and regulatory requirements.
	Summary of Company Contributions
		Pension plans														Postretirement plans
		U.S. plans (1)							Non-U.S. plans							U.S. plans					Non-U.S. plans
	In millions of dollars	2015			2014				2015			2014				2015		2014			2015			2014
	Company contributions(2) for the three months ended March 31	$	11		$	11			$	26		$	43			$	20	$	10		$	7		$	3
	Company contributions made or expected to be made in the remainder of the year	$	35		$	32			$	129		$	127			$	47	$	47		$	2		$	7
	-1	The U.S. pension plans include benefits paid directly by the Company for the nonqualified pension plans.
	-2	Company contributions are composed of cash contributions made to the plans and benefits paid directly to participants by the Company.

EARNINGS_PER_SHARE_Tables

EARNINGS PER SHARE (Tables)	3 Months Ended
	Mar. 31, 2015
Earnings Per Share [Abstract]
Reconciliation of the income and share data used in the basic and diluted earnings per share computations	The following is a reconciliation of the income and share data used in the basic and diluted earnings per share (EPS) computations for the three months ended March 31:
		Three Months Ended
		March 31,
	In millions, except per-share amounts	2015			2014
	Income from continuing operations before attribution of noncontrolling interests	$	4,817		$	3,952
	Less: Noncontrolling interests from continuing operations	42			45
	Net income from continuing operations (for EPS purposes)	$	4,775		$	3,907
	Income (loss) from discontinued operations, net of taxes	(5		)	37
	Citigroup's net income	$	4,770		$	3,944
	Less: Preferred dividends(1)	128			124
	Net income available to common shareholders	$	4,642		$	3,820
	Less: Dividends and undistributed earnings allocated to employee restricted and deferred shares with nonforfeitable rights to dividends, applicable to basic EPS	62			62
	Net income allocated to common shareholders for basic EPS	$	4,580		$	3,758
	Add: Interest expense, net of tax, and dividends on convertible securities and adjustment of undistributed earnings allocated to employee restricted and deferred shares with nonforfeitable rights to dividends, applicable to diluted EPS	—			—
	Net income allocated to common shareholders for diluted EPS	$	4,580		$	3,758
	Weighted-average common shares outstanding applicable to basic EPS	3,034.20			3,037.40
	Effect of dilutive securities
	Options(2)	4.9			5.6
	Other employee plans	0.2			0.3
	Convertible securities(3)	—			—
	Adjusted weighted-average common shares outstanding applicable to diluted EPS	3,039.30			3,043.30
	Basic earnings per share
	Income from continuing operations	$	1.51		$	1.23
	Discontinued operations	—			0.01
	Net income	$	1.51		$	1.24
	Diluted earnings per share
	Income from continuing operations	$	1.51		$	1.22
	Discontinued operations	—			0.01
	Net income	$	1.51		$	1.23
	-1	See Note 19 to the Consolidated Financial Statements for the potential future impact of preferred stock dividends.
	-2	During the first quarters of 2015 and 2014, weighted-average options to purchase 0.9 million and 0.9 million shares of common stock, respectively, were outstanding but not included in the computation of earnings per share because the weighted-average exercise prices of $195.47 and $194.37 per share, respectively, were anti-dilutive.
	-3	Warrants issued to the U.S. Treasury as part of the Troubled Asset Relief Program (TARP) and the loss-sharing agreement (all of which were subsequently sold to the public in January 2011), with exercise prices of $178.50 and $106.10 per share for approximately 21.0 million and 25.5 million shares of Citigroup common stock, respectively. Both warrants were not included in the computation of earnings per share in the first quarters of 2015 and 2014 because they were anti-dilutive.

FEDERAL_FUNDS_SECURITIES_BORRO1

FEDERAL FUNDS, SECURITIES BORROWED, LOANED, AND SUBJECT TO REPURCHASE AGREEMENTS (Tables)	3 Months Ended
	Mar. 31, 2015
Federal Funds Purchased and Securities Sold under Agreements to Repurchase [Abstract]
Federal funds sold and securities borrowed or purchased under agreements to resell	Federal funds sold and securities borrowed or purchased under agreements to resell, at their respective carrying values, consisted of the following at March 31, 2015 and December 31, 2014:
	In millions of dollars	March 31, 2015		December 31, 2014
	Federal funds sold	$	135	$	—
	Securities purchased under agreements to resell	127,977		123,979
	Deposits paid for securities borrowed	110,903		118,591
	Total	$	239,015	$	242,570
Federal funds purchased and securities loaned or sold under agreements to repurchase	Federal funds purchased and securities loaned or sold under agreements to repurchase, at their respective carrying values, consisted of the following at March 31, 2015 and December 31, 2014:
	In millions of dollars	March 31, 2015		December 31, 2014
	Federal funds purchased	$	247	$	334
	Securities sold under agreements to repurchase	154,312		147,204
	Deposits received for securities loaned	20,812		25,900
	Total	$	175,371	$	173,438
Schedule of gross and net resale agreements and securities borrowing agreements and the related offsetting amount permitted as well as not permitted under ASC 210-20-45	The following tables present the gross and net resale and repurchase agreements and securities borrowing and lending
	agreements and the related offsetting amount permitted under ASC 210-20-45, as of March 31, 2015 and December 31, 2014. The tables also include amounts related to financial instruments that are not permitted to be offset under ASC 210-20-45 but would be eligible for offsetting to the extent that an event of default occurred and a legal opinion supporting enforceability of the offsetting rights has been obtained. Remaining exposures continue to be secured by financial collateral, but the Company may not have sought or been able to obtain a legal opinion evidencing enforceability of the offsetting right.
		As of March 31, 2015
	In millions of dollars	Gross amounts		Gross amounts		Net amounts of		Amounts		Net
		of recognized		offset on the		assets included on		not offset on the		amounts(4)
		assets		Consolidated		the Consolidated		Consolidated Balance
				Balance Sheet(1)		Balance Sheet(2)		Sheet but eligible for
								offsetting upon
								counterparty default(3)
	Securities purchased under agreements to resell	$	181,342	$	53,365	$	127,977	$	90,945	$	37,032
	Deposits paid for securities borrowed	110,903		—		110,903		16,574		94,329
	Total	$	292,245	$	53,365	$	238,880	$	107,519	$	131,361
	In millions of dollars	Gross amounts		Gross amounts		Net amounts of		Amounts		Net
		of recognized		offset on the		liabilities included on		not offset on the		amounts(4)
		liabilities		Consolidated		the Consolidated		Consolidated Balance
				Balance Sheet(1)		Balance Sheet(2)		Sheet but eligible for
								offsetting upon
								counterparty default(3)
	Securities sold under agreements to repurchase	$	207,677	$	53,365	$	154,312	$	73,184	$	81,128
	Deposits received for securities loaned	20,812		—		20,812		3,971		16,841
	Total	$	228,489	$	53,365	$	175,124	$	77,155	$	97,969
		As of December 31, 2014
	In millions of dollars	Gross amounts		Gross amounts		Net amounts of		Amounts		Net
		of recognized		offset on the		assets included on		not offset on the		amounts(4)
		assets		Consolidated		the Consolidated		Consolidated Balance
				Balance Sheet(1)		Balance Sheet(2)		Sheet but eligible for
								offsetting upon
								counterparty default(3)
	Securities purchased under agreements to resell	$	180,318	$	56,339	$	123,979	$	94,353	$	29,626
	Deposits paid for securities borrowed	118,591		—		118,591		15,139		103,452
	Total	$	298,909	$	56,339	$	242,570	$	109,492	$	133,078
	In millions of dollars	Gross amounts		Gross amounts		Net amounts of		Amounts		Net
		of recognized		offset on the		liabilities included on		not offset on the		amounts(4)
		liabilities		Consolidated		the Consolidated		Consolidated Balance
				Balance Sheet(1)		Balance Sheet(2)		Sheet but eligible for
								offsetting upon
								counterparty default(3)
	Securities sold under agreements to repurchase	$	203,543	$	56,339	$	147,204	$	72,928	$	74,276
	Deposits received for securities loaned	25,900		—		25,900		5,190		20,710
	Total	$	229,443	$	56,339	$	173,104	$	78,118	$	94,986
	-1	Includes financial instruments subject to enforceable master netting agreements that are permitted to be offset under ASC 210-20-45.
	-2	The total of this column for each period excludes Federal funds sold/purchased. See tables above.
	-3	Includes financial instruments subject to enforceable master netting agreements that are not permitted to be offset under ASC 210-20-45 but would be eligible for offsetting to the extent that an event of default has occurred and a legal opinion supporting enforceability of the offsetting right has been obtained.
	-4	Remaining exposures continue to be secured by financial collateral, but the Company may not have sought or been able to obtain a legal opinion evidencing enforceability of the offsetting right.
Schedule of gross and net repurchase agreements and securities lending agreements and the related offsetting amount permitted as well as not permitted under ASC 210-20-45	The following tables present the gross and net resale and repurchase agreements and securities borrowing and lending
	agreements and the related offsetting amount permitted under ASC 210-20-45, as of March 31, 2015 and December 31, 2014. The tables also include amounts related to financial instruments that are not permitted to be offset under ASC 210-20-45 but would be eligible for offsetting to the extent that an event of default occurred and a legal opinion supporting enforceability of the offsetting rights has been obtained. Remaining exposures continue to be secured by financial collateral, but the Company may not have sought or been able to obtain a legal opinion evidencing enforceability of the offsetting right.
		As of March 31, 2015
	In millions of dollars	Gross amounts		Gross amounts		Net amounts of		Amounts		Net
		of recognized		offset on the		assets included on		not offset on the		amounts(4)
		assets		Consolidated		the Consolidated		Consolidated Balance
				Balance Sheet(1)		Balance Sheet(2)		Sheet but eligible for
								offsetting upon
								counterparty default(3)
	Securities purchased under agreements to resell	$	181,342	$	53,365	$	127,977	$	90,945	$	37,032
	Deposits paid for securities borrowed	110,903		—		110,903		16,574		94,329
	Total	$	292,245	$	53,365	$	238,880	$	107,519	$	131,361
	In millions of dollars	Gross amounts		Gross amounts		Net amounts of		Amounts		Net
		of recognized		offset on the		liabilities included on		not offset on the		amounts(4)
		liabilities		Consolidated		the Consolidated		Consolidated Balance
				Balance Sheet(1)		Balance Sheet(2)		Sheet but eligible for
								offsetting upon
								counterparty default(3)
	Securities sold under agreements to repurchase	$	207,677	$	53,365	$	154,312	$	73,184	$	81,128
	Deposits received for securities loaned	20,812		—		20,812		3,971		16,841
	Total	$	228,489	$	53,365	$	175,124	$	77,155	$	97,969
		As of December 31, 2014
	In millions of dollars	Gross amounts		Gross amounts		Net amounts of		Amounts		Net
		of recognized		offset on the		assets included on		not offset on the		amounts(4)
		assets		Consolidated		the Consolidated		Consolidated Balance
				Balance Sheet(1)		Balance Sheet(2)		Sheet but eligible for
								offsetting upon
								counterparty default(3)
	Securities purchased under agreements to resell	$	180,318	$	56,339	$	123,979	$	94,353	$	29,626
	Deposits paid for securities borrowed	118,591		—		118,591		15,139		103,452
	Total	$	298,909	$	56,339	$	242,570	$	109,492	$	133,078
	In millions of dollars	Gross amounts		Gross amounts		Net amounts of		Amounts		Net
		of recognized		offset on the		liabilities included on		not offset on the		amounts(4)
		liabilities		Consolidated		the Consolidated		Consolidated Balance
				Balance Sheet(1)		Balance Sheet(2)		Sheet but eligible for
								offsetting upon
								counterparty default(3)
	Securities sold under agreements to repurchase	$	203,543	$	56,339	$	147,204	$	72,928	$	74,276
	Deposits received for securities loaned	25,900		—		25,900		5,190		20,710
	Total	$	229,443	$	56,339	$	173,104	$	78,118	$	94,986
	-1	Includes financial instruments subject to enforceable master netting agreements that are permitted to be offset under ASC 210-20-45.
	-2	The total of this column for each period excludes Federal funds sold/purchased. See tables above.
	-3	Includes financial instruments subject to enforceable master netting agreements that are not permitted to be offset under ASC 210-20-45 but would be eligible for offsetting to the extent that an event of default has occurred and a legal opinion supporting enforceability of the offsetting right has been obtained.
	-4	Remaining exposures continue to be secured by financial collateral, but the Company may not have sought or been able to obtain a legal opinion evidencing enforceability of the offsetting right.

BROKERAGE_RECEIVABLES_AND_BROK1

BROKERAGE RECEIVABLES AND BROKERAGE PAYABLES (Tables)	3 Months Ended
	Mar. 31, 2015
Brokers and Dealers [Abstract]
Brokerage receivables and Brokerage payables	Brokerage receivables and Brokerage payables consisted of the following at March 31, 2015 and December 31, 2014:
	In millions of dollars	March 31, 2015		December 31, 2014
	Receivables from customers	$	11,790	$	10,380
	Receivables from brokers, dealers, and clearing organizations	23,847		18,039
	Total brokerage receivables (1)	$	35,637	$	28,419
	Payables to customers	$	39,238	$	33,984
	Payables to brokers, dealers, and clearing organizations	19,014		18,196
	Total brokerage payables (1)	$	58,252	$	52,180
	-1	Brokerage receivables and payables are accounted for in accordance with ASC 940-320.

TRADING_ACCOUNT_ASSETS_AND_LIA1

TRADING ACCOUNT ASSETS AND LIABILITIES (Tables)	3 Months Ended
	Mar. 31, 2015
Trading Securities [Abstract]
Trading account assets and liabilities	Trading account assets and Trading account liabilities are carried at fair value, other than physical commodities accounted for at the lower of cost or fair value, and consist of the following at March 31, 2015 and December 31, 2014:
	In millions of dollars	March 31, 2015		December 31, 2014
	Trading account assets
	Mortgage-backed securities(1)
	U.S. government-sponsored agency guaranteed	$	26,048	$	27,053
	Prime	1,168		1,271
	Alt-A	781		709
	Subprime	1,163		1,382
	Non-U.S. residential	1,192		1,476
	Commercial	3,832		4,343
	Total mortgage-backed securities	$	34,184	$	36,234
	U.S. Treasury and federal agency securities
	U.S. Treasury	$	21,521	$	18,906
	Agency obligations	2,087		1,568
	Total U.S. Treasury and federal agency securities	$	23,608	$	20,474
	State and municipal securities	$	3,796	$	3,402
	Foreign government securities	69,417		64,937
	Corporate	25,163		27,797
	Derivatives(2)	71,581		67,957
	Equity securities	57,536		57,846
	Asset-backed securities(1)	4,783		4,546
	Other trading assets(3)	12,915		13,593
	Total trading account assets	$	302,983	$	296,786
	Trading account liabilities
	Securities sold, not yet purchased	$	65,243	$	70,944
	Derivatives(2)	77,195		68,092
	Total trading account liabilities	$	142,438	$	139,036
	-1	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.
	-2	Presented net, pursuant to enforceable master netting agreements. See Note 21 to the Consolidated Financial Statements for a discussion regarding the accounting and reporting for derivatives.
	-3	Includes investments in unallocated precious metals, as discussed in Note 23 to the Consolidated Financial Statements. Also includes physical commodities accounted for at the lower of cost or fair value.

INVESTMENTS_Tables

INVESTMENTS (Tables)	3 Months Ended
	Mar. 31, 2015
Schedule of Investments disclosures
Schedule of Investments
		March 31, 2015			December 31, 2014
	In millions of dollars
	Securities available-for-sale (AFS)	$	295,239		$	300,143
	Debt securities held-to-maturity (HTM)(1)	23,254			23,921
	Non-marketable equity securities carried at fair value(2)	2,570			2,758
	Non-marketable equity securities carried at cost(3)	5,752			6,621
	Total investments	$	326,815		$	333,443
	-1	Carried at amortized cost basis, including any impairment for securities that have credit-related impairment.
	-2	Unrealized gains and losses for non-marketable equity securities carried at fair value are recognized in earnings.
	-3	Primarily consists of shares issued by the Federal Reserve Bank, Federal Home Loan Banks, foreign central banks and various clearing houses of which Citigroup is a member.
Interest and dividends on investments	The following table presents interest and dividend income on investments for the three months ended March 31, 2015 and 2014:
		Three Months Ended March 31,
	In millions of dollars	2015			2014
	Taxable interest	$	1,593		$	1,467
	Interest exempt from U.S. federal income tax	23			164
	Dividend income	95			126
	Total interest and dividend income	$	1,711		$	1,757
Realized gains and losses on investments	The following table presents realized gains and losses on the sale of investments for the three months ended March 31, 2015 and 2014. The gross realized investment losses exclude losses from other-than-temporary impairment (OTTI):
		Three Months Ended March 31,
	In millions of dollars	2015			2014
	Gross realized investment gains	$	356		$	292
	Gross realized investment losses	(49		)	(164		)
	Net realized gains on sale of investments	$	307		$	128
Schedule of gain (loss) on HTM securities sold, securities reclassified to AFS and OTTI recorded on AFS securities reclassified	The following table sets forth, for the periods indicated, gain (loss) on HTM securities sold, securities reclassified to AFS and OTTI recorded on AFS securities reclassified.
		Three Months Ended March 31,
	In millions of dollars	2015			2014
	Carrying value of HTM securities sold	$	27		$	—
	Net realized gain (loss) on sale of HTM securities	2			—
	Carrying value of securities reclassified to AFS	94			52
	OTTI losses on securities reclassified to AFS	(5		)	(8		)
Amortized cost and fair value of AFS	The amortized cost and fair value of AFS securities at March 31, 2015 and December 31, 2014 were as follows:
		March 31, 2015											December 31, 2014
	In millions of dollars	Amortized			Gross			Gross		Fair			Amortized			Gross		Gross		Fair
		cost			unrealized			unrealized		value			cost			unrealized		unrealized		value
					gains(1) (2)			losses(1) (2)								gains(1)		losses(1)
	Debt securities AFS
	Mortgage-backed securities(3)
	U.S. government-sponsored agency guaranteed	$	38,433		$	744		$	93	$	39,084		$	35,647		$	603	$	159	$	36,091
	Prime	7			2			—		9			12			—		—		12
	Alt-A	2			—			—		2			43			1		—		44
	Non-U.S. residential	7,209			61			5		7,265			8,247			67		7		8,307
	Commercial	500			8			1		507			551			6		3		554
	Total mortgage-backed securities	$	46,151		$	815		$	99	$	46,867		$	44,500		$	677	$	169	$	45,008
	U.S. Treasury and federal agency securities
	U.S. Treasury	$	110,963		$	1,074		$	69	$	111,968		$	110,492		$	353	$	127	$	110,718
	Agency obligations	9,291			102			2		9,391			12,925			60		13		12,972
	Total U.S. Treasury and federal agency securities	$	120,254		$	1,176		$	71	$	121,359		$	123,417		$	413	$	140	$	123,690
	State and municipal(4)	$	13,025		$	137		$	917	$	12,245		$	13,526		$	150	$	977	$	12,699
	Foreign government	86,654			688			283		87,059			90,249			734		286		90,697
	Corporate	14,363			245			54		14,554			12,033			215		91		12,157
	Asset-backed securities(3)	11,514			39			49		11,504			12,534			30		58		12,506
	Other debt securities	661			—			—		661			661			—		—		661
	Total debt securities AFS	$	292,622		$	3,100		$	1,473	$	294,249		$	296,920		$	2,219	$	1,721	$	297,418
	Marketable equity securities AFS	$	992		$	41		$	43	$	990		$	2,461		$	308	$	44	$	2,725
	Total securities AFS	$	293,614		$	3,141		$	1,516	$	295,239		$	299,381		$	2,527	$	1,765	$	300,143
	-1	Gross unrealized gains and losses, as presented, do not include the impact of minority investments and the related allocations and pick-up of unrealized gains and losses of AFS securities. These amounts totaled unrealized gains of $22 million and $27 million as of March 31, 2015 and December 31, 2014, respectively.
	-2	Gross unrealized gains and losses, as presented, as of March 31, 2015 do not include the impact of unrealized gains and losses of AFS securities of OneMain Financial (North American consumer finance business), which were reclassified as HFS as of March 31, 2015. These amounts totaled unrealized gains of $86 million and unrealized losses of $5 million as of March 31, 2015.
	-3	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.
	-4	The gross unrealized losses on state and municipal debt securities are primarily attributable to the effects of fair value hedge accounting.  Specifically, Citi hedges 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 Accumulated other comprehensive income (loss) (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.
Carrying value and fair value of debt securities HTM	The carrying value and fair value of debt securities HTM at March 31, 2015 and December 31, 2014 were as follows:
	In millions of dollars	Amortized			Net unrealized gains			Carrying		Gross			Gross			Fair
		cost basis(1)			(losses)			value(2)		unrealized			unrealized			value
					recognized in					gains			(losses)
					AOCI
	31-Mar-15
	Debt securities held-to-maturity
	Mortgage-backed securities(3)
	U.S. government agency guaranteed	$	8,879		$	93		$	8,972	$	209		$	(2	)	$	9,179
	Prime	59			(12		)	47		5			(1		)	51
	Alt-A	1,094			(203		)	891		548			(293		)	1,146
	Subprime	5			—			5		15			—			20
	Non-U.S. residential	607			(86		)	521		59			—			580
	Commercial	7			—			7		1			—			8
	Total mortgage-backed securities	$	10,651		$	(208	)	$	10,443	$	837		$	(296	)	$	10,984
	State and municipal(4)	$	8,374		$	(446	)	$	7,928	$	211		$	(70	)	$	8,069
	Foreign government	4,550			—			4,550		51			—			4,601
	Asset-backed securities(3)	350			(17		)	333		55			(1		)	387
	Total debt securities held-to-maturity (5)	$	23,925		$	(671	)	$	23,254	$	1,154		$	(367	)	$	24,041
	31-Dec-14
	Debt securities held-to-maturity
	Mortgage-backed securities(3)
	U.S. government agency guaranteed	$	8,795		$	95		$	8,890	$	106		$	(6	)	$	8,990
	Prime	60			(12		)	48		6			(1		)	53
	Alt-A	1,125			(213		)	912		537			(287		)	1,162
	Subprime	6			(1		)	5		15			—			20
	Non-U.S. residential	983			(137		)	846		92			—			938
	Commercial	8			—			8		1			—			9
	Total mortgage-backed securities	$	10,977		$	(268	)	$	10,709	$	757		$	(294	)	$	11,172
	State and municipal	$	8,443		$	(494	)	$	7,949	$	227		$	(57	)	$	8,119
	Foreign government	4,725			—			4,725		77			—			4,802
	Asset-backed securities(3)	556			(18		)	538		50			(10		)	578
	Total debt securities held-to-maturity	$	24,701		$	(780	)	$	23,921	$	1,111		$	(361	)	$	24,671
	-1	For securities transferred to HTM from Trading account assets, amortized cost basis is defined as the fair value of the securities at the date of transfer plus any accretion income and less any impairments recognized in earnings subsequent to transfer. For securities transferred to HTM from AFS, amortized cost is defined as the original purchase cost, adjusted for the cumulative accretion or amortization of any purchase discount or premium, plus or minus any cumulative fair value hedge adjustments, net of accretion or amortization, and less any other-than-temporary impairment recognized in earnings.
	-2	HTM securities are carried on the Consolidated Balance Sheet at amortized cost basis, 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.
	-3	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.
	-4	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.
Total other-than-temporary impairments recognized	The following table presents the total OTTI recognized in earnings for the three months ended March 31, 2015:
	OTTI on Investments and Other Assets	Three Months Ended
		March 31, 2015
	In millions of dollars	AFS(1)			HTM			Other		Total
								Assets
	Impairment losses related to securities that the Company does not intend to sell nor will likely be required to sell:
	Total OTTI losses recognized during the period	$	—		$	—		$	—	$	—
	Less: portion of impairment loss recognized in AOCI (before taxes)	—			—			—		—
	Net impairment losses recognized in earnings for securities that the Company does not intend to sell nor will likely be required to sell	$	—		$	—		$	—	$	—
	Impairment losses recognized in earnings for securities that the Company intends to sell or more-likely-than-not will be required to sell before recovery	69			3			—		72
	Total impairment losses recognized in earnings	$	69		$	3		$	—	$	72
	-1	Includes OTTI on non-marketable equity securities.
	The following table presents the total OTTI recognized in earnings for the three months ended March 31, 2014:
	OTTI on Investments and Other Assets	Three Months Ended
		March 31, 2014
	In millions of dollars	AFS(1)			HTM			Other		Total
								Assets
	Impairment losses related to securities that the Company does not intend to sell nor will likely be required to sell:
	Total OTTI losses recognized during the period	$	—		$	—		$	—	$	—
	Less: portion of impairment loss recognized in AOCI (before taxes)	—			—			—		—
	Net impairment losses recognized in earnings for securities that the Company does not intend to sell nor will likely be required to sell	$	—		$	—		$	—	$	—
	Impairment losses recognized in earnings for securities that the Company intends to sell or more-likely-than-not will be required to sell before recovery	201			—			—		201
	Total impairment losses recognized in earnings	$	201		$	—		$	—	$	201
	-1	Includes OTTI on non-marketable equity securities.
Cumulative Other-Than-Temporary Impairment Credit Losses Recognized in Earnings	The following is a three-month roll-forward of the credit-related impairments recognized in earnings for AFS and HTM debt securities held as of March 31, 2015 that the Company does not intend to sell nor likely will be required to sell:
		Cumulative OTTI credit losses recognized in earnings on securities still held
	In millions of dollars	Dec. 31, 2014 balance			Credit			Credit		Reductions due to			Mar. 31, 2015 balance
					impairments			impairments		credit-impaired
					recognized in			recognized in		securities sold,
					earnings on			earnings on		transferred or
					securities not			securities that		matured
					previously			have
					impaired			been previously
								impaired
	AFS debt securities
	Mortgage-backed securities	$	295		$	—		$	—	$	—		$	295
	Foreign government securities	171			—			—		(1		)	170
	Corporate	118			—			—		(6		)	112
	All other debt securities	149			—			—		—			149
	Total OTTI credit losses recognized for AFS debt securities	$	733		$	—		$	—	$	(7	)	$	726
	HTM debt securities
	Mortgage-backed securities(1)	$	670		$	—		$	—	$	(2	)	$	668
	Corporate	—			—			—		—			—
	All other debt securities	133			—			—		—			133
	Total OTTI credit losses recognized for HTM debt securities	$	803		$	—		$	—	$	(2	)	$	801
	-1	Primarily consists of Alt-A securities.
	The following is a three-month roll-forward of the credit-related impairments recognized in earnings for AFS and HTM debt securities held as of March 31, 2014 that the Company does not intend to sell nor likely will be required to sell:
		Cumulative OTTI credit losses recognized in earnings on securities still held
	In millions of dollars	Dec. 31, 2013 balance			Credit			Credit		Reductions due to			Mar. 31, 2014 balance
					impairments			impairments		credit-impaired
					recognized in			recognized in		securities sold,
					earnings on			earnings on		transferred or
					securities not			securities that		matured
					previously			have
					impaired			been previously
								impaired
	AFS debt securities
	Mortgage-backed securities	$	295		$	—		$	—	$	—		$	295
	Foreign government securities	171			—			—		—			171
	Corporate	113			—			—		—			113
	All other debt securities	144			—			—		—			144
	Total OTTI credit losses recognized for AFS debt securities	$	723		$	—		$	—	$	—		$	723
	HTM debt securities
	Mortgage-backed securities(1)	$	678		$	—		$	—	$	(13	)	$	665
	Corporate	56			—			—		—			56
	All other debt securities	133			—			—		—			133
	Total OTTI credit losses recognized for HTM debt securities	$	867		$	—		$	—	$	(13	)	$	854
	-1	Primarily consists of Alt-A securities.
Investments in Alternative Investment Funds
		Fair value						Unfunded					Redemption frequency	Redemption notice
								commitments					(if currently eligible)	period
													monthly, quarterly, annually
	In millions of dollars	March 31, 2015			December 31, 2014			March 31, 2015		December 31, 2014
	Hedge funds	$	4		$	8		$	—	$	—		Generally quarterly	10-95 days
	Private equity funds(1)(2)	777			796			205		205			—	—
	Real estate funds (2)(3)	125			166			20		24			—	—
	Total(4)	$	906		$	970		$	225	$	229		—	—
	-1	Private equity funds include funds that invest in infrastructure, leveraged buyout transactions, emerging markets and venture capital.
	-2	With respect to the Company’s investments in private equity funds and real estate funds, distributions from each fund will be received as the underlying assets held by these funds are liquidated. It is estimated that the underlying assets of these funds will be liquidated over a period of several years as market conditions allow. Private equity and real estate funds do not allow redemption of investments by their investors. Investors are permitted to sell or transfer their investments, subject to the approval of the general partner or investment manager of these funds, which generally may not be unreasonably withheld.
	-3	Includes several real estate funds that invest primarily in commercial real estate in the U.S., Europe and Asia.
	-4	Included in the total fair value of investments above are $0.9 billion and $0.8 billion of fund assets that are valued using NAVs provided by third-party asset managers as of March 31, 2015 and December 31, 2014, respectively.
AFS debt securities
Schedule of Investments disclosures
Fair value of securities in unrealized loss position	The table below shows the fair value of AFS securities that have been in an unrealized loss position for less than 12 months or for 12 months or longer as of March 31, 2015 and December 31, 2014:
		Less than 12 months						12 months or longer					Total
	In millions of dollars	Fair			Gross			Fair		Gross			Fair			Gross
		value			unrealized			value		unrealized			value			unrealized
					losses					losses						losses
	31-Mar-15
	Securities AFS
	Mortgage-backed securities
	U.S. government-sponsored agency guaranteed	$	3,521		$	14		$	3,176	$	79		$	6,697		$	93
	Prime	1			—			2		—			3			—
	Non-U.S. residential	1,333			3			219		2			1,552			5
	Commercial	54			—			60		1			114			1
	Total mortgage-backed securities	$	4,909		$	17		$	3,457	$	82		$	8,366		$	99
	U.S. Treasury and federal agency securities
	U.S. Treasury	$	15,077		$	67		$	915	$	2		$	15,992		$	69
	Agency obligations	644			2			—		—			644			2
	Total U.S. Treasury and federal agency securities	$	15,721		$	69		$	915	$	2		$	16,636		$	71
	State and municipal	$	303		$	11		$	5,162	$	906		$	5,465		$	917
	Foreign government	18,853			160			5,261		123			24,114			283
	Corporate	3,710			38			900		16			4,610			54
	Asset-backed securities	1,911			14			3,463		35			5,374			49
	Marketable equity securities AFS	24			2			214		41			238			43
	Total securities AFS	$	45,431		$	311		$	19,372	$	1,205		$	64,803		$	1,516
	31-Dec-14
	Securities AFS
	Mortgage-backed securities
	U.S. government-sponsored agency guaranteed	$	4,198		$	30		$	5,547	$	129		$	9,745		$	159
	Prime	5			—			2		—			7			—
	Non-U.S. residential	1,276			3			199		4			1,475			7
	Commercial	124			1			136		2			260			3
	Total mortgage-backed securities	$	5,603		$	34		$	5,884	$	135		$	11,487		$	169
	U.S. Treasury and federal agency securities
	U.S. Treasury	$	36,581		$	119		$	1,013	$	8		$	37,594		$	127
	Agency obligations	5,698			9			754		4			6,452			13
	Total U.S. Treasury and federal agency securities	$	42,279		$	128		$	1,767	$	12		$	44,046		$	140
	State and municipal	$	386		$	15		$	5,802	$	962		$	6,188		$	977
	Foreign government	18,495			147			5,984		139			24,479			286
	Corporate	3,511			63			1,350		28			4,861			91
	Asset-backed securities	3,701			13			3,816		45			7,517			58
	Marketable equity securities AFS	51			4			218		40			269			44
	Total securities AFS	$	74,026		$	404		$	24,821	$	1,361		$	98,847		$	1,765
Amortized cost and fair value of debt securities by contractual maturity dates	The following table presents the amortized cost and fair value of AFS debt securities by contractual maturity dates as of March 31, 2015 and December 31, 2014:
		March 31, 2015						December 31, 2014
	In millions of dollars	Amortized			Fair			Amortized		Fair
		cost			value			cost		value
	Mortgage-backed securities(1)
	Due within 1 year	$	31		$	31		$	44	$	44
	After 1 but within 5 years	904			914			931		935
	After 5 but within 10 years	1,292			1,311			1,362		1,387
	After 10 years(2)	43,924			44,611			42,163		42,642
	Total	$	46,151		$	46,867		$	44,500	$	45,008
	U.S. Treasury and federal agency securities
	Due within 1 year	$	7,218		$	7,243		$	13,070	$	13,084
	After 1 but within 5 years	104,763			105,781			104,982		105,131
	After 5 but within 10 years	4,812			4,855			2,286		2,325
	After 10 years(2)	3,461			3,480			3,079		3,150
	Total	$	120,254		$	121,359		$	123,417	$	123,690
	State and municipal
	Due within 1 year	$	1,389		$	1,327		$	652	$	651
	After 1 but within 5 years	3,896			3,840			4,387		4,381
	After 5 but within 10 years	549			567			524		537
	After 10 years(2)	7,191			6,511			7,963		7,130
	Total	$	13,025		$	12,245		$	13,526	$	12,699
	Foreign government
	Due within 1 year	$	32,155		$	32,056		$	31,355	$	31,382
	After 1 but within 5 years	38,055			38,184			41,913		42,467
	After 5 but within 10 years	15,493			15,808			16,008		15,779
	After 10 years(2)	951			1,011			973		1,069
	Total	$	86,654		$	87,059		$	90,249	$	90,697
	All other(3)
	Due within 1 year	$	1,662		$	1,665		$	1,248	$	1,251
	After 1 but within 5 years	12,024			12,137			10,442		10,535
	After 5 but within 10 years	7,957			8,026			7,282		7,318
	After 10 years(2)	4,895			4,891			6,256		6,220
	Total	$	26,538		$	26,719		$	25,228	$	25,324
	Total debt securities AFS	$	292,622		$	294,249		$	296,920	$	297,418
	-1	Includes mortgage-backed securities of U.S. government-sponsored agencies.
	-2	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.
	-3	Includes corporate, asset-backed and other debt securities.
HTM debt securities
Schedule of Investments disclosures
Fair value of securities in unrealized loss position	The table below shows the fair value of debt securities in HTM that have been in an unrecognized loss position as of March 31, 2015 and December 31, 2014 for less than 12 months and for 12 months or longer:
		Less than 12 months						12 months or longer					Total
	In millions of dollars	Fair			Gross			Fair		Gross			Fair			Gross
		value			unrecognized			value		unrecognized			value			unrecognized
					losses					losses						losses
	31-Mar-15
	Debt securities held-to-maturity
	Mortgage-backed securities	$	—		$	—		$	271	$	296		$	271		$	296
	State and municipal	2,756			48			210		22			2,966			70
	Asset-backed securities	—			—			10		1			10			1
	Total debt securities held-to-maturity	$	2,756		$	48		$	491	$	319		$	3,247		$	367
	31-Dec-14
	Debt securities held-to-maturity
	Mortgage-backed securities	$	4		$	—		$	1,134	$	294		$	1,138		$	294
	State and municipal	2,528			34			314		23			2,842			57
	Asset-backed securities	9			1			174		9			183			10
	Total debt securities held-to-maturity	$	2,541		$	35		$	1,622	$	326		$	4,163		$	361
Amortized cost and fair value of debt securities by contractual maturity dates	The following table presents the carrying value and fair value of HTM debt securities by contractual maturity dates as of March 31, 2015 and December 31, 2014:
		March 31, 2015						December 31, 2014
	In millions of dollars	Carrying value			Fair value			Carrying value		Fair value
	Mortgage-backed securities
	Due within 1 year	$	—		$	—		$	—	$	—
	After 1 but within 5 years	7			8			—		—
	After 5 but within 10 years	833			851			863		869
	After 10 years(1)	9,603			10,125			9,846		10,303
	Total	$	10,443		$	10,984		$	10,709	$	11,172
	State and municipal
	Due within 1 year	$	288		$	281		$	205	$	205
	After 1 but within 5 years	422			436			243		243
	After 5 but within 10 years	141			148			140		144
	After 10 years(1)	7,077			7,204			7,361		7,527
	Total	$	7,928		$	8,069		$	7,949	$	8,119
	Foreign government
	Due within 1 year	$	—		$	—		$	—	$	—
	After 1 but within 5 years	4,550			4,601			4,725		4,802
	After 5 but within 10 years	—			—			—		—
	After 10 years(1)	—			—			—		—
	Total	$	4,550		$	4,601		$	4,725	$	4,802
	All other(2)
	Due within 1 year	$	—		$	—		$	—	$	—
	After 1 but within 5 years	—			—			—		—
	After 5 but within 10 years	—			—			—		—
	After 10 years(1)	333			387			538		578
	Total	$	333		$	387		$	538	$	578
	Total debt securities held-to-maturity	$	23,254		$	24,041		$	23,921	$	24,671
	-1	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.
	-2	Includes corporate and asset-backed securities.

LOANS_Tables

LOANS (Tables)	3 Months Ended
	Mar. 31, 2015
Consumer
Loans receivable
Schedule of loans	The following table provides information by loan type for the periods indicated:
	In millions of dollars	March 31, 2015			December 31, 2014
	Consumer loans
	In U.S. offices
	Mortgage and real estate(1)	$	92,005		$	96,533
	Installment, revolving credit, and other	4,861			14,450
	Cards	105,378			112,982
	Commercial and industrial	6,532			5,895
		$	208,776		$	229,860
	In offices outside the U.S.
	Mortgage and real estate(1)	$	50,970		$	54,462
	Installment, revolving credit, and other	31,396			31,128
	Cards	28,681			32,032
	Commercial and industrial	21,992			22,561
	Lease financing	546			609
		$	133,585		$	140,792
	Total Consumer loans	$	342,361		$	370,652
	Net unearned income	(655		)	(682		)
	Consumer loans, net of unearned income	$	341,706		$	369,970
	-1	Loans secured primarily by real estate.
Schedule of loan delinquency and non-accrual details	Consumer Loan Delinquency and Non-Accrual Details at March 31, 2015
	In millions of dollars	Total			30-89 days			≥ 90 days			Past due			Total			Total		90 days past due
		current(1)(2)			past due(3)			past due(3)			government			loans(2)			non-accrual		and accruing
											guaranteed(4)
	In North America offices
	Residential first mortgages	$	59,466		$	1,005		$	1,172		$	2,652		$	64,295		$	2,768	$	2,285
	Home equity loans(5)	26,339			281			505			—			27,125			1,273		—
	Credit cards	103,587			1,170			1,198			—			105,955			—		1,198
	Installment and other	4,158			60			39			—			4,257			30		3
	Commercial market loans	8,516			54			14			—			8,584			116		11
	Total	$	202,066		$	2,570		$	2,928		$	2,652		$	210,216		$	4,187	$	3,497
	In offices outside North America
	Residential first mortgages	$	41,663		$	304		$	197		$	—		$	42,164		$	434	$	—
	Home equity loans(5)	—			—			—			—			—			—		—
	Credit cards	27,457			567			488			—			28,512			347		307
	Installment and other	30,575			334			144			—			31,053			200		—
	Commercial market loans	29,255			75			186			—			29,516			396		—
	Total	$	128,950		$	1,280		$	1,015		$	—		$	131,245		$	1,377	$	307
	Total GCB and Citi Holdings Consumer	$	331,016		$	3,850		$	3,943		$	2,652		$	341,461		$	5,564	$	3,804
	Other(6)	227			9			9			—			245			29		—
	Total Citigroup	$	331,243		$	3,859		$	3,952		$	2,652		$	341,706		$	5,593	$	3,804
	-1	Loans less than 30 days past due are presented as current.
	-2	Includes $38 million of residential first mortgages recorded at fair value.
	-3	Excludes loans guaranteed by U.S. government-sponsored entities.
	-4	Consists of residential first mortgages that are guaranteed by U.S. government-sponsored entities that are 30–89 days past due of $0.4 billion and 90 days past due of $2.3 billion.
	-5	Fixed-rate home equity loans and loans extended under home equity lines of credit, which are typically in junior lien positions.
	-6	Represents loans classified as Consumer loans on the Consolidated Balance Sheet that are not included in the Citi Holdings Consumer credit metrics.
	Consumer Loan Delinquency and Non-Accrual Details at December 31, 2014
	In millions of dollars	Total			30-89 days			≥ 90 days			Past due			Total			Total		90 days past due
		current(1)(2)			past due(3)			past due(3)			government			loans(2)			non-accrual		and accruing
											guaranteed(4)
	In North America offices
	Residential first mortgages	$	61,730		$	1,280		$	1,371		$	3,443		$	67,824		$	2,746	$	2,759
	Home equity loans(5)	27,262			335			520			—			28,117			1,271		—
	Credit cards	111,441			1,316			1,271			—			114,028			—		1,273
	Installment and other	12,361			229			284			—			12,874			254		3
	Commercial market loans	8,630			31			13			—			8,674			135		15
	Total	$	221,424		$	3,191		$	3,459		$	3,443		$	231,517		$	4,406	$	4,050
	In offices outside North America
	Residential first mortgages	$	44,782		$	312		$	223		$	—		$	45,317		$	454	$	—
	Home equity loans(5)	—			—			—			—			—			—		—
	Credit cards	30,327			602			553			—			31,482			413		322
	Installment and other	29,297			328			149			—			29,774			216		—
	Commercial market loans	31,280			86			255			—			31,621			405		—
	Total	$	135,686		$	1,328		$	1,180		$	—		$	138,194		$	1,488	$	322
	Total GCB and Citi Holdings	$	357,110		$	4,519		$	4,639		$	3,443		$	369,711		$	5,894	$	4,372
	Other	238			10			11			—			259			30		—
	Total Citigroup	$	357,348		$	4,529		$	4,650		$	3,443		$	369,970		$	5,924	$	4,372
	-1	Loans less than 30 days past due are presented as current.
	-2	Includes $43 million of residential first mortgages recorded at fair value.
	-3	Excludes loans guaranteed by U.S. government-sponsored entities.
	-4	Consists of residential first mortgages that are guaranteed by U.S. government-sponsored entities that are 30–89 days past due of $0.6 billion and 90 days past due of $2.8 billion.
	-5	Fixed-rate home equity loans and loans extended under home equity lines of credit, which are typically in junior lien positions.
Schedule of loans credit quality indicators	The following tables provide details on the FICO scores attributable to Citi’s U.S. consumer loan portfolio as of March 31, 2015 and December 31, 2014 (commercial market loans are not included in the table since they are business-based and FICO scores are not a primary driver in their credit evaluation). FICO scores are updated monthly for substantially all of the portfolio or, otherwise, on a quarterly basis, for the remaining portfolio.
	FICO score distribution in U.S. portfolio(1)(2)	31-Mar-15
	In millions of dollars	Less than			≥ 620 but less			Equal to or
		620			than 660			greater
								than 660
	Residential first mortgages	$	8,071		$	4,981		$	45,207
	Home equity loans	3,124			2,367			20,271
	Credit cards	7,558			9,935			85,779
	Installment and other	324			248			2,576
	Total	$	19,077		$	17,531		$	153,833
	-1	Excludes loans guaranteed by U.S. government entities, loans subject to long-term standby commitments (LTSCs) with U.S. government-sponsored entities and loans recorded at fair value.
	-2	Excludes balances where FICO was not available. Such amounts are not material.
	FICO score distribution in U.S. portfolio(1)(2)	31-Dec-14
	In millions of dollars	Less than			≥ 620 but less			Equal to or
		620			than 660			greater
								than 660
	Residential first mortgages	$	8,911		$	5,463		$	45,783
	Home equity loans	3,257			2,456			20,957
	Credit cards	7,647			10,296			92,877
	Installment and other	4,015			2,520			5,150
	Total	$	23,830		$	20,735		$	164,767
	-1	Excludes loans guaranteed by U.S. government entities, loans subject to LTSCs with U.S. government-sponsored entities and loans recorded at fair value.
	-2	Excludes balances where FICO was not available. Such amounts are not material.
Schedule of impaired loans	The following tables present information about total impaired consumer loans at and for the periods ended March 31, 2015 and December 31, 2014, respectively, and for the three months ended March 31, 2015 and 2014 for interest income recognized on impaired consumer loans:
														Three months ended March 31,
		Balance at March 31, 2015												2015			2014
	In millions of dollars	Recorded			Unpaid			Related			Average			Interest income			Interest income
		investment(1)(2)			principal balance			specific allowance(3)			carrying value(4)			recognized(5)			recognized(5)
	Mortgage and real estate
	Residential first mortgages	$	10,636		$	11,388		$	1,531		$	13,847		$	141		$	184
	Home equity loans	1,961			2,607			597			2,034			17			19
	Credit cards	2,249			2,288			805			2,517			44			51
	Installment and other
	Individual installment and other	432			459			260			834			9			34
	Commercial market loans	396			617			121			385			3			11
	Total	$	15,674		$	17,359		$	3,314		$	19,617		$	214		$	299
	-1	Recorded investment in a loan includes net deferred loan fees and costs, unamortized premium or discount and direct write-downs and includes accrued interest only on credit card loans.
	-2	$1,656 million of residential first mortgages, $533 million of home equity loans and $150 million of commercial market loans do not have a specific allowance.
	(3) Included in the Allowance for loan losses.
	(4) Average carrying value represents the average recorded investment ending balance for the last four quarters and does not include the related specific allowance.
	(5) Includes amounts recognized on both an accrual and cash basis.
		Balance at December 31, 2014
	In millions of dollars	Recorded			Unpaid			Related			Average
		investment(1)(2)			principal balance			specific allowance(3)			carrying value(4)
	Mortgage and real estate
	Residential first mortgages	$	13,551		$	14,387		$	1,909		$	15,389
	Home equity loans	2,029			2,674			599			2,075
	Credit cards	2,407			2,447			849			2,732
	Installment and other
	Individual installment and other	948			963			450			975
	Commercial market loans	423			599			110			381
	Total	$	19,358		$	21,070		$	3,917		$	21,552
	-1	Recorded investment in a loan includes net deferred loan fees and costs, unamortized premium or discount and direct write-downs and includes accrued interest only on credit card loans.
	-2	$1,896 million of residential first mortgages, $554 million of home equity loans and $158 million of commercial market loans do not have a specific allowance.
	-3	Included in the Allowance for loan losses.
	-4	Average carrying value represents the average recorded investment ending balance for last four quarters and does not include the related specific allowance.
Schedule of troubled debt restructurings	The following tables present consumer TDRs occurring during the three months ended March 31, 2015 and 2014:
		At and for the three months ended March 31, 2015
	In millions of dollars except number of loans modified	Number of		Post-			Deferred			Contingent			Principal			Average
		loans modified		modification			principal(3)			principal			forgiveness(5)			interest rate
				recorded						forgiveness(4)						reduction
				investment(1)(2)
	North America
	Residential first mortgages	3,093		$	407		$	4		$	2		$	8		1	%
	Home equity loans	1,258		46			—			—			1			2
	Credit cards	50,310		211			—			—			—			16
	Installment and other revolving	984		9			—			—			—			12
	Commercial markets(6)	57		11			—			—			—			—
	Total(7)	55,702		$	684		$	4		$	2		$	9
	International
	Residential first mortgages	869		$	21		$	—		$	—		$	—		—	%
	Home equity loans	14		3			—			—			—			—
	Credit cards	40,431		98			—			—			2			13
	Installment and other revolving	15,947		69			—			—			2			5
	Commercial markets(6)	83		28			—			—			—			3
	Total(7)	57,344		$	219		$	—		$	—		$	4
		At and for the three months ended March 31, 2014
	In millions of dollars except number of loans modified	Number of		Post-			Deferred			Contingent			Principal			Average
		loans modified		modification			principal(3)			principal			forgiveness(5)			interest rate
				recorded						forgiveness(4)						reduction
				investment(1)(8)
	North America
	Residential first mortgages	5,779		$	685		$	17		$	11		$	3		1	%
	Home equity loans	2,319		84			1			—			9			2
	Credit cards	44,976		199			—			—			—			15
	Installment and other revolving	13,836		101			—			—			—			7
	Commercial markets(6)	38		13			—			—			—			—
	Total(7)	66,948		$	1,082		$	18		$	11		$	12
	International
	Residential first mortgages	546		$	22		$	—		$	—		$	—		1	%
	Home equity loans	32		5			—			—			—			—
	Credit cards	37,106		121			—			—			2			14
	Installment and other revolving	14,862		74			—			—			1			7
	Commercial markets(6)	96		93			—			—			—			—
	Total(7)	52,642		$	315		$	—		$	—		$	3
	-1	Post-modification balances include past due amounts that are capitalized at the modification date.
	-2	Post-modification balances in North America include $66 million of residential first mortgages and $15 million of home equity loans to borrowers who have gone through Chapter 7 bankruptcy in the three months ended March 31, 2015. These amounts include $38 million of residential first mortgages and $12 million of home equity loans that were newly classified as TDRs in the three months ended March 31, 2015 as a result of OCC guidance, as described above.
	-3	Represents portion of contractual loan principal that is non-interest bearing but still due from the borrower. Such deferred principal is charged off at the time of permanent modification to the extent that the related loan balance exceeds the underlying collateral value.
	-4	Represents portion of contractual loan principal that is non-interest bearing and, depending upon borrower performance, eligible for forgiveness.
	-5	Represents portion of contractual loan principal that was forgiven at the time of permanent modification.
	(6) Commercial markets loans are generally borrower-specific modifications and incorporate changes in the amount and/or timing of principal and/or interest.
	(7) The above tables reflect activity for loans outstanding as of the end of the reporting period that were considered TDRs.
	(8) Post-modification balances in North America include $91 million of residential first mortgages and $22 million of home equity loans to borrowers who have gone through Chapter 7 bankruptcy in the three months ended March 31, 2014. These amounts include $57 million of residential first mortgages and $19 million of home equity loans that were newly classified as TDRs in the three months ended March 31, 2014 as a result of OCC guidance, as described above.
Schedule of troubled debt restructuring loans that defaulted	The following table presents consumer TDRs that defaulted during the three months ended March 31, 2015 and 2014, respectively, for which the payment default occurred within one year of a permanent modification. Default is defined as 60 days past due, except for classifiably managed commercial markets loans, where default is defined as 90 days past due.
		Three Months Ended March 31,
	In millions of dollars	2015			2014
	North America
	Residential first mortgages	$	110		$	245
	Home equity loans	11			23
	Credit cards	43			51
	Installment and other revolving	2			21
	Commercial markets	2			6
	Total	$	168		$	346
	International
	Residential first mortgages	$	6		$	6
	Home equity loans	—			—
	Credit cards	35			63
	Installment and other revolving	23			27
	Commercial markets	11			5
	Total	$	75		$	101
Mortgage and real estate
Loans receivable
Schedule of loans credit quality indicators	The following tables provide details on the LTV ratios attributable to Citi’s U.S. consumer mortgage portfolios as of March 31, 2015 and December 31, 2014. LTV ratios are updated monthly using the most recent Core Logic Home Price Index data available for substantially all of the portfolio applied at the Metropolitan Statistical Area level, if available, or the state level if not. The remainder of the portfolio is updated in a similar manner using the Federal Housing Finance Agency indices.
	LTV distribution in U.S. portfolio(1)(2)	31-Mar-15
	In millions of dollars	Less than or			> 80% but less			Greater
		equal to 80%			than or equal to			than
					100%			100%
	Residential first mortgages	$	47,303		$	8,619		$	2,464
	Home equity loans	14,330			6,729			4,588
	Total	$	61,633		$	15,348		$	7,052
	-1	Excludes loans guaranteed by U.S. government entities, loans subject to LTSCs with U.S. government-sponsored entities and loans recorded at fair value.
	-2	Excludes balances where LTV was not available. Such amounts are not material.
	LTV distribution in U.S. portfolio(1)(2)	31-Dec-14
	In millions of dollars	Less than or			> 80% but less			Greater
		equal to 80%			than or equal to			than
					100%			100%
	Residential first mortgages	$	48,163		$	9,480		$	2,670
	Home equity loans	14,638			7,267			4,641
	Total	$	62,801		$	16,747		$	7,311
	-1	Excludes loans guaranteed by U.S. government entities, loans subject to LTSCs with U.S. government-sponsored entities and loans recorded at fair value.
	-2	Excludes balances where LTV was not available. Such amounts are not material.
Corporate
Loans receivable
Schedule of loans	The following table presents information by corporate loan type as of March 31, 2015 and December 31, 2014:
	In millions of dollars	March 31,			December 31,
		2015			2014
	Corporate
	In U.S. offices
	Commercial and industrial	$	37,537		$	35,055
	Financial institutions	36,054			36,272
	Mortgage and real estate(1)	33,145			32,537
	Installment, revolving credit and other	29,267			29,207
	Lease financing	1,755			1,758
		$	137,758		$	134,829
	In offices outside the U.S.
	Commercial and industrial	$	81,426		$	79,239
	Financial institutions	32,210			33,269
	Mortgage and real estate(1)	6,311			6,031
	Installment, revolving credit and other	19,687			19,259
	Lease financing	322			356
	Governments and official institutions	2,174			2,236
		$	142,130		$	140,390
	Total Corporate loans	$	279,888		$	275,219
	Net unearned income	(540		)	(554		)
	Corporate loans, net of unearned income	$	279,348		$	274,665
	-1	Loans secured primarily by real estate.
Schedule of loan delinquency and non-accrual details
	In millions of dollars	30-89 days			≥ 90 days			Total past due			Total			Total			Total
		past due			past due and			and accruing			non-accrual(2)			current(3)			loans (4)
		and accruing(1)			accruing(1)
	Commercial and industrial	$	541		$	1		$	542		$	592		$	113,098		$	114,232
	Financial institutions	95			—			95			239			66,350			66,684
	Mortgage and real estate	132			—			132			246			38,981			39,359
	Leases	—			1			1			49			2,027			2,077
	Other	89			4			93			35			50,286			50,414
	Loans at fair value																6,537
	Purchased Distressed Loans																45
	Total	$	857		$	6		$	863		$	1,161		$	270,742		$	279,348
	-1	Corporate loans that are 90 days past due are generally classified as non-accrual. Corporate loans are considered past due when principal or interest is contractually due but unpaid.
	-2	Citi generally does not manage corporate loans on a delinquency basis. Non-accrual loans generally include those loans that are ≥ 90 days past due or those loans for which Citi believes, based on actual experience and a forward-looking assessment of the collectability of the loan in full, that the payment of interest or principal is doubtful.
	-3	Corporate loans are past due when principal or interest is contractually due but unpaid. Loans less than 30 days past due are presented as current.
	-4	Total loans include loans at fair value, which are not included in the various delinquency columns.
	Corporate Loan Delinquency and Non-Accrual Details at December 31, 2014
	In millions of dollars	30-89 days			≥ 90 days			Total past due			Total			Total			Total
		past due			past due and			and accruing			non-accrual(2)			current(3)			loans (4)
		and accruing(1)			accruing(1)
	Commercial and industrial	$	50		$	—		$	50		$	575		$	109,764		$	110,389
	Financial institutions	2			—			2			250			67,580			67,832
	Mortgage and real estate	86			—			86			252			38,135			38,473
	Leases	—			—			—			51			2,062			2,113
	Other	49			1			50			55			49,844			49,949
	Loans at fair value																5,858
	Purchased Distressed Loans																51
	Total	$	187		$	1		$	188		$	1,183		$	267,385		$	274,665
	-1	Corporate loans that are 90 days past due are generally classified as non-accrual. Corporate loans are considered past due when principal or interest is contractually due but unpaid.
	-2	Citi generally does not manage corporate loans on a delinquency basis. Non-accrual loans generally include those loans that are ≥ 90 days past due or those loans for which Citi believes, based on actual experience and a forward-looking assessment of the collectability of the loan in full, that the payment of interest or principal is doubtful.
	-3	Corporate loans are past due when principal or interest is contractually due but unpaid. Loans less than 30 days past due are presented as current.
	-4	Total loans include loans at fair value, which are not included in the various delinquency columns.
Schedule of loans credit quality indicators	Corporate Loans Credit Quality Indicators at March 31, 2015 and December 31, 2014
		Recorded investment in loans(1)
	In millions of dollars	March 31, 2015			December 31,
					2014
	Investment grade(2)
	Commercial and industrial	$	83,405		$	80,812
	Financial institutions	55,902			56,154
	Mortgage and real estate	17,049			16,068
	Leases	1,650			1,669
	Other	46,334			46,284
	Total investment grade	$	204,340		$	200,987
	Non-investment grade(2)
	Accrual
	Commercial and industrial	$	30,234		$	29,003
	Financial institutions	10,543			11,429
	Mortgage and real estate	3,115			3,587
	Leases	378			393
	Other	4,045			3,609
	Non-accrual
	Commercial and industrial	592			575
	Financial institutions	239			250
	Mortgage and real estate	246			252
	Leases	49			51
	Other	35			55
	Total non-investment grade	$	49,476		$	49,204
	Private bank loans managed on a delinquency basis (2)	$	18,995		$	18,616
	Loans at fair value	6,537			5,858
	Corporate loans, net of unearned income	$	279,348		$	274,665
	-1	Recorded investment in a loan includes net deferred loan fees and costs, unamortized premium or discount, less any direct write-downs.
	-2	Held-for-investment loans are accounted for on an amortized cost basis.
Schedule of impaired loans	The following tables present non-accrual loan information by Corporate loan type at March 31, 2015 and December 31, 2014 and interest income recognized on non-accrual Corporate loans for the three months ended March 31, 2015 and 2014, respectively:
	Non-Accrual Corporate Loans
		At and for the three months ended March 31, 2015
	In millions of dollars	Recorded			Unpaid			Related specific			Average			Interest income
		investment(1)			principal balance			allowance			carrying value(2)			recognized
	Non-accrual corporate loans
	Commercial and industrial	$	592		$	933		$	167		$	630		$	—
	Financial institutions	239			252			9			253			—
	Mortgage and real estate	246			282			18			244			1
	Lease financing	49			49			29			50			—
	Other	35			154			12			52			—
	Total non-accrual corporate loans	$	1,161		$	1,670		$	235		$	1,229		$	1
		At December 31, 2014												Three months ended March 31, 2014
	In millions of dollars	Recorded			Unpaid			Related specific			Average			Interest income
		investment(1)			principal balance			allowance			carrying value(2)			recognized
	Non-accrual corporate loans
	Commercial and industrial	$	575		$	863		$	155		$	658		$	5
	Financial institutions	250			262			7			278			4
	Mortgage and real estate	252			287			24			263			1
	Lease financing	51			53			29			85			—
	Other	55			68			21			60			—
	Total non-accrual corporate loans	$	1,183		$	1,533		$	236		$	1,344		$	10
		31-Mar-15						31-Dec-14
	In millions of dollars	Recorded			Related specific			Recorded			Related specific
		investment(1)			allowance			investment(1)			allowance
	Non-accrual corporate loans with valuation allowances
	Commercial and industrial	$	297		$	167		$	224		$	155
	Financial institutions	45			9			37			7
	Mortgage and real estate	66			18			70			24
	Lease financing	47			29			47			29
	Other	34			12			55			21
	Total non-accrual corporate loans with specific allowance	$	489		$	235		$	433		$	236
	Non-accrual corporate loans without specific allowance
	Commercial and industrial	$	295					$	351
	Financial institutions	194						213
	Mortgage and real estate	180						182
	Lease financing	2						4
	Other	1						—
	Total non-accrual corporate loans without specific allowance	$	672		N/A			$	750		N/A
	-1	Recorded investment in a loan includes net deferred loan fees and costs, unamortized premium or discount, less any direct write-downs.
	-2	Average carrying value represents the average recorded investment balance and does not include related specific allowance.
	N/A Not Applicable
Schedule of troubled debt restructurings	Corporate Troubled Debt Restructurings
	The following table presents corporate TDR activity at and for the three months ended March 31, 2015.
	In millions of dollars	Carrying			TDRs			TDRs			TDRs
		Value			involving changes			involving changes			involving changes
					in the amount			in the amount			in the amount
					and/or timing of			and/or timing of			and/or timing of
					principal payments(1)			interest payments(2)			both principal and
											interest payments
	Commercial and industrial	$	—		$	—		$	—		$	—
	Financial institutions	—			—			—			—
	Mortgage and real estate	1			1			—			—
	Other	—			—			—			—
	Total	$	1		$	1		$	—		$	—
	-1	TDRs involving changes in the amount or timing of principal payments may involve principal forgiveness or deferral of periodic and/or final principal payments. Because forgiveness of principal is rare for commercial loans, modifications typically have little to no impact on the loans’ projected cash flows and thus little to no impact on the allowance established for the loan.  Charge-offs for amounts deemed uncollectable may be recorded at the time of the restructuring or may have already been recorded in prior periods such that no charge-off is required at the time of the modification.
	-2	TDRs involving changes in the amount or timing of interest payments may involve a below-market interest rate.
	The following table presents corporate TDR activity at and for the three months ended March 31, 2014.
	In millions of dollars	Carrying			TDRs			TDRs			TDRs
		Value			involving changes			involving changes			involving changes
					in the amount			in the amount			in the amount
					and/or timing of			and/or timing of			and/or timing of
					principal payments(1)			interest payments(2)			both principal and
											interest payments
	Commercial and industrial	$	40		$	23		$	17		$	—
	Financial institutions	—			—			—			—
	Mortgage and real estate	4			4			—			—
	Other	—			—			—			—
	Total	$	44		$	27		$	17		$	—
	-1	TDRs involving changes in the amount or timing of principal payments may involve principal forgiveness or deferral of periodic and/or final principal payments. Because forgiveness of principal is rare for commercial loans, modifications typically have little to no impact on the loans’ projected cash flows and thus little to no impact on the allowance established for the loan.  Charge-offs for amounts deemed uncollectable may be recorded at the time of the restructuring or may have already been recorded in prior periods such that no charge-off is required at the time of the modification.
	-2	TDRs involving changes in the amount or timing of interest payments may involve a below-market interest rate.
Schedule of troubled debt restructuring loans that defaulted	The following table presents total Corporate loans modified in a TDR at March 31, 2015 and 2014, as well as those TDRs that defaulted during the three months ended March 31, 2015 and 2014 and for which the payment default occurred within one year of a permanent modification. Default is defined as 60 days past due, except for classifiably managed commercial markets loans, where default is defined as 90 days past due.
	In millions of dollars	TDR balances at			TDR loans in payment default during the three months ended			TDR balances at			TDR loans in payment default during the year ended
		31-Mar-15			31-Mar-15			31-Mar-14			31-Mar-14
	Commercial and industrial	$	88		$	—		$	182		$	—
	Loans to financial institutions	—			—			—			—
	Mortgage and real estate	105			—			147			—
	Other	336			—			410			—
	Total	$	529		$	—		$	739		$	—

ALLOWANCE_FOR_CREDIT_LOSSES_Ta

ALLOWANCE FOR CREDIT LOSSES (Tables)	3 Months Ended
	Mar. 31, 2015
Loans and Leases Receivable, Allowance [Abstract]
Allowance for credit losses
		Three Months Ended March 31,
	In millions of dollars	2015			2014
	Allowance for loan losses at beginning of period	$	15,994		$	19,648
	Gross credit losses	(2,458		)	(2,983		)
	Gross recoveries (1)	501			544
	Net credit losses (NCLs)	$	(1,957	)	$	(2,439	)
	NCLs	$	1,957		$	2,439
	Net reserve releases	(91		)	(560		)
	Net specific reserve releases	(111		)	(86		)
	Total provision for credit losses	$	1,755		$	1,793
	Other, net (2)	(1,194		)	(79		)
	Allowance for loan losses at end of period	$	14,598		$	18,923
	Allowance for credit losses on unfunded lending commitments at beginning of period	$	1,063		$	1,229
	Provision (release) for unfunded lending commitments	(37		)	(27		)
	Other, net	(3		)	—
	Allowance for credit losses on unfunded lending commitments at end of period (3)	$	1,023		$	1,202
	Total allowance for loans, leases, and unfunded lending commitments	$	15,621		$	20,125
	-1	Recoveries have been reduced by certain collection costs that are incurred only if collection efforts are successful.
	-2	The first quarter of 2015 includes a reduction of approximately $1.0 billion related to the sale or transfers to HFS of various loan portfolios, including a reduction of $281 million related to a transfer of a real estate loan portfolio to HFS. Additionally, the first quarter of 2015 includes a reduction of approximately $145 million related to FX translation. The first quarter of 2014 includes a reduction of approximately $79 million related to the sale or transfers to HFS of various loan portfolios.
	-3	Represents additional credit loss reserves for unfunded lending commitments and letters of credit recorded in Other liabilities on the Consolidated Balance Sheet.
Schedule of allowance for credit losses and investment in loans by portfolio segment	Allowance for Credit Losses and Investment in Loans
		Three Months Ended
		31-Mar-15									31-Mar-14
	In millions of dollars	Corporate			Consumer			Total			Corporate			Consumer			Total
	Allowance for loan losses at beginning of period	$	2,389		$	13,605		$	15,994		$	2,584		$	17,064		$	19,648
	Charge-offs	(23		)	(2,435		)	(2,458		)	(174		)	(2,809		)	(2,983		)
	Recoveries	32			469			501			29			515			544
	Replenishment of net charge-offs	(9		)	1,966			1,957			145			2,294			2,439
	Net reserve build (releases)	100			(191		)	(91		)	(101		)	(459		)	(560		)
	Net specific reserve build (releases)	3			(114		)	(111		)	(10		)	(76		)	(86		)
	Other	(16		)	(1,178		)	(1,194		)	(1		)	(78		)	(79		)
	Ending balance	$	2,476		$	12,122		$	14,598		$	2,472		$	16,451		$	18,923
		31-Mar-15									31-Dec-14
	In millions of dollars	Corporate			Consumer			Total			Corporate			Consumer			Total
	Allowance for loan losses
	Determined in accordance with ASC 450	$	2,201		$	8,793		$	10,994		$	2,110		$	9,673		$	11,783
	Determined in accordance with ASC 310-10-35	236			3,314			3,550			235			3,917			4,152
	Determined in accordance with ASC 310-30	39			15			54			44			15			59
	Total allowance for loan losses	$	2,476		$	12,122		$	14,598		$	2,389		$	13,605		$	15,994
	Loans, net of unearned income
	Loans collectively evaluated for impairment in accordance with ASC 450	$	271,335		$	325,641		$	596,976		$	267,271		$	350,199		$	617,470
	Loans individually evaluated for impairment in accordance with ASC 310-10-35	1,431			15,674			17,105			1,485			19,358			20,843
	Loans acquired with deteriorated credit quality in accordance with ASC 310-30	45			353			398			51			370			421
	Loans held at fair value	6,537			38			6,575			5,858			43			5,901
	Total loans, net of unearned income	$	279,348		$	341,706		$	621,054		$	274,665		$	369,970		$	644,635

GOODWILL_AND_INTANGIBLE_ASSETS1

GOODWILL AND INTANGIBLE ASSETS (Tables)	3 Months Ended
	Mar. 31, 2015
Goodwill and Intangible Assets Disclosure [Abstract]
Changes in Goodwill	The changes in Goodwill during the three months ended March 31, 2015 were as follows:
	In millions of dollars
	Balance at December 31, 2014	$	23,592
	Foreign exchange translation and other	$	(312	)
	Impairment of goodwill	(16		)
	Divestitures, purchase accounting adjustments and other	(114		)
	Balance at March 31, 2015	$	23,150
Changes in Goodwill by segment	The following table shows reporting units with goodwill balances as of March 31, 2015.
	In millions of dollars
	Reporting Unit(1)(2)	Goodwill
	North America Global Consumer Banking	$	6,725
	EMEA Global Consumer Banking	293
	Asia Global Consumer Banking	4,626
	Latin America Global Consumer Banking	1,465
	Banking	3,372
	Markets and Securities Services	6,569
	Latin America Retirement Services(3)	—
	Citi Holdings—Consumer EMEA	23
	Citi Holdings—Consumer Japan (4)	—
	Citi Holdings—Consumer Latin America	77
	Total	$	23,150
	-1	Citi Holdings—Other and Citi Holdings—ICG are excluded from the table as there is no goodwill allocated to them.
	-2	Citi Holdings—Consumer Finance South Korea is excluded from the table as the allocated goodwill of $16 million was fully-impaired during the first quarter of 2015.
	-3	Latin America Retirement Services goodwill of $42 million was reclassified to Other assets held-for-sale as of March 31, 2015.
	-4	Citi Holdings—Consumer Japan goodwill of $61 million was
	reclassified to Other assets held-for-sale as of March 31, 2015
Components of intangible assets	The components of intangible assets as of March 31, 2015 and December 31, 2014 were as follows:
		31-Mar-15									31-Dec-14
	In millions of dollars	Gross			Accumulated			Net			Gross			Accumulated			Net
		carrying			amortization			carrying			carrying			amortization			carrying
		amount						amount			amount						amount
	Purchased credit card relationships	$	7,618		$	6,355		$	1,263		$	7,626		$	6,294		$	1,332
	Core deposit intangibles	1,122			1,006			116			1,153			1,021			132
	Other customer relationships	518			335			183			579			331			248
	Present value of future profits	163			156			7			233			154			79
	Indefinite-lived intangible assets	281			—			281			290			—			290
	Other(1)	5,167			2,773			2,394			5,217			2,732			2,485
	Intangible assets (excluding MSRs)	$	14,869		$	10,625		$	4,244		$	15,098		$	10,532		$	4,566
	Mortgage servicing rights (MSRs) (2)	1,685			—			1,685			1,845			—			1,845
	Total intangible assets	$	16,554		$	10,625		$	5,929		$	16,943		$	10,532		$	6,411
	-1	Includes contract-related intangible assets.
	-2	For additional information on Citi’s MSRs, including the roll-forward for the three months ended March 31, 2015, see Note 20 to the Consolidated Financial Statements.
Changes in intangible assets	The changes in intangible assets during the three months ended March 31, 2015 were as follows:
		Net carrying															Net carrying
		amount at															amount at
	In millions of dollars	31-Dec-14			Acquisitions/			Amortization			Impairments			FX and			31-Mar-15
					divestitures									other (1)
	Purchased credit card relationships	$	1,332		$	—		$	(68	)	$	—		$	(1	)	$	1,263
	Core deposit intangibles	132			—			(11		)	—			(5		)	116
	Other customer relationships	248			(55		)	(6		)	—			(4		)	183
	Present value of future profits	79			(68		)	(3		)	—			(1		)	7
	Indefinite-lived intangible assets	290			—			—			—			(9		)	281
	Other	2,485			—			(81		)	(5		)	(5		)	2,394
	Intangible assets (excluding MSRs)	$	4,566		$	(123	)	$	(169	)	$	(5	)	$	(25	)	$	4,244
	Mortgage servicing rights (MSRs) (2)	1,845															1,685
	Total intangible assets	$	6,411														$	5,929
	-1	Includes foreign exchange translation and purchase accounting adjustments.
	-2	For additional information on Citi’s MSRs, including the roll-forward for the three months ended March 31, 2015, see Note 20 to the Consolidated Financial Statements

DEBT_Tables

DEBT (Tables)	3 Months Ended
	Mar. 31, 2015
Debt Disclosure [Abstract]
Schedule of Short-Term Borrowings	Short-Term Borrowings
		March 31,		December 31,
		2015		2014
	In millions of dollars	Balance		Balance
	Commercial paper
	Significant Citibank entities(1)	$	10,906	$	16,085
	Parent(2)	70		70
	Total Commercial paper	$	10,976	$	16,155
	Other borrowings (3)	$	28,429	$	42,180
	Total	$	39,405	$	58,335
	-1	Significant Citibank entities consist of Citibank, N.A. units domiciled in the U.S., Western Europe, Hong Kong and Singapore.
	-2	Parent includes the parent holding company (Citigroup Inc.) and Citi’s broker-dealer subsidiaries that are consolidated into Citigroup.
	-3	Includes borrowings from the Federal Home Loan Banks and other market participants. At March 31, 2015 and December 31, 2014, collateralized short-term advances from the Federal Home Loan Banks were $2.0 billion and $11.2 billion, respectively.
Schedule of Long-Term Debt	Long-Term Debt
	In millions of dollars	31-Mar-15		31-Dec-14
	Citigroup Inc.(1)	$	147,627	$	149,512
	Bank(2)	58,699		65,146
	Broker-dealer(3)	4,196		8,422
	Total	$	210,522	$	223,080
	-1	Parent holding company, Citigroup Inc.
	-2	Represents the Significant Citibank entities as well as other Citibank and Banamex entities. At March 31, 2015 and December 31, 2014, collateralized long-term advances from the Federal Home Loan Banks were $16.3 billion and $19.8 billion, respectively.
	-3	Represents broker-dealer subsidiaries that are consolidated into Citigroup Inc., the parent holding company.
Summary of outstanding trust preferred securities	The following table summarizes the Company’s outstanding trust preferred securities at March 31, 2015:
									Junior subordinated debentures owned by trust
	Trust	Issuance	Securities	Liquidation		Coupon		Common	Amount		Maturity	Redeemable
		date	issued	value(1)		rate(2)		shares				by issuer
								issued				beginning
								to parent
	In millions of dollars, except share amounts
	Citigroup Capital III	Dec. 1996	194,053	$	194	7.625	%	6,003	$	200	Dec. 1, 2036	Not redeemable
	Citigroup Capital XIII	Sept. 2010	89,840,000	2,246		7.875		1,000	2,246		Oct. 30, 2040	Oct. 30, 2015
	Citigroup Capital XVIII	Jun-07	99,901	149		6.829		50	148		June 28, 2067	June 28, 2017
	Total obligated			$	2,589				$	2,594
	Note: Distributions on the trust preferred securities and interest on the subordinated debentures are payable semiannually for Citigroup Capital III and Citigroup Capital XVIII and quarterly for Citigroup Capital XIII.
	-1	Represents the notional value received by investors from the trusts at the time of issuance.
	-2	In each case, the coupon rate on the subordinated debentures is the same as that on the trust preferred securities.

CHANGES_IN_ACCUMULATED_OTHER_C1

CHANGES IN ACCUMULATED OTHER COMPREHENSIVE INCOME (LOSS) (Tables)	3 Months Ended
	Mar. 31, 2015
Comprehensive Income (Loss), Net of Tax, Attributable to Parent [Abstract]
Changes in each component of Accumulated Other Comprehensive Income (Loss)	Changes in each component of Citigroup’s Accumulated other comprehensive income (loss) for the three months ended March 31, 2015 and 2014 are as follows:
	In millions of dollars	Net			Cash flow hedges (1)			Benefit plans (2)			Foreign			Accumulated
		unrealized									currency			other
		gains (losses)									translation			comprehensive income (loss)
		on investment securities									adjustment,
											net of hedges (CTA)(3)
	Balance, December 31, 2014	$	57		$	(909	)	$	(5,159	)	$	(17,205	)	$	(23,216	)
	Other comprehensive income (losses) before reclassifications	$	742		$	32		$	(131	)	$	(2,062	)	$	(1,419	)
	Increase (decrease) due to amounts reclassified from AOCI	(151		)	54			41			—			(56		)
	Change, net of taxes	$	591		$	86		$	(90	)	$	(2,062	)	$	(1,475	)
	Balance at March 31, 2015	$	648		$	(823	)	$	(5,249	)	$	(19,267	)	$	(24,691	)
	In millions of dollars	Net			Cash flow hedges (1)			Benefit plans (2)			Foreign			Accumulated
		unrealized									currency			other
		gains (losses)									translation			comprehensive income (loss)
		on investment securities									adjustment,
											net of hedges (CTA)(3)(4)
	Balance, December 31, 2013	$	(1,640	)	$	(1,245	)	$	(3,989	)	$	(12,259	)	$	(19,133	)
	Other comprehensive income before reclassifications	$	378		$	46		$	(62	)	$	(526	)	$	(164	)
	Increase (decrease) due to amounts reclassified from AOCI	50			72			29			—			151
	Change, net of taxes	$	428		$	118		$	(33	)	$	(526	)	$	(13	)
	Balance at March 31, 2014	$	(1,212	)	$	(1,127	)	$	(4,022	)	$	(12,785	)	$	(19,146	)
	-1	Primarily driven by Citigroup’s pay fixed/receive floating interest rate swap programs that hedge the floating rates on liabilities.
	-2	Primarily reflects adjustments based on the quarterly actuarial valuations of the Company’s significant pension and postretirement plans, annual actuarial valuations of all other plans, and amortization of amounts previously recognized in other comprehensive income.
	-3	Primarily reflects the movements in (by order of impact) the euro, Mexican peso, British pound, and Brazilian real against the U.S. dollar, and changes in related tax effects and hedges for the three months ended March 31, 2015. Primarily reflects the movements in (by order of impact) the Russian ruble, Argentine peso, Korean won, and Japanese yen against the U.S. dollar, and changes in related tax effects and hedges for the three months ended March 31, 2014.
	-4	During 2014, $137 million ($84 million net of tax) was reclassified to reflect the allocation of foreign currency translation between net unrealized gains (losses) on investment securities to CTA.
Schedule of pretax and after-tax changes in each component of Accumulated other comprehensive income (loss)	The pretax and after-tax changes in each component of Accumulated other comprehensive income (loss) for the three months ended March 31, 2015 and 2014 are as follows:
	In millions of dollars	Pretax			Tax effect			After-tax
	Balance, December 31, 2014	$	(31,060	)	$	7,844		$	(23,216	)
	Change in net unrealized gains (losses) on investment securities	1,048			(457		)	591
	Cash flow hedges	156			(70		)	86
	Benefit plans	(121		)	31			(90		)
	Foreign currency translation adjustment	(2,302		)	240			(2,062		)
	Change	$	(1,219	)	$	(256	)	$	(1,475	)
	Balance, March 31, 2015	$	(32,279	)	$	7,588		$	(24,691	)
	In millions of dollars	Pretax			Tax effect			After-tax
	Balance, December 31, 2013	$	(27,596	)	$	8,463		$	(19,133	)
	Change in net unrealized gains (losses) on investment securities	703			(275		)	428
	Cash flow hedges	181			(63		)	118
	Benefit plans	(55		)	22			(33		)
	Foreign currency translation adjustment	(530		)	4			(526		)
	Change	$	299		$	(312	)	$	(13	)
	Balance, March 31, 2014	$	(27,297	)	$	8,151		$	(19,146	)
Summary of amounts reclassified out of Accumulated other comprehensive income (loss) into the Consolidated Statement of income	During the three months ended March 31, 2015 and 2014, the Company recognized a pretax gain of $(85) million ($(56) million net of tax) and pretax loss of $237 million ($151 million net of tax), respectively, related to amounts reclassified out of Accumulated other comprehensive income (loss) into the Consolidated Statement of Income. See details in the table below:
		Increase (decrease) in AOCI due to amounts reclassified to Consolidated Statement of Income
	In millions of dollars	Three Months Ended March 31,
		2015			2014
	Realized (gains) losses on sales of investments	$	(307	)	$	(128	)
	OTTI gross impairment losses	72			201
	Subtotal, pretax	$	(235	)	$	73
	Tax effect	84			(23		)
	Net realized (gains) losses on investment securities, after-tax(1)	$	(151	)	$	50
	Interest rate contracts	$	46		$	61
	Foreign exchange contracts	40			56
	Subtotal, pretax	$	86		$	117
	Tax effect	(32		)	(45		)
	Amortization of cash flow hedges, after-tax(2)	$	54		$	72
	Amortization of unrecognized
	Prior service cost (benefit)	$	(11	)	$	(9	)
	Net actuarial loss	75			56
	Subtotal, pretax	$	64		$	47
	Tax effect	(23		)	(18		)
	Amortization of benefit plans, after-tax(3)	$	41		$	29
	Foreign currency translation adjustment	$	—		$	—
	Total amounts reclassified out of AOCI, pretax	$	(85	)	$	237
	Total tax effect	29			(86		)
	Total amounts reclassified out of AOCI, after-tax	$	(56	)	$	151
	-1	The pretax amount is reclassified to Realized gains (losses) on sales of investments, net and Gross impairment losses on the Consolidated Statement of Income. See Note 13 to the Consolidated Financial Statements for additional details.
	-2	See Note 21 to the Consolidated Financial Statements for additional details.
	-3	See Notes 1 and 8 to the Consolidated Financial Statements for additional details.

PREFERRED_STOCK_Tables

PREFERRED STOCK (Tables)	3 Months Ended
	Mar. 31, 2015
Stockholders' Equity Note [Abstract]
Summary of preferred stock outstanding	The following table summarizes the Company’s preferred stock outstanding at March 31, 2015 and December 31, 2014:
									Carrying value
									in millions of dollars
		Issuance date	Redeemable by issuer beginning	Dividend		Redemption		Number	March 31,		December 31,
				rate		price per depositary		of depositary	2015		2014
						share/preference share		shares
	Series AA(1)	25-Jan-08	15-Feb-18	8.125	%	$	25	3,870,330	$	97	$	97
	Series E(2)	28-Apr-08	30-Apr-18	8.4	%	1,000		121,254	121		121
	Series A(3)	29-Oct-12	30-Jan-23	5.95	%	1,000		1,500,000	1,500		1,500
	Series B(4)	13-Dec-12	15-Feb-23	5.9	%	1,000		750,000	750		750
	Series C(5)	26-Mar-13	22-Apr-18	5.8	%	25		23,000,000	575		575
	Series D(6)	30-Apr-13	15-May-23	5.35	%	1,000		1,250,000	1,250		1,250
	Series J(7)	19-Sep-13	30-Sep-23	7.125	%	25		38,000,000	950		950
	Series K(8)	31-Oct-13	15-Nov-23	6.875	%	25		59,800,000	1,495		1,495
	Series L(9)	12-Feb-14	12-Feb-19	6.875	%	25		19,200,000	480		480
	Series M(10)	30-Apr-14	15-May-24	6.3	%	1,000		1,750,000	1,750		1,750
	Series N(11)	29-Oct-14	15-Nov-19	5.8	%	1,000		1,500,000	1,500		1,500
	Series O(12)	20-Mar-15	27-Mar-20	5.875	%	1,000		1,500,000	1,500		—
									$	11,968	$	10,468
	-1	Issued as depositary shares, each representing a 1/1,000th interest in a share of the corresponding series of non-cumulative perpetual preferred stock. Dividends are payable quarterly on February 15, May 15, August 15 and November 15 when, as and if declared by the Citi Board of Directors.
	-2	Issued as depositary shares, each representing a 1/25th interest in a share of the corresponding series of non-cumulative perpetual preferred stock. Dividends are payable semi-annually on April 30 and October 30 at a fixed rate until April 30, 2018, thereafter payable quarterly on January 30, April 30, July 30 and October 30 at a floating rate, in each case when, as and if declared by the Citi Board of Directors.
	-3	Issued as depositary shares, each representing a 1/25th interest in a share of the corresponding series of non-cumulative perpetual preferred stock. Dividends are payable semi-annually on January 30 and July 30 at a fixed rate until January 30, 2023, thereafter payable quarterly on January 30, April 30, July 30 and October 30 at a floating rate, in each case when, as and if declared by the Citi Board of Directors.
	-4	Issued as depositary shares, each representing a 1/25th interest in a share of the corresponding series of non-cumulative perpetual preferred stock. Dividends are payable semi-annually on February 15 and August 15 at a fixed rate until February 15, 2023, thereafter payable quarterly on February 15, May 15, August 15 and November 15 at a floating rate, in `each case when, as and if declared by the Citi Board of Directors.
	-5	Issued as depositary shares, each representing a 1/1,000th interest in a share of the corresponding series of non-cumulative perpetual preferred stock. Dividends are payable quarterly on January 22, April 22, July 22 and October 22 when, as and if declared by the Citi Board of Directors.
	-6	Issued as depositary shares, each representing a 1/25th interest in a share of the corresponding series of non-cumulative perpetual preferred stock. Dividends are payable semi-annually on May 15 and November 15 at a fixed rate until May 15, 2023, thereafter payable quarterly on February 15, May 15, August 15 and November 15 at a floating rate, in each case when, as and if declared by the Citi Board of Directors.
	-7	Issued as depositary shares, each representing a 1/1,000th interest in a share of the corresponding series of non-cumulative perpetual preferred stock. Dividends are payable quarterly on March 30, June 30, September 30 and December 30 at a fixed rate until September 30, 2023, thereafter payable quarterly on the same dates at a floating rate, in each case when, as and if declared by the Citi Board of Directors.
	-8	Issued as depositary shares, each representing a 1/1,000th interest in a share of the corresponding series of non-cumulative perpetual preferred stock. Dividends are payable quarterly on February 15, May 15, August 15 and November 15 at a fixed rate until November 15, 2023, thereafter payable quarterly on the same dates at a floating rate, in each case when, as and if declared by the Citi Board of Directors.
	-9	Issued as depositary shares, each representing a 1/1,000th interest in a share of the corresponding series of non-cumulative perpetual preferred stock. Dividends are payable quarterly on February 12, May 12, August 12 and November 12 at a fixed rate, in each case when, as and if declared by the Citi Board of Directors.
	-10	Issued as depositary shares, each representing a 1/25th interest in a share of the corresponding series of non-cumulative perpetual preferred stock. Dividends are payable semi-annually on May 15 and November 15 at a fixed rate until May 15, 2024, thereafter payable quarterly on February 15, May 15, August 15, and November 15 at a floating rate, in each case when, as and if declared by the Citi Board of Directors.
	-11	Issued as depositary shares, each representing a 1/25th interest in a share of the corresponding series of non-cumulative perpetual preferred stock. Dividends are payable semi-annually on May 15 and November 15 at a fixed rate until, but excluding, November 15, 2019, and thereafter payable quarterly on February 15, May 15, August 15 and November 15 at a floating rate, in each case when, as and if declared by the Citi Board of Directors.
	-12	Issued as depositary shares, each representing a 1/25th interest in a share of the corresponding series of non-cumulative perpetual preferred stock. Dividends are payable semi-annually on March 27 and September 27 at a fixed rate until, but excluding, March 27, 2020, and thereafter payable quarterly on March 27, June 27, September 27 and December 27 at a floating rate, in each case when, as and if declared by the Citi Board of Directors.

SECURITIZATIONS_AND_VARIABLE_I1

SECURITIZATIONS AND VARIABLE INTEREST ENTITIES (Tables)	3 Months Ended
	Mar. 31, 2015
Variable Interest Entity
Schedule of consolidated and unconsolidated VIEs with which the Company holds significant variable interests	Citigroup’s involvement with consolidated and unconsolidated VIEs with which the Company holds significant variable interests or has continuing involvement through servicing a majority of the assets in a VIE, each as of March 31, 2015 and December 31, 2014, is presented below:
		As of March 31, 2015
											Maximum exposure to loss in significant unconsolidated VIEs (1)
											Funded exposures (2)				Unfunded exposures
	In millions of dollars	Total			Consolidated			Significant			Debt		Equity		Funding		Guarantees		Total
		involvement			VIE / SPE assets			unconsolidated			investments		investments		commitments		and
		with SPE						VIE assets (3)									derivatives
		assets
	Citicorp
	Credit card securitizations	$	55,367		$	55,367		$	—		$	—	$	—	$	—	$	—	$	—
	Mortgage securitizations (4)
	U.S. agency-sponsored	230,798			—			230,798			3,000		—		—		18		3,018
	Non-agency-sponsored	7,457			1,018			6,439			530		—		—		—		530
	Citi-administered asset-backed commercial paper conduits (ABCP)	28,807			28,807			—			—		—		—		—		—
	Collateralized debt obligations (CDOs)	3,027			—			3,027			38		—		—		—		38
	Collateralized loan obligations (CLOs)	14,782			—			14,782			1,917		—		—		—		1,917
	Asset-based financing	60,391			1,102			59,289			22,052		61		3,138		318		25,569
	Municipal securities tender option bond trusts (TOBs)	12,017			6,431			5,586			—		—		3,645		—		3,645
	Municipal investments	16,736			55			16,681			2,035		1,833		1,162		—		5,030
	Client intermediation	1,810			105			1,705			42		—		—		10		52
	Investment funds (5)	30,883			1,049			29,834			17		379		125		—		521
	Trust preferred securities	2,632			—			2,632			—		6		—		—		6
	Other	4,713			288			4,425			80		1,038		39		70		1,227
	Total	$	469,420		$	94,222		$	375,198		$	29,711	$	3,317	$	8,109	$	416	$	41,553
	Citi Holdings
	Credit card securitizations	$	254		$	54		$	200		$	—	$	—	$	—	$	—	$	—
	Mortgage securitizations
	U.S. agency-sponsored	23,286			—			23,286			110		—		—		88		198
	Non-agency-sponsored	9,246			63			9,183			18		—		—		1		19
	Collateralized debt obligations (CDOs)	2,126			—			2,126			156		—		—		85		241
	Collateralized loan obligations (CLOs)	834			—			834			37		—		—		—		37
	Asset-based financing	1,167			2			1,165			39		3		81		—		123
	Municipal investments	6,838			—			6,838			2		168		888		—		1,058
	Investment funds	507			—			507			—		—		—		—		—
	Other	4,203			4,203			—			—		—		—		—		—
	Total	$	48,461		$	4,322		$	44,139		$	362	$	171	$	969	$	174	$	1,676
	Total Citigroup	$	517,881		$	98,544		$	419,337		$	30,073	$	3,488	$	9,078	$	590	$	43,229
	(1)    The definition of maximum exposure to loss is included in the text that follows this table.
	-2	Included on Citigroup’s March 31, 2015 Consolidated Balance Sheet.
	-3	A significant unconsolidated VIE is an entity where the Company has any variable interest or continuing involvement considered to be significant, regardless of the likelihood of loss or the notional amount of exposure.
	-4	Citicorp mortgage securitizations also include agency and non-agency (private-label) re-securitization activities. These SPEs are not consolidated. See “Re-securitizations” below for further discussion.
	(5) Substantially all of the unconsolidated investment funds’ assets are related to retirement funds in Mexico managed by Citi. See “Investment Funds” below for further discussion.
		As of December 31, 2014
											Maximum exposure to loss in significant unconsolidated VIEs (1)
											Funded exposures (2)				Unfunded exposures
	In millions of dollars	Total			Consolidated			Significant			Debt		Equity		Funding		Guarantees		Total
		involvement			VIE / SPE assets			unconsolidated			investments		investments		commitments		and
		with SPE						VIE assets (3)									derivatives
		assets
	Citicorp
	Credit card securitizations	$	60,211		$	60,211		$	—		$	—	$	—	$	—	$	—	$	—
	Mortgage securitizations (4)
	U.S. agency-sponsored	236,771			—			236,771			5,063		—		—		19		5,082
	Non-agency-sponsored	8,071			1,239			6,832			560		—		—		—		560
	Citi-administered asset-backed commercial paper conduits (ABCP)	29,181			29,181			—			—		—		—		—		—
	Collateralized debt obligations (CDOs)	3,382			—			3,382			45		—		—		—		45
	Collateralized loan obligations (CLOs)	13,099			—			13,099			1,692		—		—		—		1,692
	Asset-based financing	62,577			1,149			61,428			22,891		63		2,185		333		25,472
	Municipal securities tender option bond trusts (TOBs)	12,280			6,671			5,609			3		—		3,670		—		3,673
	Municipal investments	16,825			70			16,755			2,012		2,021		1,321		—		5,354
	Client intermediation	1,745			137			1,608			10		—		—		10		20
	Investment funds (5)	31,474			1,096			30,378			16		382		124		—		522
	Trust preferred securities	2,633			—			2,633			—		6		—		—		6
	Other	5,685			296			5,389			183		1,451		23		73		1,730
Total	$	483,934		$	100,050		$	383,884		$	32,475	$	3,923	$	7,323	$	435	$	44,156
Citi Holdings
Credit card securitizations	$	292		$	60		$	232		$	—	$	—	$	—	$	—	$	—
Mortgage securitizations
U.S. agency-sponsored	28,077			—			28,077			150		—		—		91		241
Non-agency-sponsored	9,817			65			9,752			17		—		—		1		18
Collateralized debt obligations (CDOs)	2,235			—			2,235			174		—		—		86		260
Collateralized loan obligations (CLOs)	1,020			—			1,020			54		—		—		—		54
Asset-based financing	1,323			2			1,321			37		3		86		—		126
Municipal investments	6,881			—			6,881			2		176		904		—		1,082
Investment funds	518			—			518			—		—		—		—		—
Other	2,613			2,613			—			—		—		—		—		—
Total	$	52,776		$	2,740		$	50,036		$	434	$	179	$	990	$	178	$	1,781
Total Citigroup	$	536,710		$	102,790		$	433,920		$	32,909	$	4,102	$	8,313	$	613	$	45,937
-1	The definition of maximum exposure to loss is included in the text that follows this table.
-2	Included on Citigroup’s December 31, 2014 Consolidated Balance Sheet.
-3	A significant unconsolidated VIE is an entity where the Company has any variable interest or continuing involvement considered to be significant, regardless of the likelihood of loss or the notional amount of exposure.
-4	Citicorp mortgage securitizations also include agency and non-agency (private-label) re-securitization activities. These SPEs are not consolidated. See “Re-securitizations” below for further discussion.
(5) Substantially all of the unconsolidated investment funds’ assets are related to retirement funds in Mexico managed by Citi. See “Investment Funds” below for further discussion.
Schedule of funding commitments of unconsolidated Variable Interest Entities	The following table presents the notional amount of liquidity facilities and loan commitments that are classified as funding commitments in the VIE tables above as of March 31, 2015 and December 31, 2014:
		March 31, 2015						December 31, 2014
		Liquidity			Loan			Liquidity			Loan
	In millions of dollars	facilities			commitments			facilities			commitments
	Citicorp
	Asset-based financing	$	5		$	3,133		$	5		$	2,180
	Municipal securities tender option bond trusts (TOBs)	3,645			—			3,670			—
	Municipal investments	—			1,162			—			1,321
	Investment funds	—			125			—			124
	Other	—			39			—			23
	Total Citicorp	$	3,650		$	4,459		$	3,675		$	3,648
	Citi Holdings
	Asset-based financing	$	—		$	81		$	—		$	86
	Municipal investments	—			888			—			904
	Total Citi Holdings	$	—		$	969		$	—		$	990
	Total Citigroup funding commitments	$	3,650		$	5,428		$	3,675		$	4,638
Schedule of carrying amounts and classifications of consolidated assets that are collateral for consolidated VIE and SPE obligations	The following table presents the carrying amounts and classifications of consolidated assets that are collateral for consolidated VIE obligations as of March 31, 2015 and December 31, 2014:
		March 31, 2015									December 31, 2014
	In billions of dollars	Citicorp			Citi Holdings			Citigroup			Citicorp		Citi Holdings		Citigroup
	Cash	$	0.1		$	—		$	0.1		$	0.1	$	0.2	$	0.3
	Trading account assets	0.6			—			0.6			0.7		—		0.7
	Investments	7.6			—			7.6			8		—		8
	Total loans, net	85.3			0.1			85.4			90.6		2.5		93.1
	Other	0.6			4.2			4.8			0.6		—		0.6
	Total assets	$	94.2		$	4.3		$	98.5		$	100	$	2.7	$	102.7
	Short-term borrowings	$	17.2		$	—		$	17.2		$	22.7	$	—	$	22.7
	Long-term debt	35.2			0.1			35.3			38.1		2		40.1
	Other liabilities	0.7			3.3			4			0.8		0.1		0.9
	Total liabilities	$	53.1		$	3.4		$	56.5		$	61.6	$	2.1	$	63.7
Schedule of significant interests in unconsolidated VIEs - balance sheet classification	The following table presents the carrying amounts and classification of significant variable interests in unconsolidated VIEs as of March 31, 2015 and December 31, 2014:
		March 31, 2015									December 31, 2014
	In billions of dollars	Citicorp			Citi Holdings			Citigroup			Citicorp		Citi Holdings		Citigroup
	Trading account assets	$	5.1		$	0.2		$	5.3		$	7.4	$	0.2	$	7.6
	Investments	2.2			0.2			2.4			2.4		0.2		2.6
	Total loans, net	24			0.1			24.1			24.9		0.1		25
	Other	1.6			0.1			1.7			1.8		0.2		2
	Total assets	$	32.9		$	0.6		$	33.5		$	36.5	$	0.7	$	37.2
Schedule of securitized credit card receivables	The following table reflects amounts related to the Company’s securitized credit card receivables as of March 31, 2015 and December 31, 2014:
		Citicorp						Citi Holdings
	In billions of dollars	March 31,			December 31, 2014			March 31,			December 31, 2014
		2015						2015
	Ownership interests in principal amount of trust credit card receivables
	Sold to investors via trust-issued securities	$	34.4		$	37		$	—		$	—
	Retained by Citigroup as trust-issued securities	9.5			10.1			—			—
	Retained by Citigroup via non-certificated interests	12.6			14.2			—			—
	Total ownership interests in principal amount of trust credit card receivables	$	56.5		$	61.3		$	—		$	—
Schedule of Master Trust liabilities (at par value)	Master Trust Liabilities (at par value)
	In billions of dollars	31-Mar-15			Dec. 31, 2014
	Term notes issued to third parties	$	33.1		$	35.7
	Term notes retained by Citigroup affiliates	7.6			8.2
	Total Master Trust liabilities	$	40.7		$	43.9
Schedule of Omni Trust liabilities (at par value)	Omni Trust Liabilities (at par value)
	In billions of dollars	31-Mar-15			Dec. 31, 2014
	Term notes issued to third parties	$	1.3		$	1.3
	Term notes retained by Citigroup affiliates	1.9			1.9
	Total Omni Trust liabilities	$	3.2		$	3.2
Schedule of changes in capitalized MSRs	The following table summarizes the changes in capitalized MSRs for the quarters ended March 31, 2015 and 2014:
	In millions of dollars	2015			2014
	Balance, beginning of year	$	1,845		$	2,718
	Originations	43			50
	Changes in fair value of MSRs due to changes in inputs and assumptions	(71		)	(84		)
	Other changes (1)	(100		)	(126		)
	Sale of MSRs (2)	(32		)	28
	Balance, as of March 31	$	1,685		$	2,586
	-1	Represents changes due to customer payments and passage of time.
	-2	Prior period’s amount is related to a sale of credit challenged MSRs for which Citi paid the new servicer.
Schedule of fees received on servicing previously securitized mortgages	The Company receives fees during the course of servicing previously securitized mortgages. The amounts of these fees for the quarters ended March 31, 2015 and 2014 were as follows:
	In millions of dollars	2015			2014
	Servicing fees	$	140		$	170
	Late fees	4			10
	Ancillary fees	7			20
	Total MSR fees	$	151		$	200
Citicorp
Variable Interest Entity
Schedule of securitized credit card receivables	The following table summarizes selected cash flow information related to Citicorp’s credit card securitizations for the quarters ended March 31, 2015 and 2014:
		Three months ended March 31,
	In billions of dollars	2015			2014
	Proceeds from new securitizations	$	—		$	4.3
	Pay down of maturing notes	(2.7		)	—
Schedule of cash flow information, mortgage securitizations	The following table summarizes selected cash flow information related to Citicorp mortgage securitizations for the quarters ended March 31, 2015 and 2014:
		2015						2014
	In billions of dollars	U.S. agency-			Non-agency-			U.S. agency-			Non-agency-
		sponsored			sponsored			sponsored			sponsored
		mortgages			mortgages			mortgages			mortgages
	Proceeds from new securitizations	$	5.5		$	3.6		$	7.1		$	1.6
	Contractual servicing fees received	—			—			0.1			—
	Cash flows received on retained interests and other net cash flows	—			—			—			—
Schedule of key assumptions used in measuring fair value of retained interest at the date of sale or securitization of mortgage receivables	Key assumptions used in measuring the fair value of retained interests at the date of sale or securitization of mortgage receivables for the quarters ended March 31, 2015 and 2014 were as follows:
		March 31, 2015
				Non-agency-sponsored mortgages (1)
		U.S. agency-		Senior		Subordinated
		sponsored mortgages		interests		interests
	Discount rate	0.0% to 8.0%		2.8	%	0.0% to 4.4%
	Weighted average discount rate	6.9	%	2.8	%	3	%
	Constant prepayment rate	16.4% to 34.9%		0	%	0.0% to 3.3%
	Weighted average constant prepayment rate	18.5	%	0	%	2.3	%
	Anticipated net credit losses (2)	NM		40	%	0.0% to 55.9%
	Weighted average anticipated net credit losses	NM		40	%	37.9	%
	Weighted average life	3.5 to 5.6 years		9.7 years		0.0 to 12.2 years
		March 31, 2014
				Non-agency-sponsored mortgages (1)
		U.S. agency-		Senior		Subordinated
		sponsored mortgages		interests		interests
	Discount rate	0.0% to 11.3%		1.4	%	4.9% to 9.1%
	Weighted average discount rate	10.3	%	1.4	%	7.1	%
	Constant prepayment rate	0.0% to 16.0%		0	%	6.1	%
	Weighted average constant prepayment rate	4.7	%	0	%	6.1	%
	Anticipated net credit losses (2)	NM		40	%	40.0% to 51.8%
	Weighted average anticipated net credit losses	NM		40	%	50.7	%
	Weighted average life	0.0 to 9.7 years		2.6 years		3.0 to 14.5 years
	-1	Disclosure of non-agency-sponsored mortgages as senior and subordinated interests is indicative of the interests’ position in the capital structure of the securitization.
	-2	Anticipated net credit losses represent estimated loss severity associated with defaulted mortgage loans underlying the mortgage securitizations disclosed above. Anticipated net credit losses, in this instance, do not represent total credit losses incurred to date, nor do they represent credit losses expected on retained interests in mortgage securitizations.
	NM Not meaningful. Anticipated net credit losses are not meaningful due to U.S. agency guarantees.
Schedule of key assumptions used to value retained interests and sensitivity of adverse changes of 10% and 20%, mortgage securitizations	At March 31, 2015 and December 31, 2014, the key assumptions used to value retained interests, and the sensitivity of the fair value to adverse changes of 10% and 20% in each of the key assumptions, are set forth in the tables below. The negative effect of each change is calculated independently, holding all other assumptions constant. Because the key assumptions may not be independent, the net effect of simultaneous adverse changes in the key assumptions may be less than the sum of the individual effects shown below.
		March 31, 2015
				Non-agency-sponsored mortgages (1)
		U.S. agency-		Senior		Subordinated
		sponsored mortgages		interests		interests
	Discount rate	0.0% to 20.9%		1.1% to 18.5%		2.2% to 19.5%
	Weighted average discount rate	6.7	%	5.6	%	7.8	%
	Constant prepayment rate	6.6% to 42.7%		2.6% to 100.0%		0.5% to 16.5%
	Weighted average constant prepayment rate	16.8	%	16.1	%	6.4	%
	Anticipated net credit losses (2)	NM		0.0% to 94.9%		37.8% to 91.4%
	Weighted average anticipated net credit losses	NM		48.9	%	53.8	%
	Weighted average life	0.5 to 17.8 years		0.3 to 13.2 years		0.5 to 25.1 years
		December 31, 2014
				Non-agency-sponsored mortgages (1)
		U.S. agency-		Senior		Subordinated
		sponsored mortgages		interests		interests
	Discount rate	0.0% to 21.2%		1.1% to 17.7%		1.3% to 19.6%
	Weighted average discount rate	8	%	4.9	%	8.2	%
	Constant prepayment rate	6.0% to 41.4%		2.0% to 100.0%		0.5% to 16.2%
	Weighted average constant prepayment rate	14.7	%	10.1	%	7.2	%
	Anticipated net credit losses (2)	NM		0.0% to 92.4%		13.7% to 83.8%
	Weighted average anticipated net credit losses	NM		54.6	%	52.5	%
	Weighted average life	0.0 to 16.0 years		0.3 to 14.4 years		0.0 to 24.4 years
	-1	Disclosure of non-agency-sponsored mortgages as senior and subordinated interests is indicative of the interests’ position in the capital structure of the securitization.
	-2	Anticipated net credit losses represent estimated loss severity associated with defaulted mortgage loans underlying the mortgage securitizations disclosed above. Anticipated net credit losses, in this instance, do not represent total credit losses incurred to date, nor do they represent credit losses expected on retained interests in mortgage securitizations.
	NM Not meaningful. Anticipated net credit losses are not meaningful due to U.S. agency guarantees.
					Non-agency-sponsored mortgages (1)
	In millions of dollars at March 31, 2015	U.S. agency-			Senior			Subordinated
		sponsored mortgages			interests			interests
	Carrying value of retained interests	$	2,078		$	234		$	556
	Discount rates
	Adverse change of 10%	$	(54	)	$	(5	)	$	(29	)
	Adverse change of 20%	(105		)	(9		)	(55		)
	Constant prepayment rate
	Adverse change of 10%	(95		)	(1		)	(9		)
	Adverse change of 20%	(181		)	(2		)	(18		)
	Anticipated net credit losses
	Adverse change of 10%	NM			(3		)	(9		)
	Adverse change of 20%	NM			(4		)	(17		)
					Non-agency-sponsored mortgages (1)
	In millions of dollars at December 31, 2014	U.S. agency-			Senior			Subordinated
		sponsored mortgages			interests			interests
	Carrying value of retained interests	$	2,224		$	285		$	554
	Discount rates
	Adverse change of 10%	$	(64	)	$	(5	)	$	(30	)
	Adverse change of 20%	(124		)	(9		)	(57		)
	Constant prepayment rate
	Adverse change of 10%	(86		)	(1		)	(9		)
	Adverse change of 20%	(165		)	(2		)	(18		)
	Anticipated net credit losses
	Adverse change of 10%	NM			(2		)	(9		)
	Adverse change of 20%	NM			(3		)	(16		)
	-1	Disclosure of non-agency-sponsored mortgages as senior and subordinated interests is indicative of the interests’ position in the capital structure of the securitization.
	NM Not meaningful. Anticipated net credit losses are not meaningful due to U.S. agency guarantees.
Schedule of key assumptions for measuring fair value of retained interests at the date of sale or securitization of CDOs and CLOs	At March 31, 2015 and December 31, 2014, the key assumptions used to value retained interests in CLOs, and the sensitivity of the fair value to adverse changes of 10% and 20% are set forth in the tables below:
		31-Mar-15	31-Dec-14
	Discount rate	1.4% to 1.6%	1.4% to 1.6%
Schedule of sensitivity of adverse changes of 10% and 20% to discount rate, CDOs and CLOs
	March 31, 2015
	In millions of dollars	CLO
	Carrying value of retained interests	$	1,537
	Value of underlying portfolio
	Adverse change of 10%	$	(8	)
	Adverse change of 20%	(17		)
	December 31, 2014
	In millions of dollars	CLO
	Carrying value of retained interests	$	1,539
	Value of underlying portfolio
	Adverse change of 10%	$	(9	)
	Adverse change of 20%	(18		)
Schedule of asset-based financing	The primary types of Citicorp’s asset-based financings, total assets of the unconsolidated VIEs with significant involvement, and the Company’s maximum exposure to loss at March 31, 2015 and December 31, 2014 are shown below. For the Company to realize the maximum loss, the VIE (borrower) would have to default with no recovery from the assets held by the VIE.
		March 31, 2015
	In millions of dollars	Total			Maximum
		unconsolidated			exposure to
		VIE assets			unconsolidated VIEs
	Type
	Commercial and other real estate	$	25,424		$	9,687
	Corporate loans	587			724
	Hedge funds and equities	365			57
	Airplanes, ships and other assets	32,913			15,101
	Total	$	59,289		$	25,569
		December 31, 2014
	In millions of dollars	Total			Maximum
		unconsolidated			exposure to
		VIE assets			unconsolidated VIEs
	Type
	Commercial and other real estate	$	25,978		$	9,426
	Corporate loans	460			473
	Hedge funds and equities	—			—
	Airplanes, ships and other assets	34,990			15,573
	Total	$	61,428		$	25,472
Schedule of selected cash flow information related to asset-based financing	The following table summarizes selected cash flow information related to asset-based financings for the quarters ended March 31, 2015 and 2014:
		Three months ended March 31,
	In billions of dollars	2015			2014
	Proceeds from new securitizations	$	—		$	0.5
	Cash flows received on retained interest and other net cash flows	—			—
Citi Holdings
Variable Interest Entity
Schedule of securitized credit card receivables	The following table summarizes selected cash flow information related to Citi Holdings’ credit card securitizations for the quarters ended March 31, 2015 and 2014:
		Three months ended March 31,
	In billions of dollars	2015			2014
	Proceeds from new securitizations	$	—		$	0.1
	Pay down of maturing notes	—			—
Schedule of cash flow information, mortgage securitizations	The following table summarizes selected cash flow information related to Citi Holdings mortgage securitizations for the quarters ended March 31, 2015 and 2014:
		2015						2014
	In billions of dollars	U.S. agency-			Non-agency-			U.S. agency-			Non-agency-
		sponsored			sponsored			sponsored			sponsored
		mortgages			mortgages			mortgages			mortgages
	Proceeds from new securitizations	$	0.1		$	—		$	0.1		$	—
	Contractual servicing fees received	0.1			—			—			—
Schedule of key assumptions used to value retained interests and sensitivity of adverse changes of 10% and 20%, mortgage securitizations	At March 31, 2015 and December 31, 2014, the key assumptions used to value retained interests, and the sensitivity of the fair value to adverse changes of 10% and 20% in each of the key assumptions, are set forth in the tables below. The negative effect of each change is calculated independently, holding all other assumptions constant. Because the key assumptions may not in fact be independent, the net effect of simultaneous adverse changes in the key assumptions may be less than the sum of the individual effects shown below.
		March 31, 2015
				Non-agency-sponsored mortgages (1)
		U.S. agency-		Senior		Subordinated
		sponsored mortgages		interests		interests (2)
	Discount rate	1.1% to 19.4%		40.1	%	—
	Weighted average discount rate	8.2	%	40.1	%	—
	Constant prepayment rate	15.1% to 23.6%		21.5	%	—
	Weighted average constant prepayment rate	19.1	%	21.5	%	—
	Anticipated net credit losses	NM		0.5	%	—
	Weighted average anticipated net credit losses	NM		0.5	%	—
	Weighted average life	4.2 to 4.7 years		4.4 years		—
		December 31, 2014
				Non-agency-sponsored mortgages (1)
		U.S. agency-		Senior		Subordinated
		sponsored mortgages		interests		interests (2)
	Discount rate	1.9% to 19.2%		5.1% to 47.1%		—
	Weighted average discount rate	13.7	%	36.3	%	—
	Constant prepayment rate	20.4% to 32.3%		6.7% to 20.0%		—
	Weighted average constant prepayment rate	23.9	%	16.6	%	—
	Anticipated net credit losses	NM		0.3% to 73.7%		—
	Weighted average anticipated net credit losses	NM		19.2	%	—
	Weighted average life	3.3 to 4.6 years		3.9 to 6.4 years		—
	-1	Disclosure of non-agency-sponsored mortgages as senior and subordinated interests is indicative of the interests’ position in the capital structure of the securitization.
	-2	Citi Holdings held no subordinated interests in mortgage securitizations as of March 31, 2015 and December 31, 2014.
	NM Not meaningful. Anticipated net credit losses are not meaningful due to U.S. agency guarantees.
					Non-agency-sponsored mortgages (1)
	In millions of dollars at March 31, 2015	U.S. agency-			Senior			Subordinated
		sponsored mortgages			interests			interests
	Carrying value of retained interests	$	110		$	15		$	—
	Discount rates
	Adverse change of 10%	$	(4	)	$	(1	)	$	—
	Adverse change of 20%	(7		)	(1		)	—
	Constant prepayment rate
	Adverse change of 10%	(7		)	(2		)	—
	Adverse change of 20%	(13		)	(5		)	—
	Anticipated net credit losses
	Adverse change of 10%	NM			(4		)	—
	Adverse change of 20%	NM			(8		)	—
					Non-agency-sponsored mortgages (1)
	In millions of dollars at December 31, 2014	U.S. agency-			Senior			Subordinated
		sponsored mortgages			interests			interests
	Carrying value of retained interests	$	150		$	25		$	—
	Discount rates
	Adverse change of 10%	$	(5	)	$	(2	)	$	—
	Adverse change of 20%	(10		)	(4		)	—
	Constant prepayment rate
	Adverse change of 10%	(7		)	(2		)	—
	Adverse change of 20%	(14		)	(3		)	—
	Anticipated net credit losses
	Adverse change of 10%	NM			(4		)	—
	Adverse change of 20%	NM			(7		)	—
	-1	Disclosure of non-agency-sponsored mortgages as senior and subordinated interests is indicative of the interests’ position in the capital structure of the securitization.
	NM Not meaningful. Anticipated net credit losses are not meaningful due to U.S. agency guarantees.
Schedule of key assumptions for measuring fair value of retained interests at the date of sale or securitization of CDOs and CLOs	At March 31, 2015 and December 31, 2014, the key assumptions used to value retained interests, and the sensitivity of the fair value to adverse changes of 10% and 20% are set forth in the tables below:
		March 31, 2015
		CDOs	CLOs
	Discount rate	44.8% to 49.3%	—
		December 31, 2014
		CDOs	CLOs
	Discount rate	44.7% to 49.2%	4.5% to 5.0%
Schedule of sensitivity of adverse changes of 10% and 20% to discount rate, CDOs and CLOs
		March 31, 2015
	In millions of dollars	CDOs			CLOs
	Carrying value of retained interests	$	6		$	—
	Discount rates
	Adverse change of 10%	$	(1	)	$	—
	Adverse change of 20%	(1		)	—
		December 31, 2014
	In millions of dollars	CDOs			CLOs
	Carrying value of retained interests	$	6		$	10
	Discount rates
	Adverse change of 10%	$	(1	)	$	—
	Adverse change of 20%	(2		)	—
Schedule of asset-based financing	The primary types of Citi Holdings’ asset-based financing, total assets of the unconsolidated VIEs with significant involvement and the Company’s maximum exposure to loss at March 31, 2015 and December 31, 2014 are shown below. For the Company to realize the maximum loss, the VIE (borrower) would have to default with no recovery from the assets held by the VIE.
		March 31, 2015
	In millions of dollars	Total			Maximum
		unconsolidated			exposure to
		VIE assets			unconsolidated VIEs
	Type
	Commercial and other real estate	$	97		$	50
	Airplanes, ships and other assets	1,068			73
	Total	$	1,165		$	123
		December 31, 2014
	In millions of dollars	Total			Maximum
		unconsolidated			exposure to
		VIE assets			unconsolidated VIEs
	Type
	Commercial and other real estate	$	168		$	50
	Airplanes, ships and other assets	1,153			76
	Total	$	1,321		$	126
Schedule of selected cash flow information related to asset-based financing	The following table summarizes selected cash flow information related to asset-based financings for the quarters ended March 31, 2015 and 2014:
		Three months ended March 31,
	In billions of dollars	2015			2014
	Cash flows received on retained interest and other net cash flows	$	—		$	0.1

DERIVATIVES_ACTIVITIES_Tables

DERIVATIVES ACTIVITIES (Tables)	3 Months Ended
	Mar. 31, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative Notionals	Derivative Notionals
		Hedging instruments under						Other derivative instruments
		ASC 815(1)(2)
								Trading derivatives						Management hedges(3)
	In millions of dollars	March 31,			December 31,			March 31,			December 31,			March 31,		December 31,
		2015			2014			2015			2014			2015		2014
	Interest rate contracts
	Swaps	$	182,718		$	163,348		$	27,746,788		$	31,906,549		$	27,731	$	31,945
	Futures and forwards	—			—			8,526,874			7,044,990			42,582		42,305
	Written options	—			—			3,119,012			3,311,751			3,695		3,913
	Purchased options	—			—			2,978,642			3,171,056			3,725		4,910
	Total interest rate contract notionals	$	182,718		$	163,348		$	42,371,316		$	45,434,346		$	77,733	$	83,073
	Foreign exchange contracts
	Swaps	$	25,322		$	25,157		$	4,289,988		$	4,567,977		$	24,257	$	23,990
	Futures and forwards	65,907			73,219			2,079,320			2,154,773			5,472		7,069
	Written options	—			—			1,457,861			1,343,520			433		432
	Purchased options	—			—			1,465,360			1,363,382			433		432
	Total foreign exchange contract notionals	$	91,229		$	98,376		$	9,292,529		$	9,429,652		$	30,595	$	31,923
	Equity contracts
	Swaps	$	—		$	—		$	137,748		$	131,344		$	—	$	—
	Futures and forwards	—			—			31,473			30,510			—		—
	Written options	—			—			336,827			305,627			—		—
	Purchased options	—			—			303,265			275,216			—		—
	Total equity contract notionals	$	—		$	—		$	809,313		$	742,697		$	—	$	—
	Commodity and other contracts
	Swaps	$	—		$	—		$	80,839		$	90,817		$	—	$	—
	Futures and forwards	839			1,089			108,241			106,021			—		—
	Written options	—			—			103,276			104,581			—		—
	Purchased options	—			—			93,484			95,567			—		—
	Total commodity and other contract notionals	$	839		$	1,089		$	385,840		$	396,986		$	—	$	—
	Credit derivatives(4)
	Protection sold	$	—		$	—		$	1,018,742		$	1,063,858		$	—	$	—
	Protection purchased	—			—			1,047,643			1,100,369			15,417		16,018
	Total credit derivatives	$	—		$	—		$	2,066,385		$	2,164,227		$	15,417	$	16,018
	Total derivative notionals	$	274,786		$	262,813		$	54,925,383		$	58,167,908		$	123,745	$	131,014
	-1	The notional amounts presented in this table do not include hedge accounting relationships under ASC 815 where Citigroup is hedging the foreign currency risk of a net investment in a foreign operation by issuing a foreign-currency-denominated debt instrument. The notional amount of such debt was $3,664 million and $3,752 million at March 31, 2015 and December 31, 2014, respectively.
	-2	Derivatives in hedge accounting relationships accounted for under ASC 815 are recorded in either Other assets/Other liabilities or Trading account assets/Trading account liabilities on the Consolidated Balance Sheet.
	-3	Management hedges represent derivative instruments used to mitigate certain economic risks, but for which hedge accounting is not applied. These derivatives are recorded in either Other assets/Other liabilities or Trading account assets/Trading account liabilities on the Consolidated Balance Sheet.
	-4	Credit derivatives are arrangements designed to allow one party (protection buyer) to transfer the credit risk of a “reference asset” to another party (protection seller). These arrangements allow a protection seller to assume the credit risk associated with the reference asset without directly purchasing that asset. The Company enters into credit derivative positions for purposes such as risk management, yield enhancement, reduction of credit concentrations and diversification of overall risk.
Derivative Mark-to-Market (MTM) Receivables/Payables	Derivative Mark-to-Market (MTM) Receivables/Payables
	In millions of dollars at March 31, 2015	Derivatives classified						Derivatives classified
		in Trading account						in Other
		assets / liabilities(1)(2)(3)						assets / liabilities(2)(3)
	Derivatives instruments designated as ASC 815 hedges	Assets			Liabilities			Assets			Liabilities
	Over-the-counter	$	2,000		$	1,282		$	2,917		$	377
	Cleared	4,858			70			—			19
	Interest rate contracts	$	6,858		$	1,352		$	2,917		$	396
	Over-the-counter	$	4,137		$	944		$	828		$	736
	Foreign exchange contracts	$	4,137		$	944		$	828		$	736
	Total derivative instruments designated as ASC 815 hedges	$	10,995		$	2,296		$	3,745		$	1,132
	Derivatives instruments not designated as ASC 815 hedges
	Over-the-counter	$	387,254		$	371,214		$	117		$	—
	Cleared	245,831			249,950			259			264
	Exchange traded	39			57			—			—
	Interest rate contracts	$	633,124		$	621,221		$	376		$	264
	Over-the-counter	$	171,685		$	178,722		$	—		$	35
	Cleared	390			353			—			—
	Exchange traded	57			75			—			—
	Foreign exchange contracts	$	172,132		$	179,150		$	—		$	35
	Over-the-counter	$	19,303		$	28,156		$	—		$	—
	Cleared	27			22			—			—
	Exchange traded	4,945			4,452			—			—
	Equity contracts	$	24,275		$	32,630		$	—		$	—
	Over-the-counter	$	15,912		$	21,265		$	—		$	—
	Exchange traded	3,111			2,754			—			—
	Commodity and other contracts	$	19,023		$	24,019		$	—		$	—
	Over-the-counter	$	32,954		$	33,362		$	357		$	367
	Cleared	5,269			5,024			18			170
	Credit derivatives(4)	$	38,223		$	38,386		$	375		$	537
	Total derivatives instruments not designated as ASC 815 hedges	$	886,777		$	895,406		$	751		$	836
	Total derivatives	$	897,772		$	897,702		$	4,496		$	1,968
	Cash collateral paid/received(5)(6)	$	7,270		$	10,398		$	29		$	56
	Less: Netting agreements(7)	(779,613		)	(779,613		)	—			—
	Less: Netting cash collateral received/paid(8)	(53,848		)	(51,292		)	(2,150		)	—
	Net receivables/payables included on the consolidated balance sheet(9)	$	71,581		$	77,195		$	2,375		$	2,024
	Additional amounts subject to an enforceable master netting agreement but not offset on the Consolidated Balance Sheet
	Less: Cash collateral received/paid	$	(411	)	$	(7	)	$	—		$	—
	Less: Non-cash collateral received/paid	(10,091		)	(8,156		)	(580		)	—
	Total net receivables/payables(9)	$	61,079		$	69,032		$	1,795		$	2,024
	-1	The trading derivatives fair values are presented in Note 12 to the Consolidated Financial Statements.
	-2	Derivative mark-to-market receivables/payables related to management hedges are recorded in either Other assets/Other liabilities or Trading account assets/Trading account liabilities.
	-3	Over-the-counter (OTC) derivatives are derivatives executed and settled bilaterally with counterparties without the use of an organized exchange or central clearing house. Cleared derivatives include derivatives executed bilaterally with a counterparty in the OTC market but then novated to a central clearing house, whereby the central clearing house becomes the counterparty to both of the original counterparties. Exchange traded derivatives include derivatives executed directly on an organized exchange that provides pre-trade price transparency.
	-4	The credit derivatives trading assets comprise $12,844 million related to protection purchased and $25,379 million related to protection sold as of March 31, 2015. The credit derivatives trading liabilities comprise $26,200 million related to protection purchased and $12,186 million related to protection sold as of March 31, 2015.
	-5	For the trading account assets/liabilities, reflects the net amount of the $58,562 million and $64,246 million of gross cash collateral paid and received, respectively. Of the gross cash collateral paid, $51,292 million was used to offset trading derivative liabilities and, of the gross cash collateral received, $53,848 million was used to offset trading derivative assets.
	-6	For cash collateral received with respect to non-trading derivative liabilities, reflects the net amount of $2,206 million the gross cash collateral received, of which $2,150 million is netted against OTC non-trading derivative positions within Other assets.
	-7	Represents the netting of derivative receivable and payable balances with the same counterparty under enforceable netting agreements. Approximately $521 billion, $252 billion and $7 billion of the netting against trading account asset/liability balances is attributable to each of the OTC, cleared and exchange traded derivatives, respectively.
	-8	Represents the netting of cash collateral paid and received by counterparty under enforceable credit support agreements. Substantially all cash collateral received and paid is netted against OTC derivative assets and liabilities, respectively.
	-9	The net receivables/payables include approximately $11 billion of derivative asset and $10 billion of derivative liability fair values not subject to enforceable master netting agreements, respectively.
	In millions of dollars at December 31, 2014	Derivatives classified in Trading						Derivatives classified in Other assets / liabilities(2)(3)
		account assets / liabilities(1)(2)(3)
	Derivatives instruments designated as ASC 815 hedges	Assets			Liabilities			Assets			Liabilities
	Over-the-counter	$	1,508		$	204		$	3,117		$	414
	Cleared	4,300			868			—			25
	Interest rate contracts	$	5,808		$	1,072		$	3,117		$	439
	Over-the-counter	$	3,885		$	743		$	678		$	588
	Foreign exchange contracts	$	3,885		$	743		$	678		$	588
	Total derivative instruments designated as ASC 815 hedges	$	9,693		$	1,815		$	3,795		$	1,027
	Derivatives instruments not designated as ASC 815 hedges
	Over-the-counter	$	376,778		$	359,689		$	106		$	—
	Cleared	255,847			261,499			6			21
	Exchange traded	20			22			141			164
	Interest rate contracts	$	632,645		$	621,210		$	253		$	185
	Over-the-counter	$	151,736		$	157,650		$	—		$	17
Cleared	366			387			—			—
Exchange traded	7			46			—			—
Foreign exchange contracts	$	152,109		$	158,083		$	—		$	17
Over-the-counter	$	20,425		$	28,333		$	—		$	—
Cleared	16			35			—			—
Exchange traded	4,311			4,101			—			—
Equity contracts	$	24,752		$	32,469		$	—		$	—
Over-the-counter	$	19,943		$	23,103		$	—		$	—
Exchange traded	3,577			3,083			—			—
Commodity and other contracts	$	23,520		$	26,186		$	—		$	—
Over-the-counter	$	39,412		$	39,439		$	265		$	384
Cleared	4,106			3,991			13			171
Credit derivatives(4)	$	43,518		$	43,430		$	278		$	555
Total Derivatives instruments not designated as ASC 815 hedges	$	876,544		$	881,378		$	531		$	757
Total derivatives	$	886,237		$	883,193		$	4,326		$	1,784
Cash collateral paid/received(5)(6)	$	6,523		$	9,846		$	123		$	7
Less: Netting agreements(7)	(777,178		)	(777,178		)	—			—
Less: Netting cash collateral received/paid(8)	(47,625		)	(47,769		)	(1,791		)	(15		)
Net receivables/payables included on the Consolidated Balance Sheet(9)	$	67,957		$	68,092		$	2,658		$	1,776
Additional amounts subject to an enforceable master netting agreement but not offset on the Consolidated Balance Sheet
Less: Cash collateral received/paid	$	(867	)	$	(11	)	$	—		$	—
Less: Non-cash collateral received/paid	(10,043		)	(6,264		)	(1,293		)	—
Total net receivables/payables(9)	$	57,047		$	61,817		$	1,365		$	1,776
-1	The trading derivatives fair values are presented in Note 12 to the Consolidated Financial Statements.
-2	Derivative mark-to-market receivables/payables related to management hedges are recorded in either Other assets/Other liabilities or Trading account assets/Trading account liabilities.
-3	Over-the-counter (OTC) derivatives include derivatives executed and settled bilaterally with counterparties without the use of an organized exchange or central clearing house. Cleared derivatives include derivatives executed bilaterally with a counterparty in the OTC market but then novated to a central clearing house, whereby the central clearing house becomes the counterparty to both of the original counterparties. Exchange traded derivatives include derivatives executed directly on an organized exchange that provides pre-trade price transparency.
-4	The credit derivatives trading assets comprise $18,430 million related to protection purchased and $25,088 million related to protection sold as of December 31, 2014. The credit derivatives trading liabilities comprise $25,972 million related to protection purchased and $17,458 million related to protection sold as of December 31, 2014.
-5	For the trading account assets/liabilities, reflects the net amount of the $54,292 million and $57,471 million of gross cash collateral paid and received, respectively. Of the gross cash collateral paid, $47,769 million was used to offset derivative liabilities and, of the gross cash collateral received, $47,625 million was used to offset derivative assets.
-6	For cash collateral paid with respect to non-trading derivative liabilities, reflects the net amount of $138 million of the gross cash collateral received, of which $15 million is netted against OTC non-trading derivative positions within Other liabilities. For cash collateral received with respect to non-trading derivative liabilities, reflects the net amount of $1,798 million of gross cash collateral received of which $1,791 million is netted against non-trading derivative positions within Other assets.
-7	Represents the netting of derivative receivable and payable balances with the same counterparty under enforceable netting agreements. Approximately $510 billion, $264 billion and $3 billion of the netting against trading account asset/liability balances is attributable to each of the OTC, cleared and exchange-traded derivatives, respectively.
-8	Represents the netting of cash collateral paid and received by counterparty under enforceable credit support agreements. Substantially all cash collateral received is netted against OTC derivative assets. Cash collateral paid of approximately $46 billion and $2 billion is netted against OTC and cleared derivative liabilities, respectively.
-9	The net receivables/payables include approximately $11 billion of derivative asset and $10 billion of liability fair values not subject to enforceable master netting agreements.
Derivative gain (losses)
Schedule of pretax change in Accumulated other comprehensive income (loss) from cash flow hedges	The pretax change in Accumulated other comprehensive income (loss) from cash flow hedges is presented below:
		Three Months Ended March 31,
	In millions of dollars	2015			2014
	Effective portion of cash flow hedges included in AOCI
	Interest rate contracts	$	220		$	68
	Foreign exchange contracts	(150		)	(6		)
	Credit derivatives	—			2
	Total effective portion of cash flow hedges included in AOCI	$	70		$	64
	Effective portion of cash flow hedges reclassified from AOCI to earnings
	Interest rate contracts	$	(46	)	$	(61	)
	Foreign exchange contracts	(40		)	(56		)
	Total effective portion of cash flow hedges reclassified from AOCI to earnings(1)	$	(86	)	$	(117	)
	-1	Included primarily in Other revenue and Net interest revenue on the Consolidated Income Statement.
Schedule of key characteristics of credit derivative portfolio	The following tables summarize the key characteristics of Citi’s credit derivatives portfolio by counterparty and derivative form as of March 31, 2015 and December 31, 2014:
		Fair values						Notionals
	In millions of dollars at March 31, 2015	Receivable(1)			Payable(2)			Protection			Protection
								purchased			sold
	By industry/counterparty
	Banks	$	20,862		$	19,370		$	548,556		$	562,737
	Broker-dealers	6,872			7,604			186,510			186,727
	Non-financial	85			195			4,204			1,405
	Insurance and other financial institutions	10,779			11,754			323,790			267,873
	Total by industry/counterparty	$	38,598		$	38,923		$	1,063,060		$	1,018,742
	By instrument
	Credit default swaps and options	$	38,401		$	37,878		$	1,045,569		$	1,016,182
	Total return swaps and other	197			1,045			17,491			2,560
	Total by instrument	$	38,598		$	38,923		$	1,063,060		$	1,018,742
	By rating
	Investment grade	$	14,717		$	14,677		$	784,719		$	756,634
	Non-investment grade	23,881			24,246			278,341			262,108
	Total by rating	$	38,598		$	38,923		$	1,063,060		$	1,018,742
	By maturity
	Within 1 year	$	2,217		$	2,066		$	213,995		$	200,970
	From 1 to 5 years	31,222			31,762			743,158			725,345
	After 5 years	5,159			5,095			105,907			92,427
	Total by maturity	$	38,598		$	38,923		$	1,063,060		$	1,018,742
	-1	The fair value amount receivable is composed of $13,219 million under protection purchased and $25,379 million under protection sold.
	-2	The fair value amount payable is composed of $26,737 million under protection purchased and $12,186 million under protection sold.
		Fair values						Notionals
	In millions of dollars at December 31, 2014	Receivable(1)			Payable(2)			Protection			Protection
								purchased			sold
	By industry/counterparty
	Banks	$	24,828		$	23,189		$	574,764		$	604,700
	Broker-dealers	8,093			9,309			204,542			199,693
	Non-financial	91			113			3,697			1,595
	Insurance and other financial institutions	10,784			11,374			333,384			257,870
	Total by industry/counterparty	$	43,796		$	43,985		$	1,116,387		$	1,063,858
	By instrument
	Credit default swaps and options	$	42,930		$	42,201		$	1,094,199		$	1,054,671
	Total return swaps and other	866			1,784			22,188			9,187
	Total by instrument	$	43,796		$	43,985		$	1,116,387		$	1,063,858
	By rating
	Investment grade	$	17,432		$	17,182		$	824,831		$	786,848
	Non-investment grade	26,364			26,803			291,556			277,010
	Total by rating	$	43,796		$	43,985		$	1,116,387		$	1,063,858
	By maturity
	Within 1 year	$	4,356		$	4,278		$	250,489		$	229,502
	From 1 to 5 years	34,692			35,160			790,251			772,001
	After 5 years	4,748			4,547			75,647			62,355
	Total by maturity	$	43,796		$	43,985		$	1,116,387		$	1,063,858
	-1	The fair value amount receivable is composed of $18,708 million under protection purchased and $25,088 million under protection sold.
	-2	The fair value amount payable is composed of $26,527 million under protection purchased and $17,458 million under protection sold.
Fair value hedges
Derivative gain (losses)
Schedule of gains (losses) on derivatives not designated in a qualifying hedging relationship recognized in Other revenue and gains (losses) on fair value hedges	The following table summarizes the gains (losses) on the Company’s fair value hedges for the three months ended March 31, 2015 and 2014:
		Gains (losses) on fair value hedges(1)
		Three Months Ended March 31,
	In millions of dollars	2015			2014
	Gain (loss) on the derivatives in designated and qualifying fair value hedges
	Interest rate contracts	$	641		$	264
	Foreign exchange contracts	1,388			9
	Commodity contracts	116			—
	Total gain (loss) on the derivatives in designated and qualifying fair value hedges	$	2,145		$	273
	Gain (loss) on the hedged item in designated and qualifying fair value hedges
	Interest rate hedges	$	(608	)	$	(286	)
	Foreign exchange hedges	(1,421		)	(8		)
	Commodity hedges	(104		)	—
	Total gain (loss) on the hedged item in designated and qualifying fair value hedges	$	(2,133	)	$	(294	)
	Hedge ineffectiveness recognized in earnings on designated and qualifying fair value hedges
	Interest rate hedges	$	33		$	(21	)
	Foreign exchange hedges	(38		)	4
	Total hedge ineffectiveness recognized in earnings on designated and qualifying fair value hedges	$	(5	)	$	(17	)
	Net gain (loss) excluded from assessment of the effectiveness of fair value hedges
	Interest rate contracts	$	—		$	(1	)
	Foreign exchange contracts(2)	5			(3		)
	Commodity hedges(2)	12			—
	Total net gain (loss) excluded from assessment of the effectiveness of fair value hedges	$	17		$	(4	)
	-1	Amounts are included in Other revenue on the Consolidated Statement of Income. The accrued interest income on fair value hedges is recorded in Net interest revenue and is excluded from this table.
	-2	Amounts relate to the premium associated with forward contracts (differential between spot and contractual forward rates). These amounts are excluded from the assessment of hedge effectiveness and are reflected directly in earnings.
Derivatives not designated in a qualifying hedging relationship
Derivative gain (losses)
Schedule of gains (losses) on derivatives not designated in a qualifying hedging relationship recognized in Other revenue and gains (losses) on fair value hedges	The amounts recognized in Other revenue in the Consolidated Statement of Income for the three months ended March 31, 2015 and 2014 related to derivatives not designated in a qualifying hedging relationship are shown below. The table below does not include any offsetting gains/losses on the economically hedged items to the extent such amounts are also recorded in Other revenue.
		Gains (losses) included in
		Other revenue
		Three Months Ended March 31,
	In millions of dollars	2015			2014
	Interest rate contracts	$	15		$	(33	)
	Foreign exchange	(15		)	31
	Credit derivatives	10			(95		)
	Total Citigroup	$	10		$	(97	)

FAIR_VALUE_MEASUREMENT_Tables

FAIR VALUE MEASUREMENT (Tables)	3 Months Ended
	Mar. 31, 2015
Fair Value Disclosures [Abstract]
Schedule of CVA and FVA applied to fair value of derivative instruments	The table below summarizes the CVA and FVA applied to the fair value of derivative instruments for the periods indicated:
		Credit and funding valuation adjustments
		contra-liability (contra-asset)
	In millions of dollars	March 31,			December 31,
		2015			2014
	Counterparty CVA	$	(1,862	)	$	(1,853	)
	Asset FVA	(560		)	(518		)
	Citigroup (own-credit) CVA	553			580
	Liability FVA	75			19
	Total CVA—derivative instruments (1)	$	(1,794	)	$	(1,772	)
	-1	FVA is included with CVA for presentation purposes.
Schedule of pretax gains (losses) related to changes in CVA, FVA and DVA	The table below summarizes pretax gains (losses) related to changes in CVA on derivative instruments, net of hedges, FVA on derivatives and debt valuation adjustments (DVA) on Citi’s own fair value option (FVO) liabilities for the periods indicated:
		Credit/funding/debt valuation
		adjustments gain (loss)
		Three Months Ended March 31,
	In millions of dollars	2015			2014
	Counterparty CVA	$	(139	)	$	7
	Asset FVA	(42		)	—
	Own-credit CVA	(36		)	(34		)
	Liability FVA	57			—
	Total CVA—derivative instruments	$	(160	)	$	(27	)
	DVA related to own FVO liabilities	$	87		$	34
	Total CVA and DVA (1)	$	(73	)	$	7
	-1	FVA is included with CVA for presentation purposes.
Items measured at fair value on a recurring basis	Fair Value Levels
	In millions of dollars at March 31, 2015	Level 1(1)			Level 2(1)			Level 3			Gross			Netting(2)			Net
											inventory						balance
	Assets
	Federal funds sold and securities borrowed or purchased under agreements to resell	$	—		$	174,440		$	4,022		$	178,462		$	(42,568	)	$	135,894
	Trading non-derivative assets
	Trading mortgage-backed securities
	U.S. government-sponsored agency guaranteed	$	—		$	25,230		$	818		$	26,048		$	—		$	26,048
	Residential	—			2,174			2,130			4,304			—			4,304
	Commercial	—			3,233			599			3,832			—			3,832
	Total trading mortgage-backed securities	$	—		$	30,637		$	3,547		$	34,184		$	—		$	34,184
	U.S. Treasury and federal agency securities	$	19,680		$	3,928		$	—		$	23,608		$	—		$	23,608
	State and municipal	—			3,549			247			3,796			—			3,796
	Foreign government	41,548			27,754			115			69,417			—			69,417
	Corporate	595			23,801			767			25,163			—			25,163
	Equity securities	50,782			4,156			2,598			57,536			—			57,536
	Asset-backed securities	—			1,230			3,553			4,783			—			4,783
	Other trading assets	—			8,522			4,393			12,915			—			12,915
	Total trading non-derivative assets	$	112,605		$	103,577		$	15,220		$	231,402		$	—		$	231,402
	Trading derivatives
	Interest rate contracts	$	78		$	636,186		$	3,718		$	639,982
	Foreign exchange contracts	1			174,759			1,509			176,269
	Equity contracts	2,502			19,719			2,054			24,275
	Commodity contracts	475			17,593			955			19,023
	Credit derivatives	—			35,689			2,534			38,223
	Total trading derivatives	$	3,056		$	883,946		$	10,770		$	897,772
	Cash collateral paid (3)										$	7,270
	Netting agreements													$	(779,613	)
	Netting of cash collateral received													(53,848		)
	Total trading derivatives	$	3,056		$	883,946		$	10,770		$	905,042		$	(833,461	)	$	71,581
	Investments
	Mortgage-backed securities
	U.S. government-sponsored agency guaranteed	$	—		$	39,014		$	70		$	39,084		$	—		$	39,084
	Residential	—			7,266			10			7,276			—			7,276
	Commercial	—			505			2			507			—			507
	Total investment mortgage-backed securities	$	—		$	46,785		$	82		$	46,867		$	—		$	46,867
	U.S. Treasury and federal agency securities	$	112,018		$	9,336		$	5		$	121,359		$	—		$	121,359
	State and municipal	$	—		$	9,998		$	2,247		$	12,245		$	—		$	12,245
	Foreign government	36,262			50,222			575			87,059			—			87,059
	Corporate	1,842			12,128			584			14,554			—			14,554
	Equity securities	407			64			519			990			—			990
	Asset-backed securities	—			10,987			517			11,504			—			11,504
	Other debt securities	—			661			—			661			—			661
	Non-marketable equity securities	—			285			2,285			2,570			—			2,570
	Total investments	$	150,529		$	140,466		$	6,814		$	297,809		$	—		$	297,809
	In millions of dollars at March 31, 2015	Level 1(1)			Level 2(1)			Level 3			Gross			Netting(2)			Net
											inventory						balance
	Loans(4)	$	—		$	2,669		$	3,906		$	6,575		$	—		$	6,575
	Mortgage servicing rights	—			—			1,685			1,685			—			1,685
	Non-trading derivatives and other financial assets measured on a recurring basis, gross	$	194		$	10,715		$	148		$	11,057
	Cash collateral paid										29
	Netting of cash collateral received													$	(2,150	)
	Non-trading derivatives and other financial assets measured on a recurring basis(8)	$	194		$	10,715		$	148		$	11,086		$	(2,150	)	$	8,936
	Total assets	$	266,384		$	1,315,813		$	42,565		$	1,632,061		$	(878,179	)	$	753,882
	Total as a percentage of gross assets(5)	16.4		%	81		%	2.6		%
	Liabilities
	Interest-bearing deposits	$	—		$	1,185		$	465		$	1,650		$	—		$	1,650
	Federal funds purchased and securities loaned or sold under agreements to repurchase	—			75,733			1,060			76,793			(42,568		)	34,225
	Trading account liabilities
	Securities sold, not yet purchased	50,368			14,652			223			65,243			—			65,243
	Trading derivatives
	Interest rate contracts	57			618,464			4,052			622,573
	Foreign exchange contracts	5			179,226			863			180,094
	Equity contracts	2,718			27,084			2,828			32,630
Commodity contracts	515			20,820			2,684			24,019
Credit derivatives	—			35,189			3,197			38,386
Total trading derivatives	$	3,295		$	880,783		$	13,624		$	897,702
Cash collateral received(6)										$	10,398
Netting agreements													$	(779,613	)
Netting of cash collateral paid													(51,292		)
Total trading derivatives	$	3,295		$	880,783		$	13,624		$	908,100		$	(830,905	)	$	77,195
Short-term borrowings	$	—		$	806		$	120		$	926		$	—		$	926
Long-term debt	—			18,213			7,196			25,409			—			25,409
Non-trading derivatives and other financial liabilities measured on a recurring basis, gross	$	—		$	1,960		$	8		$	1,968
Cash collateral received(7)										56
Total non-trading derivatives and other financial liabilities measured on a recurring basis	$	—		$	1,960		$	8		$	2,024		$	—		$	2,024
Total liabilities	$	53,663		$	993,332		$	22,696		$	1,080,145		$	(873,473	)	$	206,672
Total as a percentage of gross liabilities(5)	5		%	92.9		%	2.1		%
-1	For the three months ended March 31, 2015, the Company transferred assets of approximately $0.6 billion from Level 1 to Level 2, primarily related to foreign government securities not traded in active markets. During the three months ended March 31, 2015, the Company transferred assets of approximately $1.8 billion from Level 2 to Level 1, primarily related to foreign government bonds and equity securities traded with sufficient frequency to constitute a liquid market. During the three months ended March 31, 2015, the Company transferred liabilities of approximately $0.2 billion from Level 2 to Level 1 and there were no material transfers of liabilities from Level 1 to Level 2.
-2	Represents netting of: (i) the amounts due under securities purchased under agreements to resell and the amounts owed under securities sold under agreements to repurchase; and (ii) derivative exposures covered by a qualifying master netting agreement and cash collateral offsetting.
-3	Reflects the net amount of $58,562 million of gross cash collateral paid, of which $51,292 million was used to offset derivative liabilities.
-4	There is no allowance for loan losses recorded for loans reported at fair value.
-5	Because the amount of the cash collateral paid/received has not been allocated to the Level 1, 2 and 3 subtotals, these percentages are calculated based on total assets and liabilities measured at fair value on a recurring basis, excluding the cash collateral paid/received on derivatives.
-6	Reflects the net amount of $64,246 million of gross cash collateral received, of which $53,848 million was used to offset derivative assets.
-7	Reflects the net amount of $2,206 million of gross cash collateral received, of which $2,150 million was used to offset non-trading derivative assets.
-8	Includes assets transferred as a result of the announced sale of OneMain Financial. For additional information see Note 2 to the Consolidated Financial Statements.
Fair Value Levels
In millions of dollars at December 31, 2014	Level 1(1)			Level 2(1)			Level 3			Gross			Netting(2)			Net
										inventory						balance
Assets
Federal funds sold and securities borrowed or purchased under agreements to resell	$	—		$	187,922		$	3,398		$	191,320		$	(47,129	)	$	144,191
Trading non-derivative assets
Trading mortgage-backed securities
U.S. government-sponsored agency guaranteed	—			25,968			1,085			27,053			—			27,053
Residential	—			2,158			2,680			4,838			—			4,838
Commercial	—			3,903			440			4,343			—			4,343
Total trading mortgage-backed securities	$	—		$	32,029		$	4,205		$	36,234		$	—		$	36,234
U.S. Treasury and federal agency securities	$	15,991		$	4,483		$	—		$	20,474		$	—		$	20,474
State and municipal	—			3,161			241			3,402			—			3,402
Foreign government	37,995			26,736			206			64,937			—			64,937
Corporate	1,337			25,640			820			27,797			—			27,797
Equity securities	51,346			4,281			2,219			57,846			—			57,846
Asset-backed securities	—			1,252			3,294			4,546			—			4,546
Other trading assets	—			9,221			4,372			13,593			—			13,593
Total trading non-derivative assets	$	106,669		$	106,803		$	15,357		$	228,829		$	—		$	228,829
Trading derivatives
Interest rate contracts	$	74		$	634,318		$	4,061		$	638,453
Foreign exchange contracts	—			154,744			1,250			155,994
Equity contracts	2,748			19,969			2,035			24,752
Commodity contracts	647			21,850			1,023			23,520
Credit derivatives	—			40,618			2,900			43,518
Total trading derivatives	$	3,469		$	871,499		$	11,269		$	886,237
Cash collateral paid(3)										$	6,523
Netting agreements													$	(777,178	)
Netting of cash collateral received(6)													(47,625		)
Total trading derivatives	$	3,469		$	871,499		$	11,269		$	892,760		$	(824,803	)	$	67,957
Investments
Mortgage-backed securities
U.S. government-sponsored agency guaranteed	$	—		$	36,053		$	38		$	36,091		$	—		$	36,091
Residential	—			8,355			8			8,363			—			8,363
Commercial	—			553			1			554			—			554
Total investment mortgage-backed securities	$	—		$	44,961		$	47		$	45,008		$	—		$	45,008
U.S. Treasury and federal agency securities	$	110,710		$	12,974		$	6		$	123,690		$	—		$	123,690
State and municipal	$	—		$	10,519		$	2,180		$	12,699		$	—		$	12,699
Foreign government	37,280			52,739			678			90,697			—			90,697
Corporate	1,739			9,746			672			12,157			—			12,157
Equity securities	1,770			274			681			2,725			—			2,725
Asset-backed securities	—			11,957			549			12,506			—			12,506
Other debt securities	—			661			—			661			—			661
Non-marketable equity securities	—			233			2,525			2,758			—			2,758
Total investments	$	151,499		$	144,064		$	7,338		$	302,901		$	—		$	302,901
In millions of dollars at December 31, 2014	Level 1(1)			Level 2(1)			Level 3			Gross			Netting(2)			Net
										inventory						balance
Loans(4)	$	—		$	2,793		$	3,108		$	5,901		$	—		$	5,901
Mortgage servicing rights	—			—			1,845			1,845			—			1,845
Non-trading derivatives and other financial assets measured on a recurring basis, gross	$	—		$	9,352		$	78		$	9,430
Cash collateral paid(5)										123
Netting of cash collateral received(7)													$	(1,791	)
Non-trading derivatives and other financial assets measured on a recurring basis	$	—		$	9,352		$	78		$	9,553		$	(1,791	)	$	7,762
Total assets	$	261,637		$	1,322,433		$	42,393		$	1,633,109		$	(873,723	)	$	759,386
Total as a percentage of gross assets(5)	16.1		%	81.3		%	2.6		%
Liabilities
Interest-bearing deposits	$	—		$	1,198		$	486		$	1,684		$	—		$	1,684
Federal funds purchased and securities loaned or sold under agreements to repurchase	—			82,811			1,043			83,854			(47,129		)	36,725
Trading account liabilities
Securities sold, not yet purchased	59,463			11,057			424			70,944			—			70,944
Trading account derivatives
Interest rate contracts	77			617,933			4,272			622,282
Foreign exchange contracts	—			158,354			472			158,826
Equity contracts	2,955			26,616			2,898			32,469
Commodity contracts	669			22,872			2,645			26,186
Credit derivatives	—			39,787			3,643			43,430
Total trading derivatives	$	3,701		$	865,562		$	13,930		$	883,193
Cash collateral received(7)										$	9,846
Netting agreements													$	(777,178	)
Netting of cash collateral paid(3)													(47,769		)
Total trading derivatives	$	3,701		$	865,562		$	13,930		$	893,039		$	(824,947	)	$	68,092
Short-term borrowings	$	—		$	1,152		$	344		$	1,496		$	—		$	1,496
Long-term debt	—			18,890			7,290			26,180			—			26,180
Non-trading derivatives and other financial liabilities measured on a recurring basis, gross	$	—		$	1,777		$	7		$	1,784
Cash collateral received(8)										$	7
Netting of cash collateral paid(5)													(15		)
Non-trading derivatives and other financial liabilities measured on a recurring basis	—			1,777			7			1,791			(15		)	1,776
Total liabilities	$	63,164		$	982,447		$	23,524		$	1,078,988		$	(872,091	)	$	206,897
Total as a percentage of gross liabilities(6)	5.9		%	91.9		%	2.2		%
-1	For the year ended December 31, 2014, the Company transferred assets of approximately $4.1 billion from Level 1 to Level 2, primarily related to foreign government securities not traded with sufficient frequency to constitute an active market and Citi refining its methodology for certain equity contracts to reflect the prevalence of off-exchange trading. During the year ended December 31, 2014, the Company transferred assets of approximately $4.2 billion from Level 2 to Level 1, primarily related to foreign government bonds traded with sufficient frequency to constitute a liquid market. During the year ended December 31, 2014, the Company transferred liabilities of approximately $1.4 billion from Level 1 to Level 2, as Citi refined its methodology for certain equity contracts to reflect the prevalence of off-exchange trading. During the year ended December 31, 2014, there were no material liability transfers from Level 2 to Level 1.
-2	Represents netting of: (i) the amounts due under securities purchased under agreements to resell and the amounts owed under securities sold under agreements to repurchase; and (ii) derivative exposures covered by a qualifying master netting agreement and cash collateral offsetting.
-3	Reflects the net amount of $54,292 million of gross cash collateral paid, of which $47,769 million was used to offset derivative liabilities.
-4	There is no allowance for loan losses recorded for loans reported at fair value.
-5	Reflects the net amount of $138 million of gross cash collateral paid, of which $15 million was used to offset non-trading derivative liabilities.
-6	Because the amount of the cash collateral paid/received has not been allocated to the Level 1, 2 and 3 subtotals, these percentages are calculated based on total assets and liabilities measured at fair value on a recurring basis, excluding the cash collateral paid/received on derivatives.
-7	Reflects the net amount of $57,471 million of gross cash collateral received, of which $47,625 million was used to offset derivative assets.
-8	Reflects the net amount of $1,798 million of gross cash collateral received, of which $1,791 million was used to offset derivative assets.
Changes in level 3 fair value category	Level 3 Fair Value Rollforward
					Net realized/unrealized						Transfers																				Unrealized
					gains (losses) incl. in																										gains
																															(losses)
	In millions of dollars	Dec. 31, 2014			Principal			Other(1)(2)			into			out of			Purchases			Issuances		Sales			Settlements			Mar. 31, 2015			still held(3)
					transactions						Level 3			Level 3
	Assets
	Federal funds sold and securities borrowed or purchased under agreements to resell	$	3,398		$	(40	)	$	—		$	—		$	(100	)	$	764		$	—	$	—		$	—		$	4,022		$	71
	Trading non-derivative assets
	Trading mortgage-backed securities
	U.S. government-sponsored agency guaranteed	1,085			3			—			294			(510		)	167			—		(221		)	—			818			(2		)
	Residential	2,680			77			—			45			(216		)	498			—		(954		)	—			2,130			(106		)
	Commercial	440			15			—			88			(13		)	320			—		(251		)	—			599			(4		)
	Total trading mortgage-backed securities	$	4,205		$	95		$	—		$	427		$	(739	)	$	985		$	—	$	(1,426	)	$	—		$	3,547		$	(112	)
	U.S. Treasury and federal agency securities	$	—		$	—		$	—		$	—		$	—		$	—		$	—	$	—		$	—		$	—		$	—
	State and municipal	241			(8		)	—			14			(7		)	9			—		(2		)	—			247			(7		)
	Foreign government	206			(3		)	—			27			(92		)	66			—		(40		)	(49		)	115			1
	Corporate	820			76			—			13			(59		)	347			—		(430		)	—			767			32
	Equity securities	2,219			(21		)	—			124			(15		)	382			—		(91		)	—			2,598			5
	Asset-backed securities	3,294			127			—			65			(34		)	1,063			—		(962		)	—			3,553			194
	Other trading assets	4,372			(141		)	—			210			(392		)	1,002			13		(663		)	(8		)	4,393			(15		)
	Total trading non-derivative assets	$	15,357		$	125		$	—		$	880		$	(1,338	)	$	3,854		$	13	$	(3,614	)	$	(57	)	$	15,220		$	98
	Trading derivatives, net(4)
	Interest rate contracts	$	(211	)	$	(70	)	$	—		$	(134	)	$	7		$	6		$	—	$	(3	)	$	71		$	(334	)	$	(282	)
	Foreign exchange contracts	778			(301		)	—			41			4			91			—		(95		)	128			646			174
	Equity contracts	(863		)	(29		)	—			(23		)	101			89			—		(65		)	16			(774		)	110
	Commodity contracts	(1,622		)	(334		)	—			182			16			—			—		—			29			(1,729		)	(263		)
	Credit derivatives	(743		)	(98		)	—			82			53			—			—		—			43			(663		)	(187		)
	Total trading derivatives, net(4)	$	(2,661	)	$	(832	)	$	—		$	148		$	181		$	186		$	—	$	(163	)	$	287		$	(2,854	)	$	(448	)
					Net realized/unrealized						Transfers																				Unrealized
					gains (losses) incl. in																										gains
																															(losses)
	In millions of dollars	Dec. 31, 2014			Principal			Other(1)(2)			into			out of			Purchases			Issuances		Sales			Settlements			Mar. 31, 2015			still held(3)
					transactions						Level 3			Level 3
	Investments
	Mortgage-backed securities
	U.S. government-sponsored agency guaranteed	$	38		$	—		$	(1	)	$	45		$	(12	)	$	—		$	—	$	—		$	—		$	70		$	(2	)
	Residential	8			—			2			—			—			—			—		—			—			10			2
	Commercial	1			—			—			2			(1		)	—			—		—			—			2			—
	Total investment mortgage-backed securities	$	47		$	—		$	1		$	47		$	(13	)	$	—		$	—	$	—		$	—		$	82		$	—
	U.S. Treasury and federal agency securities	$	6		$	—		$	—		$	—		$	—		$	—		$	—	$	(1	)	$	—		$	5		$	—
	State and municipal	2,180			—			32			105			(139		)	233			—		(164		)	—			2,247			13
	Foreign government	678			—			51			—			(105		)	174			—		(111		)	(112		)	575			(22		)
	Corporate	672			—			(26		)	2			(41		)	14			—		(4		)	(33		)	584			(20		)
	Equity securities	681			—			(88		)	7			(3		)	—			—		(78		)	—			519			(3		)
	Asset-backed securities	549			—			(40		)	—			(10		)	19			—		(1		)	—			517			(39		)
	Other debt securities	—			—			—			—			—			—			—		—			—			—			—
	Non-marketable equity securities	2,525			—			22			—			(1		)	1			—		—			(262		)	2,285			25
	Total investments	$	7,338		$	—		$	(48	)	$	161		$	(312	)	$	441		$	—	$	(359	)	$	(407	)	$	6,814		$	(46	)
	Loans	$	3,108		$	—		$	(54	)	$	689		$	—		$	209		$	321	$	(97	)	$	(270	)	$	3,906		$	(4	)
	Mortgage servicing rights	1,845			—			(77		)	—			—			—			43		(32		)	(94		)	1,685			(77		)
	Other financial assets measured on a recurring basis	78			—			6			66			(2		)	3			60		(5		)	(58		)	148			(33		)
	Liabilities
	Interest-bearing deposits	$	486		$	—		$	—		$	—		$	—		$	—		$	—	$	—		$	(21	)	$	465		$	2
	Federal funds purchased and securities loaned or sold under agreements to repurchase	1,043			(52		)	—			—			—			—			—		1			(36		)	1,060			(11		)
	Trading account liabilities
	Securities sold, not yet purchased	424			(10		)	—			92			(43		)	—			—		70			(330		)	223			(29		)
	Short-term borrowings	344			(7		)	—			1			(12		)	—			16		—			(236		)	120			(21		)
	Long-term debt	7,290			286			—			712			(947		)	—			949		—			(522		)	7,196			(193		)
	Other financial liabilities measured on a recurring basis	7			—			(3		)	—			—			(1		)	—		—			(1		)	8			(1		)
	-1	Changes in fair value for available-for-sale investments are recorded in Accumulated other comprehensive income (loss), unless related to other-than-temporary impairment, while gains and losses from sales are recorded in Realized gains (losses) from sales of investments on the Consolidated Statement of Income.
	-2	Unrealized gains (losses) on MSRs are recorded in Other revenue on the Consolidated Statement of Income.
	-3	Represents the amount of total gains or losses for the period, included in earnings (and Accumulated other comprehensive income (loss) for changes in fair value of available-for-sale investments), attributable to the change in fair value relating to assets and liabilities classified as Level 3 that are still held at March 31, 2015.
	-4	Total Level 3 derivative assets and liabilities have been netted in these tables for presentation purposes only.
				Net realized/unrealized						Transfers																				Unrealized
				gains (losses) incl. in																										gains
																														(losses)
In millions of dollars	Dec. 31, 2013			Principal			Other(1)(2)			into			out of			Purchases			Issuances		Sales			Settlements			Mar. 31, 2014			still held(3)
				transactions						Level 3			Level 3
Assets
Federal funds sold and securities borrowed or purchased under agreements to resell	$	3,566		$	(1	)	$	—		$	51		$	—		$	—		$	—	$	—		$	(165	)	$	3,451		$	(1	)
Trading non-derivative assets
Trading mortgage-backed securities
U.S. government-sponsored agency guaranteed	1,094			81			—			179			(385		)	154			3		(321		)	(17		)	788			10
Residential	2,854			157			—			74			(153		)	976			—		(1,164		)	—			2,744			41
Commercial	256			5			—			35			(24		)	32			—		(63		)	—			241			5
Total trading mortgage-backed securities	$	4,204		$	243		$	—		$	288		$	(562	)	$	1,162		$	3	$	(1,548	)	$	(17	)	$	3,773		$	56
U.S. Treasury and federal agency securities	$	—		$	—		$	—		$	—		$	—		$	—		$	—	$	—		$	—		$	—		$	—
State and municipal	222			2			—			11			(104		)	9			—		(19		)	—			121			3
Foreign government	416			(6		)	—			49			(85		)	138			—		(139		)	—			373			(5		)
Corporate	1,835			27			—			187			(145		)	592			—		(828		)	(3		)	1,665			(30		)
Equity securities	1,057			(171		)	—			35			(5		)	532			—		(63		)	—			1,385			267
Asset-backed securities	4,342			269			—			33			(175		)	943			—		(1,971		)	—			3,441			164
Other trading assets	3,184			23			—			575			(464		)	1,064			—		(864		)	(66		)	3,452			21
Total trading non-derivative assets	$	15,260		$	387		$	—		$	1,178		$	(1,540	)	$	4,440		$	3	$	(5,432	)	$	(86	)	$	14,210		$	476
Trading derivatives, net(4)
Interest rate contracts	$	839		$	(348	)	$	—		$	36		$	9		$	18		$	—	$	(46	)	$	(275	)	$	233		$	(367	)
Foreign exchange contracts	695			138			—			(11		)	19			1			—		—			(13		)	829			211
Equity contracts	(858		)	152			—			(518		)	52			150			—		(94		)	(120		)	(1,236		)	(225		)
Commodity contracts	(1,393		)	75			—			30			31			—			—		—			(72		)	(1,329		)	67
Credit derivatives	(274		)	(63		)	—			(61		)	(30		)	1			—		(3		)	173			(257		)	(234		)
Total trading derivatives, net(4)	$	(991	)	$	(46	)	$	—		$	(524	)	$	81		$	170		$	—	$	(143	)	$	(307	)	$	(1,760	)	$	(548	)
Investments
Mortgage-backed securities
U.S. government-sponsored agency guaranteed	$	187		$	—		$	48		$	24		$	(37	)	$	17		$	—	$	(39	)	$	(1	)	$	199		$	—
Residential	102			—			23			13			—			17			—		(125		)	—			30			2
Commercial	—			—			—			1			—			—			—		—			—			1			—
Total investment mortgage-backed securities	$	289		$	—		$	71		$	38		$	(37	)	$	34		$	—	$	(164	)	$	(1	)	$	230		$	2
U.S. Treasury and federal agency securities	$	8		$	—		$	—		$	—		$	—		$	—		$	—	$	(1	)	$	—		$	7		$	—
State and municipal	1,643			—			36			254			(285		)	373			—		(118		)	—			1,903			26
Foreign government	344			—			2			22			(42		)	49			—		(78		)	(23		)	274			(4		)
Corporate	285			—			(1		)	2			(1		)	247			—		(1		)	—			531			(2		)
Equity securities	815			—			16			6			—			1			—		(7		)	—			831			(4		)
Asset-backed securities	1,960			—			8			—			(42		)	48			—		(97		)	—			1,877			1
Other debt securities	50			—			(1		)	—			—			50			—		—			—			99			—
Non-marketable equity securities	4,347			—			49			67			—			252			—		(83		)	(524		)	4,108			1
Total investments	$	9,741		$	—		$	180		$	389		$	(407	)	$	1,054		$	—	$	(549	)	$	(548	)	$	9,860		$	20
				Net realized/unrealized						Transfers																				Unrealized
				gains (losses) incl. in																										gains
																														(losses)
In millions of dollars	Dec. 31, 2013			Principal			Other(1)(2)			into			out of			Purchases			Issuances		Sales			Settlements			Mar. 31, 2014			still held(3)
				transactions						Level 3			Level 3
Loans	$	4,143		$	—		$	(28	)	$	—		$	—		$	153		$	50	$	(79	)	$	(97	)	$	4,142		$	(108	)
Mortgage servicing rights	2,718			—			(114		)	—			—			—			50		28			(96		)	2,586			(115		)
Other financial assets measured on a recurring basis	181			—			(2		)	—			—			—			36		(4		)	(32		)	179			(4		)
Liabilities
Interest-bearing deposits	$	890		$	—		$	(70	)	$	—		$	—		$	—		$	—	$	—		$	(25	)	$	935		$	(19	)
Federal funds purchased and securities loaned or sold under agreements to repurchase	902			(7		)	—			—			—			31			—		—			—			940			(9		)
Trading account liabilities
Securities sold, not yet purchased	590			10			—			18			(29		)	—			—		150			(237		)	482			(13		)
Short-term borrowings	29			(17		)	—			—			—			—			1		—			(20		)	27			—
Long-term debt	7,621			(284		)	25			959			(854		)	—			940		—			(279		)	8,646			(118		)
Other financial liabilities measured on a recurring basis	10			—			—			—			—			—			1		(3		)	(5		)	3			(1		)
-1	Changes in fair value for available-for-sale investments are recorded in Accumulated other comprehensive income (loss), unless related to other-than-temporary impairment, while gains and losses from sales are recorded in Realized gains (losses) from sales of investments on the Consolidated Statement of Income.
-2	Unrealized gains (losses) on MSRs are recorded in Other revenue on the Consolidated Statement of Income.
-3	Represents the amount of total gains or losses for the period, included in earnings (and Accumulated other comprehensive income (loss) for changes in fair value of available-for-sale investments), attributable to the change in fair value relating to assets and liabilities classified as Level 3 that are still held at March 31, 2014.
-4	Total Level 3 derivative assets and liabilities have been netted in these tables for presentation purposes only.
Significant valuation techniques and most significant unobservable inputs used in Level 3 fair value measurements	Valuation Techniques and Inputs for Level 3 Fair Value Measurements
	As of March 31, 2015	Fair Value(1)			Methodology	Input	Low(2)(3)			High(2)(3)			Weighted
		(in millions)											Average(4)
	Assets
	Federal funds sold and securities borrowed or purchased under agreements to resell	$	3,825		Model-based	Interest rate	1.09		%	1.58		%	1.56		%
						Credit - IR correlation	(24.00		)%	(1.00		)%	(9.71		)%
	Mortgage-backed securities	$	2,388		Price-based	Price	$	10		$	110.21		$	81.78
		1,138			Yield analysis	Yield	0.67		%	29.53		%	4.45		%
	State and municipal, foreign government, corporate and other debt securities	$	5,997		Price-based	Price	$	—		$	147		$	87.65
		1,530			Cash flow	Credit spread	25 bps			600 bps			278 bps
	Equity securities(5)	$	2,539		Price-based	Price (5)	$	—		$	146.22		$	91.88
		505			Cash flow	Yield	4		%	5		%	4.5		%
						WAL	0.01 years			3.72 years			1.07 years
	Asset-backed securities	$	3,669		Price-based	Price	$	4.25		$	100.35		$	71.18
	Non-marketable equity	$	1,087		Comparables analysis	Discount to price	—		%	100		%	7.51		%
		1,073			Price-based	EBITDA multiples	2		x	12		x	9.91		x
						PE ratio	8.1		x	18.2		x	8.69		x
						Price-to-book ratio	1.04		x	2.03		x	1.24		x
						Fund NAV(5)	$	1		$	62,880,962		$	28,520,572
	Derivatives—Gross(6)
	Interest rate contracts (gross)	$	7,674		Model-based	Mean reversion	(7.94		)%	20		%	0.69		%
	Foreign exchange contracts (gross)	$	1,952		Model-based	Foreign exchange (FX) volatility	1.75		%	32.34		%	11.08		%
		323			Cash flow	Yield	0.22		%	12.3		%	3.39		%
						Interest rate	3.72		%	6		%	5.98		%
						Contingent event probability	80		%	99		%	96		%
	Equity contracts (gross)(7)	$	4,550		Model-based	Equity volatility	10		%	76.62		%	25.89		%
						Forward price	90.7		%	111.88		%	95.79		%
						Equity-FX correlation	(88.20		)%	50.9		%	(38.70		)%
						Equity-equity correlation	(66.30		)%	94.5		%	34.8		%
	As of March 31, 2015	Fair Value(1)			Methodology	Input	Low(2)(3)			High(2)(3)			Weighted
		(in millions)											Average(4)
	Commodity contracts (gross)	$	3,576		Model-based	Commodity volatility	5		%	60		%	20		%
						Commodity correlation	(52.00		)%	91		%	38		%
						Forward price	34.02		%	242.86		%	98		%
	Credit derivatives (gross)	$	4,426		Model-based	Recovery rate	18.31		%	75		%	38.75		%
		1,299			Price-based	Credit correlation	5		%	95		%	50.7		%
						Price	$	0.1		$	147		$	43.22
						Credit spread	4 bps			1,393 bps			150 bps
	Nontrading derivatives and other financial assets and liabilities measured on a recurring basis (gross)(6)	$	81		Model-based	Redemption rate	13		%	99.5		%	67.2		%
		47			Yield analysis	Yield	1.33		%	5.78		%	3.32		%
		25			Price-based
	Loans	$	1,780		Cash flow	Yield	1.6		%	4.5		%	2.23		%
		964			Model-based	Credit spread	39 bps			600 bps			223 bps
		723			Price-based	Appraised value	$433,676,137			$433,676,137			$433,676,137
		438			Yield analysis	Price	$	—		$	131.31		$	63.6
	Mortgage servicing rights	$	1,590		Cash flow	Yield	4.81		%	23.64		%	7.33		%
						WAL	3.24 years			7.45 years			5.04 years
	Liabilities
	Interest-bearing deposits	$	465		Model-based	Equity-IR correlation	34		%	37		%	35.43		%
						Commodity correlation	(52.00		)%	91		%	38		%
						Commodity volatility	5		%	60		%	20		%
						Forward price	34.02		%	242.86		%	98		%
	Federal funds purchased and securities loaned or sold under agreements to repurchase	$	1,060		Model-based	Interest rate	0.87		%	2.01		%	1.72		%
	Trading account liabilities
	Securities sold, not yet purchased	$	184		Price-based	Price	$	—		$	105.54		$	33.74
		$	41		Model-based
	Short-term borrowings and long-term debt	$	7,309		Model-based	Equity-equity correlation	(66.30		)%	94.8		%	34.89		%
						Mean reversion	1		%	20		%	10.5		%
						Equity volatility	15.41		%	32		%	15.85		%
						Credit correlation	87.5		%	87.5		%	87.5		%
						FX volatility	9.3		%	15.2		%	14.41		%
						Equity-FX correlation	(88.20		)%	50.9		%	(38.24		)%
						Forward price	34.02		%	242.86		%	94.4		%
						Commodity correlation	(52.00		)%	91		%	38		%
					Commodity volatility	5		%	60		%	20		%
As of December 31, 2014	Fair Value(1)			Methodology	Input	Low(2)(3)			High(2)(3)			Weighted
	(in millions)											Average(4)
Assets
Federal funds sold and securities borrowed or purchased under agreements to resell	$	3,156		Model-based	Interest rate	1.27		%	1.97		%	1.8		%
Mortgage-backed securities	$	2,874		Price-based	Price	$	—		$	127.87		$	81.43
	1,117			Yield analysis	Yield	0.01		%	19.91		%	5.89		%
State and municipal, foreign government, corporate and other debt securities	$	5,937		Price-based	Price	$	—		$	124		$	90.62
	1,860			Cash flow	Credit spread	25 bps			600 bps			233 bps
Equity securities(5)	$	2,163		Price-based	Price (5)	$	—		$	141		$	91
	679			Cash flow	Yield	4		%	5		%	4.5		%
					WAL	0.01 years			3.14 years			1.07 years
Asset-backed securities	$	3,607		Price-based	Price	$	—		$	105.5		$	67.01
Non-marketable equity	$	1,224		Price-based	Discount to price	—		%	90		%	4.04		%
	1,055			Comparables analysis	EBITDA multiples	2.9		x	13.1		x	9.77		x
					PE ratio	8.1		x	13.1		x	8.43		x
					Price-to-book ratio	0.99		x	1.56		x	1.15		x
					Fund NAV(5)	$	1		$	64,668,171		$	29,975,777
Derivatives—Gross(6)
Interest rate contracts (gross)	$	8,309		Model-based	Interest rate (IR) lognormal volatility	18.05		%	90.65		%	30.21		%
					Mean reversion	1		%	20		%	10.5		%
Foreign exchange contracts (gross)	$	1,428		Model-based	Foreign exchange (FX) volatility	0.37		%	58.4		%	8.57		%
	294			Cash flow	Interest rate	3.72		%	8.27		%	5.02		%
					IR-FX correlation	40		%	60		%	50		%
Equity contracts (gross)(7)	$	4,431		Model-based	Equity volatility	9.56		%	82.44		%	24.61		%
	502			Price-based	Equity forward	84.1		%	100.8		%	94.1		%
					Equity-FX correlation	(88.20		)%	48.7		%	(25.17		)%
					Equity-equity correlation	(66.30		)%	94.8		%	36.87		%
					Price	$	0.01		$	144.5		$	93.05
Commodity contracts (gross)	$	3,606		Model-based	Commodity volatility	5		%	83		%	24		%
					Commodity correlation	(57.00		)%	91		%	30		%
					Forward price	35.34		%	268.77		%	101.74		%
Credit derivatives (gross)	$	4,944		Model-based	Recovery rate	13.97		%	75		%	37.62		%
	1,584			Price-based	Credit correlation	—		%	95		%	58.76		%
					Price	$	1		$	144.5		$	53.86
					Credit spread	1 bps			3,380 bps			180 bps
					Upfront points	0.39			100			52.26
Nontrading derivatives and other financial assets and liabilities measured on a recurring basis (gross)(6)	$	74		Model-based	Redemption rate	13		%	99.5		%	68.73		%
	11			Price-based	Forward Price	107		%	107.1		%	107.05		%
					Fund NAV	$	12,974		$	10,087,963		$	9,308,012
As of December 31, 2014	Fair Value(1)			Methodology	Input	Low(2)(3)			High(2)(3)			Weighted
	(in millions)											Average(4)
Loans	$	1,095		Cash flow	Yield	1.6		%	4.5		%	2.23		%
	832			Model-based	Price	$	4.72		$	106.55		$	98.56
	740			Price-based	Credit spread	35 bps			500 bps			199 bps
	441			Yield analysis
Mortgage servicing rights	$	1,750		Cash flow	Yield	5.19		%	21.4		%	10.25		%
					WAL	3.31 years			7.89 years			5.17 years
Liabilities
Interest-bearing deposits	$	486		Model-based	Equity-IR correlation	34		%	37		%	35.43		%
					Commodity correlation	(57.00		)%	91		%	30		%
					Commodity volatility	5		%	83		%	24		%
					Forward price	35.34		%	268.77		%	101.74		%
Federal funds purchased and securities loaned or sold under agreements to repurchase	$	1,043		Model-based	Interest rate	0.74		%	2.26		%	1.9		%
Trading account liabilities
Securities sold, not yet purchased	$	251		Model-based	Credit-IR correlation	(70.49		)%	8.81		%	47.17		%
	$	142		Price-based	Price	$	—		$	117		$	70.33
Short-term borrowings and long-term debt	$	7,204		Model-based	IR lognormal volatility	18.05		%	90.65		%	30.21		%
					Mean reversion	1		%	20		%	10.5		%
					Equity volatility	10.18		%	69.65		%	23.72		%
					Credit correlation	87.5		%	87.5		%	87.5		%
					Equity forward	89.5		%	100.8		%	95.8		%
					Forward price	35.34		%	268.77		%	101.8		%
					Commodity correlation	(57.00		)%	91		%	30		%
					Commodity volatility	5		%	83		%	24		%
-1	The fair value amounts presented in this table represent the primary valuation technique or techniques for each class of assets or liabilities.
-2	Some inputs are shown as zero due to rounding.
-3	When the low and high inputs are the same, there is either a constant input applied to all positions, or the methodology involving the input applies to only one large position.
-4	Weighted averages are calculated based on the fair value of the instrument.
-5	For equity securities, the price and fund NAV inputs are expressed on an absolute basis, not as a percentage of the notional amount.
-6	Both trading and nontrading account derivatives—assets and liabilities—are presented on a gross absolute value basis.
-7	Includes hybrid products.
Items measured at fair value of a nonrecurring basis	The following table presents the carrying amounts of all assets that were still held as of March 31, 2015 and December 31, 2014, for which a nonrecurring fair value measurement was recorded:
	In millions of dollars	Fair value			Level 2			Level 3
	31-Mar-15
	Loans held-for-sale	$	6,168		$	3,130		$	3,038
	Other real estate owned	112			21			91
	Loans	855			506			349
	Total assets at fair value on a nonrecurring basis	$	7,135		$	3,657		$	3,478
	In millions of dollars	Fair value			Level 2			Level 3
	31-Dec-14
	Loans held-for-sale	$	4,152		$	1,084		$	3,068
	Other real estate owned	102			21			81
	Loans(1)	3,367			2,881			486
	Total assets at fair value on a nonrecurring basis	$	7,621		$	3,986		$	3,635
	-1	Represents impaired loans held for investment whose carrying amount is based on the fair value of the underlying collateral, including primarily real-estate secured loans.
Valuation techniques and inputs for Level 3 nonrecurring fair value measurements	The following tables present the valuation techniques covering the majority of Level 3 nonrecurring fair value measurements and the most significant unobservable inputs used in those measurements as of March 31, 2015 and December 31, 2014:
	As of March 31, 2015	Fair Value(1)			Methodology	Input	Low			High			Weighted
		(in millions)											average(2)
	Loans held-for-sale	$	2,876		Price-based	Price	$	—		$	100		$	9.17
	Other real estate owned	$	66		Price-based	Appraised Value	$	—		$	18,824,904		$	10,481,906
		19			Comparables analysis	Discount to price(4)	34		%	34		%	34		%
	Loans(3)	$	259		Price-based	Discount to price(4)	13		%	34		%	24.51		%
						Appraised Value	$	3,817,920		$	33,267,917		$	26,152,931
						Yield	8.5		%	15		%	12.98		%
	-1	The fair value amounts presented in this table represent the primary valuation technique or techniques for each class of assets or liabilities.
	-2	Weighted averages are calculated based on the fair value of the instrument.
	-3	Represents loans held for investment whose carrying amounts are based on the fair value of the underlying collateral.
	-4	Includes estimated costs to sell.
	As of December 31, 2014	Fair Value(1)			Methodology	Input	Low			High			Weighted
		(in millions)											average(2)
	Loans held-for-sale	$	2,740		Price-based	Price	$	92		$	100		$	99.54
						Credit Spread	5 bps			358 bps			175 bps
	Other real estate owned	$	76		Price-based	Appraised Value	$11,000			$11,124,137			$4,730,129
						Discount to price(4)	13		%	64		%	28.8		%
	Loans(3)	$	437		Price-based	Discount to price(4)	13		%	34		%	28.92		%
	-1	The fair value amounts presented in this table represent the primary valuation technique or techniques for each class of assets or liabilities.
	-2	Weighted averages are based on the fair value of the instrument.
	-3	Represents loans held for investment whose carrying amounts are based on the fair value of the underlying collateral.
	-4	Includes estimated costs to sell.
Changes in total nonrecurring fair value measurements	The following table presents total nonrecurring fair value measurements for the period, included in earnings, attributable to the change in fair value relating to assets that are still held at March 31, 2015 and March 31, 2014:
		Three months ended March 31,
	In millions of dollars	2015			2014
	Loans held-for-sale	$	(6	)	$	74
	Other real estate owned	(6		)	(7		)
	Loans(1)	(87		)	(211		)
	Total nonrecurring fair value gains (losses)	$	(99	)	$	(144	)
	-1	Represents loans held for investment whose carrying amount is based on the fair value of the underlying collateral, including primarily real-estate loans.
Estimated Fair Value of Financial Instruments	The table below presents the carrying value and fair value of Citigroup’s financial instruments that are not carried at fair value. The table below therefore excludes items measured at fair value on a recurring basis presented in the tables above.
	The disclosure also excludes leases, affiliate investments, pension and benefit obligations and insurance policy claim reserves. In addition, contract-holder fund amounts exclude certain insurance contracts. Also, as required, the disclosure excludes the effect of taxes, any premium or discount that could result from offering for sale at one time the entire holdings of a particular instrument, excess fair value associated with deposits with no fixed maturity, and other expenses that would be incurred in a market transaction. In addition, the table excludes the values of non-financial assets and liabilities, as well as a wide range of franchise, relationship and intangible values, which are integral to a full assessment of Citigroup’s financial position and the value of its net assets.
	The fair value represents management’s best estimates based on a range of methodologies and assumptions. The carrying value of short-term financial instruments not accounted for at fair value, as well as receivables and payables arising in the ordinary course of business, approximates fair value because of the relatively short period of time between their origination and expected realization. Quoted market prices are used when available for investments and for liabilities, such as long-term debt not carried at fair value. For loans not accounted for at fair value, cash flows are discounted at quoted secondary market rates or estimated market rates if available. Otherwise, sales of comparable loan portfolios or current market origination rates for loans with similar terms and risk characteristics are used. Expected credit losses are either embedded in the estimated future cash flows or incorporated as an adjustment to the discount rate used. The value of collateral is also considered. For liabilities such as long-term debt not accounted for at fair value and without quoted market prices, market borrowing rates of interest are used to discount contractual cash flows.
		31-Mar-15						Estimated fair value
		Carrying			Estimated
	In billions of dollars	value			fair value			Level 1			Level 2			Level 3
	Assets
	Investments	$	29		$	30.7		$	4.3		$	23.8		$	2.6
	Federal funds sold and securities borrowed or purchased under agreements to resell	103.1			103.1			—			96			7.1
	Loans(1)(2)	597.3			597.1			—			6.1			591
	Other financial assets(2)(3)	219			219			8.1			147.7			63.2
	Liabilities
	Deposits	$	898		$	890.3		$	—		$	735.3		$	155
	Federal funds purchased and securities loaned or sold under agreements to repurchase	141.1			141.1			—			140.9			0.2
	Long-term debt(4)	185.1			192			—			169.8			22.2
	Other financial liabilities(5)	125.6			125.6			—			31.7			93.9
		31-Dec-14						Estimated fair value
		Carrying			Estimated
	In billions of dollars	value			fair value			Level 1			Level 2			Level 3
	Assets
	Investments	$	30.5		$	32.2		$	4.5		$	25.2		$	2.5
	Federal funds sold and securities borrowed or purchased under agreements to resell	98.4			98.4			—			89.7			8.7
	Loans(1)(2)	620			617.6			—			5.6			612
	Other financial assets(2)(3)	213.8			213.8			8.3			151.9			53.6
	Liabilities
	Deposits	$	897.6		$	894.4		$	—		$	766.7		$	127.7
	Federal funds purchased and securities loaned or sold under agreements to repurchase	136.7			136.7			—			136.5			0.2
	Long-term debt(4)	196.9			202.5			—			172.7			29.8
	Other financial liabilities(5)	136.2			136.2			—			41.4			94.8
	-1	The carrying value of loans is net of the Allowance for loan losses of $14.6 billion for March 31, 2015 and $16.0 billion for December 31, 2014. In addition, the carrying values exclude $2.6 billion and $2.7 billion of lease finance receivables at March 31, 2015 and December 31, 2014, respectively.
	-2	Includes items measured at fair value on a nonrecurring basis.
	-3	Includes cash and due from banks, deposits with banks, brokerage receivables, reinsurance recoverable and other financial instruments included in Other assets on the Consolidated Balance Sheet, for all of which the carrying value is a reasonable estimate of fair value.
	-4	The carrying value includes long-term debt balances under qualifying fair value hedges.
	-5	Includes brokerage payables, separate and variable accounts, short-term borrowings (carried at cost) and other financial instruments included in Other liabilities on the Consolidated Balance Sheet, for all of which the carrying value is a reasonable estimate of fair value.

FAIR_VALUE_ELECTIONS_Tables

FAIR VALUE ELECTIONS (Tables)	3 Months Ended
	Mar. 31, 2015
Fair Value, Option, Aggregate Differences [Abstract]
Schedule of financial instruments selected for changes in fair value gains and losses	The following table presents the changes in fair value gains and losses for the three months ended March 31, 2015 and 2014 associated with those items for which the fair value option was elected:
		Changes in fair value gains (losses) for the
		Three Months Ended March 31,
	In millions of dollars	2015			2014
	Assets
	Federal funds sold and securities borrowed or purchased under agreements to resell	$	(4	)	$	122
	Selected portfolios of securities purchased under agreements to resell and securities
	borrowed
	Trading account assets	91			190
	Investments	45			29
	Loans
	Certain corporate loans(1)	(49		)	14
	Certain consumer loans(1)	2			(24		)
	Total loans	$	(47	)	$	(10	)
	Other assets
	MSRs	(71		)	(84		)
	Certain mortgage loans held for sale(2)	102			120
	Total other assets	$	31		$	36
	Total assets	$	116		$	367
	Liabilities
	Interest-bearing deposits	$	10		$	(24	)
	Federal funds purchased and securities loaned or sold under agreements to repurchase	2			(6		)
	Selected portfolios of securities sold under agreements to repurchase and securities loaned
	Trading account liabilities	29			3
	Short-term borrowings	(1		)	19
	Long-term debt	(45		)	(272		)
	Total liabilities	$	(5	)	$	(280	)
	-1	Includes mortgage loans held by mortgage loan securitization VIEs consolidated upon the adoption of ASC 810 Consolidation (SFAS 167) on January 1, 2010.
	-2	Includes gains (losses) associated with interest rate lock-commitments for those loans that have been originated and elected under the fair value option.
Schedule of fair value of loans and other disclosures for certain credit related products	The following table provides information about certain credit products carried at fair value at March 31, 2015 and December 31, 2014:
		31-Mar-15						31-Dec-14
	In millions of dollars	Trading assets			Loans			Trading assets		Loans
	Carrying amount reported on the Consolidated Balance Sheet	$	10,445		$	6,575		$	10,290	$	5,901
	Aggregate unpaid principal balance in excess of (less than) fair value	419			13			234		125
	Balance of non-accrual loans or loans more than 90 days past due	6			2			13		3
	Aggregate unpaid principal balance in excess of fair value for non-accrual loans or loans more than 90 days past due	12			2			28		1
Schedule of fair value of loans and other disclosures for certain mortgage loans	The following table provides information about certain mortgage loans HFS carried at fair value at March 31, 2015 and December 31, 2014:
	In millions of dollars	March 31,			31-Dec-14
		2015
	Carrying amount reported on the Consolidated Balance Sheet	$	1,226		$	1,447
	Aggregate fair value in excess of unpaid principal balance	52			67
	Balance of non-accrual loans or loans more than 90 days past due	—			—
	Aggregate unpaid principal balance in excess of fair value for non-accrual loans or loans more than 90 days past due	—			—
Schedule of carrying value of structured notes, disaggregated by type of embedded derivative instrument	The following table provides information about the carrying value of structured notes, disaggregated by type of embedded derivative instrument at March 31, 2015 and December 31, 2014:
	In billions of dollars	March 31, 2015			December 31, 2014
	Interest rate linked	$	10.1		$	10.9
	Foreign exchange linked	0.3			0.3
	Equity linked	8.4			8
	Commodity linked	1.6			1.4
	Credit linked	2.2			2.5
	Total	$	22.6		$	23.1
Schedule of long-term debt carried at fair value, excluding debt issued by consolidated VIEs	The following table provides information about long-term debt carried at fair value, excluding debt issued by consolidated VIEs, at March 31, 2015 and December 31, 2014:
	In millions of dollars	March 31, 2015			December 31, 2014
	Carrying amount reported on the Consolidated Balance Sheet	$	25,409		$	26,180
	Aggregate unpaid principal balance in excess of (less than) fair value	(268		)	(151		)
Schedule of short-term borrowings carried at fair value	The following table provides information about short-term borrowings carried at fair value at March 31, 2015 and December 31, 2014:
	In millions of dollars	March 31, 2015			December 31, 2014
	Carrying amount reported on the Consolidated Balance Sheet	$	926		$	1,496
	Aggregate unpaid principal balance in excess of (less than) fair value	(10		)	31

GUARANTEES_AND_COMMITMENTS_Tab

GUARANTEES AND COMMITMENTS (Tables)	3 Months Ended
	Mar. 31, 2015
Pledged Assets, Collateral, Guarantees and Commitments [Abstract]
Schedule of guarantor obligations	The following tables present information about Citi’s guarantees at March 31, 2015 and December 31, 2014:
		Maximum potential amount of future payments
	In billions of dollars at March 31, 2015 except carrying value in millions	Expire within		Expire after		Total amount		Carrying value
		1 year		1 year		outstanding		(in millions of dollars)
	Financial standby letters of credit	$	25.4	$	71.6	$	97	$	239
	Performance guarantees	7		4.4		11.4		25
	Derivative instruments considered to be guarantees	11.5		73.1		84.6		2,437
	Loans sold with recourse	—		0.2		0.2		15
	Securities lending indemnifications(1)	147.3		—		147.3		—
	Credit card merchant processing(1)	78.4		—		78.4		—
	Custody indemnifications and other	—		52.2		52.2		55
	Total	$	269.6	$	201.5	$	471.1	$	2,771
		Maximum potential amount of future payments
	In billions of dollars at December 31, 2014 except carrying value in millions	Expire within		Expire after		Total amount		Carrying value
		1 year		1 year		outstanding		(in millions of dollars)
	Financial standby letters of credit	$	25.4	$	73	$	98.4	$	242
	Performance guarantees	7.1		4.8		11.9		29
	Derivative instruments considered to be guarantees	12.5		79.2		91.7		2,806
	Loans sold with recourse	—		0.2		0.2		15
	Securities lending indemnifications(1)	127.5		—		127.5		—
	Credit card merchant processing(1)	86		—		86		—
	Custody indemnifications and other	—		48.9		48.9		54
	Total	$	258.5	$	206.1	$	464.6	$	3,146
	-1	The carrying values of securities lending indemnifications and credit card merchant processing were not material for either period presented, as the probability of potential liabilities arising from these guarantees is minimal.
Schedule of guarantor obligations by credit ratings	Presented in the tables below are the maximum potential amounts of future payments that are classified based upon internal and external credit ratings as of March 31, 2015 and December 31, 2014. As previously mentioned, the determination of the maximum potential future payments is based on the notional amount of the guarantees without consideration of possible recoveries under recourse provisions or from collateral held or pledged. As such, Citi believes such amounts bear no relationship to the anticipated losses, if any, on these guarantees.
		Maximum potential amount of future payments
	In billions of dollars at March 31, 2015	Investment		Non-investment		Not		Total
		grade		grade		rated
	Financial standby letters of credit	$	72.5	$	13.6	$	10.9	$	97
	Performance guarantees	6.7		4		0.7		11.4
	Derivative instruments deemed to be guarantees	—		—		84.6		84.6
	Loans sold with recourse	—		—		0.2		0.2
	Securities lending indemnifications	—		—		147.3		147.3
	Credit card merchant processing	—		—		78.4		78.4
	Custody indemnifications and other	52.1		0.1		—		52.2
	Total	$	131.3	$	17.7	$	322.1	$	471.1
		Maximum potential amount of future payments
	In billions of dollars at December 31, 2014	Investment		Non-investment		Not		Total
		grade		grade		rated
	Financial standby letters of credit	$	73	$	15.9	$	9.5	$	98.4
	Performance guarantees	7.3		3.9		0.7		11.9
	Derivative instruments deemed to be guarantees	—		—		91.7		91.7
	Loans sold with recourse	—		—		0.2		0.2
	Securities lending indemnifications	—		—		127.5		127.5
	Credit card merchant processing	—		—		86		86
	Custody indemnifications and other	48.8		0.1		—		48.9
	Total	$	129.1	$	19.9	$	315.6	$	464.6
Schedule of Credit Commitments	The table below summarizes Citigroup’s credit commitments as of March 31, 2015 and December 31, 2014:
	In millions of dollars	U.S.		Outside of		March 31,		December 31,
				U.S.		2015		2014
	Commercial and similar letters of credit	$	1,037	$	4,678	$	5,715	$	6,634
	One- to four-family residential mortgages	1,840		2,276		4,116		5,674
	Revolving open-end loans secured by one- to four-family residential properties	13,597		2,359		15,956		16,098
	Commercial real estate, construction and land development	6,817		1,172		7,989		9,242
	Credit card lines	492,021		117,461		609,482		612,049
	Commercial and other consumer loan commitments	152,069		84,347		236,416		243,680
	Other commitments and contingencies	4,856		4,638		9,494		10,663
	Total	$	672,237	$	216,931	$	889,168	$	904,040

BASIS_OF_PRESENTATION_AND_ACCO2

BASIS OF PRESENTATION AND ACCOUNTING CHANGES - Accounting Changes (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Mar. 31, 2015
New Accounting Pronouncements or Change in Accounting Principle
Addition (reduction) in Retained earnings	$117,852	$122,463
Other assets	122,122	136,040
Accounting Standards Update 2014-01
New Accounting Pronouncements or Change in Accounting Principle
Addition (reduction) in Retained earnings		-349
Other assets		-178
Addition (reduction) in deferred tax assets		-171
Accounting Standards Update 2014-14
New Accounting Pronouncements or Change in Accounting Principle
Reclassification adjustment	$130

DISCONTINUED_OPERATIONS_AND_SI2

DISCONTINUED OPERATIONS AND SIGNIFICANT DISPOSALS - Discontinued Operations (Details) (USD $)	3 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2013	Dec. 31, 2014
			transaction
Results of Discontinued Operations
Total revenues, net of interest expense	$0	$69
Income (loss) from discontinued operations	-8	40
Provision (benefit) for income taxes	-3	3
Income (loss) from discontinued operations, net of taxes	-5	37
Brazil Creditcard
Results of Discontinued Operations
Income (loss) from discontinued operations, net of taxes	-2	53
Citi Capital Advisors Business
Discontinued operations
Number of transactions			2
Ownership interest (as a percent)	24.90%
Results of Discontinued Operations
Income (loss) from discontinued operations, net of taxes	1	-2
Egg Banking PLC
Results of Discontinued Operations
Income (loss) from discontinued operations, net of taxes	-4	-14
German retail banking operations
Discontinued operations
Residual costs associated with banking operations tax effect				$20

DISCONTINUED_OPERATIONS_AND_SI3

DISCONTINUED OPERATIONS AND SIGNIFICANT DISPOSALS - Significant Disposals (Details) (USD $)	3 Months Ended		0 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Sep. 22, 2014	Sep. 30, 2014	Dec. 31, 2014
Disposal Group, Held-for-sale, Not Discontinued Operations [Member]
Assets
Cash and deposits with banks	$626,000,000				$151,000,000
Investments	1,499,000,000				0
Loans, net	9,283,000,000				544,000,000
Allowance	713,000,000				2,000,000
Goodwill	112,000,000				51,000,000
Intangible assets	123,000,000				0
Other assets, advances to/from subs	19,480,000,000				19,854,000,000
Other assets	473,000,000				66,000,000
Total assets	31,596,000,000				20,666,000,000
Liabilities
Deposits	20,193,000,000				20,605,000,000
Long-term debt	4,673,000,000				0
Other liabilities, due to/from subs	1,902,000,000				0
Other liabilities	1,970,000,000				61,000,000
Total liabilities	28,738,000,000				20,666,000,000
Disposal Group, Held-for-sale, Not Discontinued Operations [Member] | OneMain Financial Business
Discontinued operations
Income before taxes	177,000,000	242,000,000
Assets
Cash and deposits with banks	492,000,000
Investments	1,499,000,000
Loans, net	7,427,000,000
Allowance	688,000,000
Intangible assets	123,000,000
Other assets	355,000,000
Total assets	9,896,000,000
Liabilities
Long-term debt	4,673,000,000
Other liabilities, due to/from subs	1,902,000,000
Other liabilities	1,454,000,000
Total liabilities	8,029,000,000
Disposal Group, Held-for-sale, Not Discontinued Operations [Member] | Japan Cards Business
Discontinued operations
Income before taxes	-1,000,000	0
Assets
Cash and deposits with banks	16,000,000
Loans, net	1,308,000,000
Allowance	24,000,000
Goodwill	61,000,000
Other assets	66,000,000
Total assets	1,451,000,000
Liabilities
Other liabilities	460,000,000
Total liabilities	460,000,000
Disposal Group, Held-for-sale, Not Discontinued Operations [Member] | Japan Retail Business
Discontinued operations
Income before taxes	0	2,000,000
Assets
Cash and deposits with banks	118,000,000				151,000,000
Loans, net	548,000,000				544,000,000
Allowance	1,000,000				2,000,000
Goodwill	51,000,000				51,000,000
Other assets, advances to/from subs	19,480,000,000				19,854,000,000
Other assets	52,000,000				66,000,000
Total assets	20,249,000,000				20,666,000,000
Liabilities
Deposits	20,193,000,000				20,605,000,000
Other liabilities	56,000,000				61,000,000
Total liabilities	20,249,000,000				20,666,000,000
Disposal Group, Disposed of by Sale, Not Discontinued Operations [Member] | Spain Consumer Business
Discontinued operations
Income before taxes	0	21,000,000
Assets
Loans, net			1,700,000,000
Liabilities
Deposits			2,200,000,000
Additional Disclosures
Assets under management			3,400,000,000
Number of branches			45
Number of ATMs			48
Number of employees			938
Pre-tax gain on sale			243,000,000
After tax gain on sale of discontinued operations			131,000,000
Disposal Group, Disposed of by Sale, Not Discontinued Operations [Member] | Greece Consumer Business
Discontinued operations
Income before taxes	0	-15,000,000
Assets
Loans, net				353,000,000
Liabilities
Deposits				1,200,000,000
Additional Disclosures
Assets under management				1,100,000,000
Number of branches				20
Number of ATMs				85
Number of employees				719
Pre-tax gain on sale				209,000,000
After tax gain on sale of discontinued operations				$91,000,000

BUSINESS_SEGMENTS_Details

BUSINESS SEGMENTS (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014		Dec. 31, 2014
	market
Segment reporting information
Number of markets	11
Revenues, net of interest expense	$19,736	[1]	$20,206	[1]
Provision for income taxes	2,120		2,131
Income (loss) from continuing operations	4,817		3,952
Identifiable assets	1,831,801				1,842,181
Provisions for credit losses and for benefits and claims	1,915		1,974
Citicorp | North America
Segment reporting information
Revenues, net of interest expense	8,300		8,300
Citicorp | EMEA
Segment reporting information
Revenues, net of interest expense	3,000		3,100
Citicorp | Latin America
Segment reporting information
Revenues, net of interest expense	2,900		3,200
Citicorp | Asia
Segment reporting information
Revenues, net of interest expense	3,500		3,400
Global Consumer Banking
Segment reporting information
Regional business	4
Provisions for credit losses and for benefits and claims	1,500		1,600
Institutional Clients Group
Segment reporting information
Number of countries where the entity provides a broad range of banking and financial products and services	100
Provisions for credit losses and for benefits and claims	74		27
Citi Holdings
Segment reporting information
Provisions for credit losses and for benefits and claims	400		400
Operating Segments | Total Citicorp and Corporate/Other
Segment reporting information
Revenues, net of interest expense	17,902		18,221
Provision for income taxes	1,966		2,272
Income (loss) from continuing operations	4,670		4,234
Identifiable assets	1,710,000				1,713,000
Operating Segments | Global Consumer Banking
Segment reporting information
Revenues, net of interest expense	8,662		8,844
Provision for income taxes	920		742
Income (loss) from continuing operations	1,725		1,674
Identifiable assets	387,000				406,000
Operating Segments | Institutional Clients Group
Segment reporting information
Revenues, net of interest expense	9,028		9,154
Provision for income taxes	1,358		1,321
Income (loss) from continuing operations	2,964		2,948
Identifiable assets	1,271,000				1,257,000
Operating Segments | Corporate/Other
Segment reporting information
Revenues, net of interest expense	212		223
Provision for income taxes	-312		209
Income (loss) from continuing operations	-19		-388
Identifiable assets	52,000				50,000
Operating Segments | Citi Holdings
Segment reporting information
Revenues, net of interest expense	1,834		1,985
Provision for income taxes	154		-141
Income (loss) from continuing operations	147		-282
Identifiable assets	$122,000				$129,000
[1]	Certain prior-period revenue and expense lines and totals were reclassified to conform to the current period’s presentation. See Note 3 to the Consolidated Financial Statements.

INTEREST_REVENUE_AND_EXPENSE_D

INTEREST REVENUE AND EXPENSE (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Interest revenue
Loan interest, including fees	$10,555		$11,181
Deposits with banks	183		252
Federal funds sold and securities borrowed or purchased under agreements to resell	642		594
Investments, including dividends	1,711		1,757
Trading account assets	1,399		1,486
Other interest	110		80
Total interest revenue	14,600	[1]	15,350	[1]
Interest expense
Deposits	1,326		1,449
Federal funds purchased and securities loaned or sold under agreements to repurchase	376		525
Trading account liabilities	47		41
Short-term borrowings	119		137
Long-term debt	1,160		1,439
Total interest expense	3,028	[1]	3,591	[1]
Net interest revenue	11,572	[1]	11,759	[1]
Provision for loan losses	1,755		1,793
Net interest revenue after provision for loan losses	9,817		9,966
Insurance fees and charges	$296		$281
[1]	Certain prior-period revenue and expense lines and totals were reclassified to conform to the current period’s presentation. See Note 3 to the Consolidated Financial Statements.

COMMISSIONS_AND_FEES_Details

COMMISSIONS AND FEES (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Commissions and fees
Card fees amortization period	12 months
Total commissions and fees	$3,170	[1]	$3,184	[1]
Investment banking
Commissions and fees
Total commissions and fees	938		834
Trading-related
Commissions and fees
Total commissions and fees	634		701
Credit cards and bank cards
Commissions and fees
Total commissions and fees	501		563
Trade and securities services
Commissions and fees
Total commissions and fees	435		453
Other consumer
Commissions and fees
Total commissions and fees	180		213
Corporate finance
Commissions and fees
Total commissions and fees	145		123
Checking-related
Commissions and fees
Total commissions and fees	116		136
Loan servicing
Commissions and fees
Total commissions and fees	95		88
Other
Commissions and fees
Total commissions and fees	$126		$73
[1]	Certain prior-period revenue and expense lines and totals were reclassified to conform to the current period’s presentation. See Note 3 to the Consolidated Financial Statements.

PRINCIPAL_TRANSACTIONS_Details

PRINCIPAL TRANSACTIONS (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Principal transactions revenue
Principal transactions revenue	$1,971	[1]	$2,888	[1]
Interest rate contracts
Principal transactions revenue
Principal transactions revenue	1,197		1,390
Foreign exchange contracts
Principal transactions revenue
Principal transactions revenue	86		548
Equity contracts
Principal transactions revenue
Principal transactions revenue	114		138
Commodity and other contracts
Principal transactions revenue
Principal transactions revenue	317		224
Credit products and derivatives
Principal transactions revenue
Principal transactions revenue	257		588
Citicorp
Principal transactions revenue
Principal transactions revenue	1,950		2,796
Global Consumer Banking
Principal transactions revenue
Principal transactions revenue	173		172
Institutional Clients Group
Principal transactions revenue
Principal transactions revenue	2,199		2,604
Corporate/Other
Principal transactions revenue
Principal transactions revenue	-422		20
Citi Holdings
Principal transactions revenue
Principal transactions revenue	$21		$92
[1]	Certain prior-period revenue and expense lines and totals were reclassified to conform to the current period’s presentation. See Note 3 to the Consolidated Financial Statements.

RETIREMENT_BENEFITS_Net_Benefi

RETIREMENT BENEFITS - Net (Benefit) Expense (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Defined Benefit Plan Disclosure
Percentage of the significant plans over global pension and postretirement liabilities, which utilize quarterly measurement policy	90.00%
U.S. Pension Plans
Amortization of unrecognized
Total net (benefit) expense	($35)	($41)
U.S. Qualified Pension Plan
Defined Benefit Plan, Net Periodic Benefit Cost [Abstract]
Benefits earned during the year	2	2
Interest cost on benefit obligation	137	140
Expected return on plan assets	-222	-217
Amortization of unrecognized
Prior service (benefit) cost	-1	-1
Net actuarial loss	37	23
Total net (benefit) expense	-47	-53
U.S. Nonqualified Pension Plan
Amortization of unrecognized
Total net (benefit) expense	12	12
Non - U.S. Pension Plans
Defined Benefit Plan, Net Periodic Benefit Cost [Abstract]
Benefits earned during the year	44	46
Interest cost on benefit obligation	80	96
Expected return on plan assets	-84	-95
Amortization of unrecognized
Prior service (benefit) cost	0	1
Net actuarial loss	21	20
Total net (benefit) expense	61	68
U.S. Postretirement Benefit Plans
Defined Benefit Plan, Net Periodic Benefit Cost [Abstract]
Benefits earned during the year	0	0
Interest cost on benefit obligation	8	8
Expected return on plan assets	0	-1
Amortization of unrecognized
Prior service (benefit) cost	0	0
Net actuarial loss	0	-1
Total net (benefit) expense	8	6
Non-U.S. Postretirement Benefit Plans
Defined Benefit Plan, Net Periodic Benefit Cost [Abstract]
Benefits earned during the year	4	4
Interest cost on benefit obligation	27	29
Expected return on plan assets	-29	-30
Amortization of unrecognized
Prior service (benefit) cost	-3	-3
Net actuarial loss	11	9
Total net (benefit) expense	$10	$9

RETIREMENT_BENEFITS_Funded_Sta

RETIREMENT BENEFITS - Funded Status and Accumulated Other Comprehensive Income (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
U.S. Pension Plans
Change in plan assets
Company contributions	$11	$11
U.S. Pension Plans | Significant Plans Measured Quarterly
Change in projected benefit obligation
Projected benefit obligation at period end - Significant Plans	15,040
Change in plan assets
Plan assets at fair value at period end - Significant Plans	13,200
Funded status of the plans	-1,840
Net amount recognized
Net amount recognized on the balance sheet - Significant Plans	-1,840
Amounts recognized in Accumulated other comprehensive income (loss)
Net amount recognized in equity-pretax	-6,061
Accumulated benefit obligation at period end	15,021
U.S. Qualified Pension Plan
Change in projected benefit obligation
Projected benefit obligation at beginning of year	14,839
Benefits earned during the year	2	2
Interest cost on benefit obligation	137	140
Change in plan assets
Plan assets at fair value at beginning of year	13,071
U.S. Qualified Pension Plan | Plans measured annually
Change in projected benefit obligation
Projected benefit obligation at beginning of year			0
Projected benefit obligation at period end - Significant Plans			0
Change in plan assets
Plan assets at fair value at beginning of year			0
Plan assets at fair value at period end - Significant Plans			0
U.S. Qualified Pension Plan | Significant Plans Measured Quarterly
Change in projected benefit obligation
Projected benefit obligation at beginning of year	14,839
Benefits earned during the year	3
Interest cost on benefit obligation	144
Plan amendments	0
Actuarial (gain) loss	252
Benefits paid, net of participants’ contributions	-198
Foreign exchange impact and other	0
Change in plan assets
Plan assets at fair value at beginning of year	13,071
Actual return on plan assets	314
Company contributions	13
Plan participants’ contributions	0
Benefits paid	-198
Foreign exchange impact and other	0
Funded status of the plans	-1,051
Net amount recognized
Benefit asset	0
Benefit liability	-1,840
Amounts recognized in Accumulated other comprehensive income (loss)
Prior service benefit (cost)	-1
Net actuarial gain (loss)	-6,060
U.S. Nonqualified Pension Plan | Significant Plans Measured Quarterly
Change in plan assets
Funded status of the plans	-789
Non - U.S. Pension Plans
Change in projected benefit obligation
Projected benefit obligation at beginning of year	7,252
Benefits earned during the year	44	46
Interest cost on benefit obligation	80	96
Change in plan assets
Plan assets at fair value at beginning of year	7,057
Company contributions	26	43
Non - U.S. Pension Plans | Plans measured annually
Change in projected benefit obligation
Projected benefit obligation at beginning of year			2,070
Projected benefit obligation at period end - Significant Plans			2,070
Change in plan assets
Plan assets at fair value at beginning of year			1,406
Plan assets at fair value at period end - Significant Plans			1,406
Non - U.S. Pension Plans | Significant Plans Measured Quarterly
Change in projected benefit obligation
Projected benefit obligation at beginning of year	5,182
Benefits earned during the year	25
Interest cost on benefit obligation	66
Plan amendments	6
Actuarial (gain) loss	144
Benefits paid, net of participants’ contributions	-56
Foreign exchange impact and other	-232
Projected benefit obligation at period end - Significant Plans	5,135
Change in plan assets
Plan assets at fair value at beginning of year	5,651
Actual return on plan assets	169
Company contributions	13
Plan participants’ contributions	1
Benefits paid	-56
Foreign exchange impact and other	-281
Plan assets at fair value at period end - Significant Plans	5,497
Funded status of the plans	362
Net amount recognized
Benefit asset	362
Benefit liability	0
Net amount recognized on the balance sheet - Significant Plans	362
Amounts recognized in Accumulated other comprehensive income (loss)
Prior service benefit (cost)	15
Net actuarial gain (loss)	-1,145
Net amount recognized in equity-pretax	-1,130
Accumulated benefit obligation at period end	4,811
U.S. Postretirement Benefit Plans
Change in projected benefit obligation
Projected benefit obligation at beginning of year	917
Benefits earned during the year	0	0
Interest cost on benefit obligation	8	8
Change in plan assets
Plan assets at fair value at beginning of year	10
Company contributions	20	10
U.S. Postretirement Benefit Plans | Plans measured annually
Change in projected benefit obligation
Projected benefit obligation at beginning of year			0
Projected benefit obligation at period end - Significant Plans			0
Change in plan assets
Plan assets at fair value at beginning of year			0
Plan assets at fair value at period end - Significant Plans			0
U.S. Postretirement Benefit Plans | Significant Plans Measured Quarterly
Change in projected benefit obligation
Projected benefit obligation at beginning of year	917
Benefits earned during the year	0
Interest cost on benefit obligation	8
Plan amendments	0
Actuarial (gain) loss	19
Benefits paid, net of participants’ contributions	-24
Foreign exchange impact and other	0
Projected benefit obligation at period end - Significant Plans	920
Change in plan assets
Plan assets at fair value at beginning of year	10
Actual return on plan assets	0
Company contributions	20
Plan participants’ contributions	0
Benefits paid	-24
Foreign exchange impact and other	0
Plan assets at fair value at period end - Significant Plans	6
Funded status of the plans	-914
Net amount recognized
Benefit asset	0
Benefit liability	-914
Net amount recognized on the balance sheet - Significant Plans	-914
Amounts recognized in Accumulated other comprehensive income (loss)
Prior service benefit (cost)	0
Net actuarial gain (loss)	-75
Net amount recognized in equity-pretax	-75
Non-U.S. Postretirement Benefit Plans
Change in projected benefit obligation
Projected benefit obligation at beginning of year	1,527
Benefits earned during the year	4	4
Interest cost on benefit obligation	27	29
Change in plan assets
Plan assets at fair value at beginning of year	1,384
Company contributions	7	3
Non-U.S. Postretirement Benefit Plans | Plans measured annually
Change in projected benefit obligation
Projected benefit obligation at beginning of year			348
Projected benefit obligation at period end - Significant Plans			348
Change in plan assets
Plan assets at fair value at beginning of year			9
Plan assets at fair value at period end - Significant Plans			9
Non-U.S. Postretirement Benefit Plans | Significant Plans Measured Quarterly
Change in projected benefit obligation
Projected benefit obligation at beginning of year	1,179
Benefits earned during the year	3
Interest cost on benefit obligation	23
Plan amendments	0
Actuarial (gain) loss	0
Benefits paid, net of participants’ contributions	-10
Foreign exchange impact and other	-41
Projected benefit obligation at period end - Significant Plans	1,154
Change in plan assets
Plan assets at fair value at beginning of year	1,375
Actual return on plan assets	3
Company contributions	0
Plan participants’ contributions	0
Benefits paid	-10
Foreign exchange impact and other	-47
Plan assets at fair value at period end - Significant Plans	1,321
Funded status of the plans	167
Net amount recognized
Benefit asset	167
Benefit liability	0
Net amount recognized on the balance sheet - Significant Plans	167
Amounts recognized in Accumulated other comprehensive income (loss)
Prior service benefit (cost)	134
Net actuarial gain (loss)	-541
Net amount recognized in equity-pretax	($407)

RETIREMENT_BENEFITS_Accumulate

RETIREMENT BENEFITS - Accumulated Other Comprehensive Income (Loss) (Details) (USD $)	3 Months Ended				12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014		Dec. 31, 2014
Change in accumulated other comprehensive income (loss)
Beginning-of-period balance, net of tax	($5,159)		($3,989)		($3,989)
Actuarial assumptions changes and plan experience	-416				-3,404
Net asset gain (loss) due to difference between actual and expected returns	165				833
Net amortizations	64				202
Prior service credit	-6				13
Curtailment/settlement loss	0				67
Foreign exchange impact and other	72				459
Change in deferred taxes, net	31		22		660
Change, net of tax	-90	[1]	-33	[1]	-1,170
End-of-period balance, net of tax	($5,249)				($5,159)
[1]	Reflects adjustments based on the actuarial valuations of the Company’s significant pension and postretirement plans, including changes in the mortality assumptions at March 31, 2015, and amortization of amounts previously recognized in Accumulated other comprehensive income (loss). See Note 8 to the Consolidated Financial Statements.

RETIREMENT_BENEFITS_Assumption

RETIREMENT BENEFITS - Assumptions Used (Details)	3 Months Ended	12 Months Ended
	Mar. 31, 2015	Dec. 31, 2014
U.S. Qualified Pension Plan
Plan Assumptions - During the year
Discount rate (as a percent)	4.00%	4.25%
Plan Assumptions - At year end
Discount rate (as a percent)	3.85%	4.00%
U.S. Nonqualified Pension Plan
Plan Assumptions - During the year
Discount rate (as a percent)	3.90%	4.75%
Plan Assumptions - At year end
Discount rate (as a percent)	3.70%	3.90%
U.S. Postretirement Benefit Plans
Plan Assumptions - During the year
Discount rate (as a percent)	3.80%	4.00%
Plan Assumptions - At year end
Discount rate (as a percent)	3.65%	3.80%
Non - U.S. Pension Plans | Minimum
Plan Assumptions - During the year
Discount rate (as a percent)	1.00%	2.20%
Plan Assumptions - At year end
Discount rate (as a percent)	0.70%	1.00%
Non - U.S. Pension Plans | Maximum
Plan Assumptions - During the year
Discount rate (as a percent)	12.00%	11.90%
Plan Assumptions - At year end
Discount rate (as a percent)	12.25%	12.00%
Non - U.S. Pension Plans | Weighted Average
Plan Assumptions - During the year
Discount rate (as a percent)	5.44%	6.02%
Plan Assumptions - At year end
Discount rate (as a percent)	5.14%	5.44%
Non-U.S. Postretirement Benefit Plans
Plan Assumptions - During the year
Discount rate (as a percent)	8.00%	8.70%
Plan Assumptions - At year end
Discount rate (as a percent)	8.00%	8.00%

RETIREMENT_BENEFITS_Sensitivit

RETIREMENT BENEFITS - Sensitivities of Certain Key Assumptions (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015
U.S. Pension Plans
Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]
Effect of one-percentage-point increase in discount rates	$7
Effect of one-percentage-point decrease in discount rates	-11
Non - U.S. Pension Plans
Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]
Effect of one-percentage-point increase in discount rates	-7
Effect of one-percentage-point decrease in discount rates	9
U.S. Postretirement Benefit Plans
Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]
Effect of one-percentage-point increase on benefits earned and interest cost for U.S. postretirement plans	1
Effect of one-percentage-point decrease on benefits earned and interest cost for U.S. postretirement plans	-1
Non-U.S. Postretirement Benefit Plans
Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]
Effect of one-percentage-point increase on benefits earned and interest cost for U.S. postretirement plans	-3
Effect of one-percentage-point decrease on benefits earned and interest cost for U.S. postretirement plans	$3

RETIREMENT_BENEFITS_Contributi

RETIREMENT BENEFITS - Contributions (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
U.S. Pension Plans
Defined Benefit Plan, Estimated Future Employer Contributions [Abstract]
Total Company contributions	$11	$11
Estimated total company contributions	35	32
Non - U.S. Pension Plans
Defined Benefit Plan, Estimated Future Employer Contributions [Abstract]
Total Company contributions	26	43
Estimated total company contributions	129	127
U.S. Postretirement Benefit Plans
Defined Benefit Plan, Estimated Future Employer Contributions [Abstract]
Total Company contributions	20	10
Estimated total company contributions	47	47
Non-U.S. Postretirement Benefit Plans
Defined Benefit Plan, Estimated Future Employer Contributions [Abstract]
Total Company contributions	7	3
Estimated total company contributions	$2	$7

RETIREMENT_BENEFITS_Post_Emplo

RETIREMENT BENEFITS - Post Employment and Defined Contribution Plans (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014
Defined Contribution Plans
Maximum percentage contribution by employer of employees eligible pay	6.00%	6.00%
Maximum compensation to be eligible for fixed contribution from employer	$100,000
Percentage of fixed contribution by employer, for eligible employees whose compensation is $100,000 or less	2.00%
Pretax expense associated with Citigroup 401(k) plan	101,000,000	103,000,000
Postemployment Plans
Defined Benefit Plan, Net Periodic Benefit Cost [Abstract]
Benefits earned during the year	0	0
Interest cost on benefit obligation	1,000,000	1,000,000
Amortization of unrecognized
Prior service cost (benefit)	-7,000,000	-7,000,000
Net actuarial loss	3,000,000	3,000,000
Total service related expense	-3,000,000	-3,000,000
Non-service related expense (benefit)	9,000,000	8,000,000
Total net (benefit) expense	$6,000,000	$5,000,000

EARNINGS_PER_SHARE_Details

EARNINGS PER SHARE (Details) (USD $)	3 Months Ended
In Millions, except Per Share data, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014		Dec. 31, 2014
Earnings Per Share [Abstract]
Income from continuing operations before attribution of noncontrolling interests	$4,817		3,952
Less: Noncontrolling interests from continuing operations	42		45
Net income from continuing operations (for EPS purposes)	4,775		3,907
Income (loss) from discontinued operations, net of taxes	-5		37
Citigroup’s net income	4,770		3,944
Less: Preferred dividends	128		124
Net income available to common shareholders	4,642		3,820
Less: Dividends and undistributed earnings allocated to employee restricted and deferred shares with nonforfeitable rights to dividends, applicable to basic EPS	62		62
Net income allocated to common shareholders for basic EPS	4,580		3,758
Add: Interest expense, net of tax, and dividends on convertible securities and adjustment of undistributed earnings allocated to employee restricted and deferred shares with nonforfeitable rights to dividends, applicable to diluted EPS	0		0
Net income allocated to common shareholders for diluted EPS	$4,580		3,758
Weighted-average common shares outstanding applicable to basic EPS	3,034.20		3,037.40
Effect of dilutive securities
Options (in shares)	4.9		5.6
Other employee plans (in shares)	0.2		0.3
Convertible securities (in shares)	0		0
Adjusted weighted-average common shares outstanding applicable to diluted EPS	3,039.30		3,043.30
Basic earnings per share
Income from continuing operations (in dollars per share)	$1.51	[1]	1.23	[1]
Discontinued operations (in dollars per share)	$0	[1]	0.01	[1]
Net income (in dollars per share)	$1.51	[1]	1.24	[1]
Diluted earnings per share
Income from continuing operations (in dollars per share)	$1.51	[1]	1.22	[1]
Discontinued operations (in dollars per share)	$0	[1]	0.01	[1]
Net income (in dollars per share)	$1.51	[1]	1.23	[1]
Weighted-average options to purchase common stock
Antidilutive Securities Excluded from Computation of Earnings Per Share
Antidilutive securities excluded from computation of earnings per common share (in shares)	0.9		0.9
Antidilutive securities exercise price (in dollars per share)	$195.47		194.37
Warrants issued to U.S. Treasury as part of TARP and loss-sharing agreement | Warrant with the exercise price of $178.50
Antidilutive Securities Excluded from Computation of Earnings Per Share
Antidilutive securities excluded from computation of earnings per common share (in shares)	21		21
Antidilutive securities exercise price (in dollars per share)	$178.50				$178.50
Warrants issued to U.S. Treasury as part of TARP and loss-sharing agreement | Warrant with the exercise price of $106.10
Antidilutive Securities Excluded from Computation of Earnings Per Share
Antidilutive securities excluded from computation of earnings per common share (in shares)	25.5		25.5
Antidilutive securities exercise price (in dollars per share)	$106.10				$106.10
[1]	Due to rounding, earnings per share on continuing operations and discontinued operations may not sum to earnings per share on net income.

FEDERAL_FUNDS_SECURITIES_BORRO2

FEDERAL FUNDS, SECURITIES BORROWED, LOANED, AND SUBJECT TO REPURCHASE AGREEMENTS (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Federal Funds Purchased and Securities Sold under Agreements to Repurchase [Abstract]
Federal funds sold	$135	$0
Securities purchased under agreements to resell	127,977	123,979
Deposits paid for securities borrowed	110,903	118,591
Total	239,015	242,570
Federal funds purchased	247	334
Securities sold under agreements to repurchase	154,312	147,204
Deposits received for securities loaned	20,812	25,900
Total	$175,371	$173,438

FEDERAL_FUNDS_SECURITIES_BORRO3

FEDERAL FUNDS, SECURITIES BORROWED, LOANED, AND SUBJECT TO REPURCHASE AGREEMENTS - Offsetting (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Securities purchased under agreements to resell
Gross amounts of recognized assets	$181,342	$180,318
Gross amounts offset on the Consolidated Balance Sheet	53,365	56,339
Net amounts of assets included on the Consolidated Balance Sheet	127,977	123,979
Amounts not offset on the Consolidated Balance Sheet but eligible for offsetting upon counterparty default	90,945	94,353
Net amounts	37,032	29,626
Deposits paid for securities borrowed
Gross amounts of recognized assets	110,903	118,591
Net amounts of assets included on the Consolidated Balance Sheet	110,903	118,591
Amounts not offset on the Consolidated Balance Sheet but eligible for offsetting upon counterparty default	16,574	15,139
Net amounts	94,329	103,452
Total
Total	292,245	298,909
Gross amounts offset on the Consolidated Balance Sheet	53,365	56,339
Net amounts of assets included on the Consolidated Balance Sheet	238,880	242,570
Amounts not offset on the Consolidated Balance Sheet but eligible for offsetting upon counterparty default	107,519	109,492
Net amounts	131,361	133,078
Securities sold under agreements to repurchase
Gross amounts of recognized liabilities	207,677	203,543
Gross amounts offset on the Consolidated Balance Sheet	53,365	56,339
Net amounts of liabilities included on the Consolidated Balance Sheet	154,312	147,204
Amounts not offset on the Consolidated Balance Sheet but eligible for offsetting upon counterparty default	73,184	72,928
Net amounts	81,128	74,276
Deposits received for securities loaned
Gross amounts of recognized liabilities	20,812	25,900
Net amounts of liabilities included on the Consolidated Balance Sheet	20,812	25,900
Amounts not offset on the Consolidated Balance Sheet but eligible for offsetting upon counterparty default	3,971	5,190
Net amounts	16,841	20,710
Total
Gross amounts of recognized liabilities	228,489	229,443
Gross amounts offset on the Consolidated Balance Sheet	53,365	56,339
Net amounts of liabilities included on the Consolidated Balance Sheet	175,124	173,104
Amounts not offset on the Consolidated Balance Sheet but eligible for offsetting upon counterparty default	77,155	78,118
Net amounts	$97,969	$94,986

BROKERAGE_RECEIVABLES_AND_BROK2

BROKERAGE RECEIVABLES AND BROKERAGE PAYABLES (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Brokers and Dealers [Abstract]
Receivables from customers	$11,790	$10,380
Receivables from brokers, dealers, and clearing organization	23,847	18,039
Total brokerage receivable	35,637	28,419
Payables to customers	39,238	33,984
Payables to brokers, dealers, and clearing organization	19,014	18,196
Total brokerage payable	$58,252	$52,180

TRADING_ACCOUNT_ASSETS_AND_LIA2

TRADING ACCOUNT ASSETS AND LIABILITIES (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Trading account assets and Trading account liabilities
Trading account assets	$302,983	$296,786
Trading account liabilities	142,438	139,036
Securities sold, not yet purchased
Trading account assets and Trading account liabilities
Trading account liabilities	65,243	70,944
Derivatives, liabilities
Trading account assets and Trading account liabilities
Trading account liabilities	77,195	68,092
Derivatives, assets
Trading account assets and Trading account liabilities
Trading account assets	71,581	67,957
Mortgage-backed securities - U.S. agency-sponsored
Trading account assets and Trading account liabilities
Trading account assets	26,048	27,053
Mortgage-backed securities - Prime
Trading account assets and Trading account liabilities
Trading account assets	1,168	1,271
Mortgage-backed securities - Alt-A
Trading account assets and Trading account liabilities
Trading account assets	781	709
Mortgage-backed securities - Subprime
Trading account assets and Trading account liabilities
Trading account assets	1,163	1,382
Mortgage-backed securities - Non-U.S. residential
Trading account assets and Trading account liabilities
Trading account assets	1,192	1,476
Mortgage-backed securities - Commercial
Trading account assets and Trading account liabilities
Trading account assets	3,832	4,343
Mortgage-backed securities
Trading account assets and Trading account liabilities
Trading account assets	34,184	36,234
U.S. Treasury and federal agency securities
Trading account assets and Trading account liabilities
Trading account assets	23,608	20,474
U.S. Treasury
Trading account assets and Trading account liabilities
Trading account assets	21,521	18,906
Agency obligations
Trading account assets and Trading account liabilities
Trading account assets	2,087	1,568
State and municipal securities
Trading account assets and Trading account liabilities
Trading account assets	3,796	3,402
Foreign government securities
Trading account assets and Trading account liabilities
Trading account assets	69,417	64,937
Corporate
Trading account assets and Trading account liabilities
Trading account assets	25,163	27,797
Equity securities
Trading account assets and Trading account liabilities
Trading account assets	57,536	57,846
Asset-backed securities
Trading account assets and Trading account liabilities
Trading account assets	4,783	4,546
Other trading assets
Trading account assets and Trading account liabilities
Trading account assets	$12,915	$13,593

INVESTMENTS_Overview_Details

INVESTMENTS - Overview (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014		Dec. 31, 2014
Investment Holdings
Investments	$326,815				$333,443
Interest and dividends on investments
Taxable interest	1,593		1,467
Interest exempt from U.S. federal income tax	23		164
Dividends	95		126
Total interest and dividends	1,711		1,757
Gross realized investments losses, excluding losses from other-than-temporary impairment
Gross realized investment gains	356		292
Gross realized investment losses	-49		-164
Net realized gains (losses)	307	[1]	128	[1]
Available-for-sale Securities transferred from Held-to-maturity
Carrying value of HTM securities sold	27		0
Net realized gain (loss) on sale of held-to-maturity securities	2		0
Carrying value of securities reclassified to available-for-sale	94		52
OTTI losses on securities reclassified to available-for-sale	-5		-8
Securities available-for-sale
Amortized cost	293,614				299,381
Gross unrealized gains	3,141				2,527
Gross unrealized losses	1,516				1,765
Fair value	295,239				300,143
Unrealized gains from impact of minority investments and the related allocations and pick up of unrealized gains and losses of AFS securities	22				27
Unrealized gains from impact of securities reclassified to held-for-sale	86
Unrealized loss from impact of securities reclassified to held-for-sale	5
Mortgage-backed securities - U.S. agency-sponsored
Securities available-for-sale
Amortized cost	38,433				35,647
Gross unrealized gains	744				603
Gross unrealized losses	93				159
Fair value	39,084				36,091
Mortgage-backed securities - Prime
Securities available-for-sale
Amortized cost	7				12
Gross unrealized gains	2				0
Gross unrealized losses	0				0
Fair value	9				12
Mortgage-backed securities - Alt-A
Securities available-for-sale
Amortized cost	2				43
Gross unrealized gains	0				1
Gross unrealized losses	0				0
Fair value	2				44
Mortgage-backed securities - Non-U.S. residential
Securities available-for-sale
Amortized cost	7,209				8,247
Gross unrealized gains	61				67
Gross unrealized losses	5				7
Fair value	7,265				8,307
Mortgage-backed securities - Commercial
Securities available-for-sale
Amortized cost	500				551
Gross unrealized gains	8				6
Gross unrealized losses	1				3
Fair value	507				554
Mortgage-backed securities
Securities available-for-sale
Amortized cost	46,151				44,500
Gross unrealized gains	815				677
Gross unrealized losses	99				169
Fair value	46,867				45,008
U.S. Treasury
Securities available-for-sale
Amortized cost	110,963				110,492
Gross unrealized gains	1,074				353
Gross unrealized losses	69				127
Fair value	111,968				110,718
Agency obligations
Securities available-for-sale
Amortized cost	9,291				12,925
Gross unrealized gains	102				60
Gross unrealized losses	2				13
Fair value	9,391				12,972
U.S. Treasury and federal agency securities
Securities available-for-sale
Amortized cost	120,254				123,417
Gross unrealized gains	1,176				413
Gross unrealized losses	71				140
Fair value	121,359				123,690
State and municipal securities
Securities available-for-sale
Amortized cost	13,025				13,526
Gross unrealized gains	137				150
Gross unrealized losses	917				977
Fair value	12,245				12,699
Foreign government
Securities available-for-sale
Amortized cost	86,654				90,249
Gross unrealized gains	688				734
Gross unrealized losses	283				286
Fair value	87,059				90,697
Corporate
Securities available-for-sale
Amortized cost	14,363				12,033
Gross unrealized gains	245				215
Gross unrealized losses	54				91
Fair value	14,554				12,157
Asset-backed securities
Securities available-for-sale
Amortized cost	11,514				12,534
Gross unrealized gains	39				30
Gross unrealized losses	49				58
Fair value	11,504				12,506
Other debt securities
Securities available-for-sale
Amortized cost	661				661
Gross unrealized gains	0				0
Gross unrealized losses	0				0
Fair value	661				661
Debt securities
Securities available-for-sale
Amortized cost	292,622				296,920
Gross unrealized gains	3,100				2,219
Gross unrealized losses	1,473				1,721
Fair value	294,249				297,418
Equity securities
Securities available-for-sale
Amortized cost	992				2,461
Gross unrealized gains	41				308
Gross unrealized losses	43				44
Fair value	990				2,725
Securities available-for-sale (AFS)
Investment Holdings
Investments	295,239				300,143
Held-to-maturity Securities
Investment Holdings
Investments	23,254				23,921
Non-marketable equity securities | Fair value
Investment Holdings
Investments	2,570				2,758
Non-marketable equity securities | Carried at cost
Investment Holdings
Investments	$5,752				$6,621
[1]	Certain prior-period revenue and expense lines and totals were reclassified to conform to the current period’s presentation. See Note 3 to the Consolidated Financial Statements.

INVESTMENTS_Fair_Value_of_AFS_

INVESTMENTS - Fair Value of AFS Securities (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Available for Sale Securities Continuous Unrealized Loss Position
Fair value of available for sale securities that have been in an unrealized loss position for less than twelve months	$45,431	$74,026
Gross unrealized losses of available for sale securities that have been in an unrealized loss position for less than twelve months	311	404
Fair value of available for sale securities that have been in an unrealized loss position for twelve months or longer	19,372	24,821
Gross unrealized losses of available for sale securities that have been in an unrealized loss position for twelve months or longer	1,205	1,361
Total fair value of available for sale securities that have been in an unrealized loss position	64,803	98,847
Total gross unrealized losses of available for sale securities that have been in an unrealized loss position	1,516	1,765
Mortgage-backed securities - U.S. agency-sponsored
Available for Sale Securities Continuous Unrealized Loss Position
Fair value of available for sale securities that have been in an unrealized loss position for less than twelve months	3,521	4,198
Gross unrealized losses of available for sale securities that have been in an unrealized loss position for less than twelve months	14	30
Fair value of available for sale securities that have been in an unrealized loss position for twelve months or longer	3,176	5,547
Gross unrealized losses of available for sale securities that have been in an unrealized loss position for twelve months or longer	79	129
Total fair value of available for sale securities that have been in an unrealized loss position	6,697	9,745
Total gross unrealized losses of available for sale securities that have been in an unrealized loss position	93	159
Mortgage-backed securities - Prime
Available for Sale Securities Continuous Unrealized Loss Position
Fair value of available for sale securities that have been in an unrealized loss position for less than twelve months	1	5
Gross unrealized losses of available for sale securities that have been in an unrealized loss position for less than twelve months	0	0
Fair value of available for sale securities that have been in an unrealized loss position for twelve months or longer	2	2
Gross unrealized losses of available for sale securities that have been in an unrealized loss position for twelve months or longer	0	0
Total fair value of available for sale securities that have been in an unrealized loss position	3	7
Total gross unrealized losses of available for sale securities that have been in an unrealized loss position	0	0
Mortgage-backed securities - Non-U.S. residential
Available for Sale Securities Continuous Unrealized Loss Position
Fair value of available for sale securities that have been in an unrealized loss position for less than twelve months	1,333	1,276
Gross unrealized losses of available for sale securities that have been in an unrealized loss position for less than twelve months	3	3
Fair value of available for sale securities that have been in an unrealized loss position for twelve months or longer	219	199
Gross unrealized losses of available for sale securities that have been in an unrealized loss position for twelve months or longer	2	4
Total fair value of available for sale securities that have been in an unrealized loss position	1,552	1,475
Total gross unrealized losses of available for sale securities that have been in an unrealized loss position	5	7
Mortgage-backed securities - Commercial
Available for Sale Securities Continuous Unrealized Loss Position
Fair value of available for sale securities that have been in an unrealized loss position for less than twelve months	54	124
Gross unrealized losses of available for sale securities that have been in an unrealized loss position for less than twelve months	0	1
Fair value of available for sale securities that have been in an unrealized loss position for twelve months or longer	60	136
Gross unrealized losses of available for sale securities that have been in an unrealized loss position for twelve months or longer	1	2
Total fair value of available for sale securities that have been in an unrealized loss position	114	260
Total gross unrealized losses of available for sale securities that have been in an unrealized loss position	1	3
Mortgage-backed securities
Available for Sale Securities Continuous Unrealized Loss Position
Fair value of available for sale securities that have been in an unrealized loss position for less than twelve months	4,909	5,603
Gross unrealized losses of available for sale securities that have been in an unrealized loss position for less than twelve months	17	34
Fair value of available for sale securities that have been in an unrealized loss position for twelve months or longer	3,457	5,884
Gross unrealized losses of available for sale securities that have been in an unrealized loss position for twelve months or longer	82	135
Total fair value of available for sale securities that have been in an unrealized loss position	8,366	11,487
Total gross unrealized losses of available for sale securities that have been in an unrealized loss position	99	169
U.S. Treasury
Available for Sale Securities Continuous Unrealized Loss Position
Fair value of available for sale securities that have been in an unrealized loss position for less than twelve months	15,077	36,581
Gross unrealized losses of available for sale securities that have been in an unrealized loss position for less than twelve months	67	119
Fair value of available for sale securities that have been in an unrealized loss position for twelve months or longer	915	1,013
Gross unrealized losses of available for sale securities that have been in an unrealized loss position for twelve months or longer	2	8
Total fair value of available for sale securities that have been in an unrealized loss position	15,992	37,594
Total gross unrealized losses of available for sale securities that have been in an unrealized loss position	69	127
Agency obligations
Available for Sale Securities Continuous Unrealized Loss Position
Fair value of available for sale securities that have been in an unrealized loss position for less than twelve months	644	5,698
Gross unrealized losses of available for sale securities that have been in an unrealized loss position for less than twelve months	2	9
Fair value of available for sale securities that have been in an unrealized loss position for twelve months or longer	0	754
Gross unrealized losses of available for sale securities that have been in an unrealized loss position for twelve months or longer	0	4
Total fair value of available for sale securities that have been in an unrealized loss position	644	6,452
Total gross unrealized losses of available for sale securities that have been in an unrealized loss position	2	13
U.S. Treasury and federal agency securities
Available for Sale Securities Continuous Unrealized Loss Position
Fair value of available for sale securities that have been in an unrealized loss position for less than twelve months	15,721	42,279
Gross unrealized losses of available for sale securities that have been in an unrealized loss position for less than twelve months	69	128
Fair value of available for sale securities that have been in an unrealized loss position for twelve months or longer	915	1,767
Gross unrealized losses of available for sale securities that have been in an unrealized loss position for twelve months or longer	2	12
Total fair value of available for sale securities that have been in an unrealized loss position	16,636	44,046
Total gross unrealized losses of available for sale securities that have been in an unrealized loss position	71	140
State and municipal securities
Available for Sale Securities Continuous Unrealized Loss Position
Fair value of available for sale securities that have been in an unrealized loss position for less than twelve months	303	386
Gross unrealized losses of available for sale securities that have been in an unrealized loss position for less than twelve months	11	15
Fair value of available for sale securities that have been in an unrealized loss position for twelve months or longer	5,162	5,802
Gross unrealized losses of available for sale securities that have been in an unrealized loss position for twelve months or longer	906	962
Total fair value of available for sale securities that have been in an unrealized loss position	5,465	6,188
Total gross unrealized losses of available for sale securities that have been in an unrealized loss position	917	977
Foreign government
Available for Sale Securities Continuous Unrealized Loss Position
Fair value of available for sale securities that have been in an unrealized loss position for less than twelve months	18,853	18,495
Gross unrealized losses of available for sale securities that have been in an unrealized loss position for less than twelve months	160	147
Fair value of available for sale securities that have been in an unrealized loss position for twelve months or longer	5,261	5,984
Gross unrealized losses of available for sale securities that have been in an unrealized loss position for twelve months or longer	123	139
Total fair value of available for sale securities that have been in an unrealized loss position	24,114	24,479
Total gross unrealized losses of available for sale securities that have been in an unrealized loss position	283	286
Corporate
Available for Sale Securities Continuous Unrealized Loss Position
Fair value of available for sale securities that have been in an unrealized loss position for less than twelve months	3,710	3,511
Gross unrealized losses of available for sale securities that have been in an unrealized loss position for less than twelve months	38	63
Fair value of available for sale securities that have been in an unrealized loss position for twelve months or longer	900	1,350
Gross unrealized losses of available for sale securities that have been in an unrealized loss position for twelve months or longer	16	28
Total fair value of available for sale securities that have been in an unrealized loss position	4,610	4,861
Total gross unrealized losses of available for sale securities that have been in an unrealized loss position	54	91
Asset-backed securities
Available for Sale Securities Continuous Unrealized Loss Position
Fair value of available for sale securities that have been in an unrealized loss position for less than twelve months	1,911	3,701
Gross unrealized losses of available for sale securities that have been in an unrealized loss position for less than twelve months	14	13
Fair value of available for sale securities that have been in an unrealized loss position for twelve months or longer	3,463	3,816
Gross unrealized losses of available for sale securities that have been in an unrealized loss position for twelve months or longer	35	45
Total fair value of available for sale securities that have been in an unrealized loss position	5,374	7,517
Total gross unrealized losses of available for sale securities that have been in an unrealized loss position	49	58
Equity securities
Available for Sale Securities Continuous Unrealized Loss Position
Fair value of available for sale securities that have been in an unrealized loss position for less than twelve months	24	51
Gross unrealized losses of available for sale securities that have been in an unrealized loss position for less than twelve months	2	4
Fair value of available for sale securities that have been in an unrealized loss position for twelve months or longer	214	218
Gross unrealized losses of available for sale securities that have been in an unrealized loss position for twelve months or longer	41	40
Total fair value of available for sale securities that have been in an unrealized loss position	238	269
Total gross unrealized losses of available for sale securities that have been in an unrealized loss position	$43	$44

INVESTMENTS_Fair_Value_of_AFS_1

INVESTMENTS - Fair Value of AFS Debt Securities by Contractual Maturity Date (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Available-for-sale Securities, Debt Maturities
Total amortized cost	$292,622	$296,920
Total fair value	294,249	297,418
Mortgage-backed securities
Available-for-sale Securities, Debt Maturities
Due within 1 year, amortized cost	31	44
After 1 but within 5 years, amortized cost	904	931
After 5 but within 10 years, amortized cost	1,292	1,362
After 10 years, amortized cost	43,924	42,163
Total amortized cost	46,151	44,500
Fair value, due within 1 year	31	44
Fair value, after 1 but within 5 years	914	935
Fair value, after 5 but within 10 years	1,311	1,387
Fair value, after 10 years	44,611	42,642
Total fair value	46,867	45,008
U.S. Treasury and federal agency securities
Available-for-sale Securities, Debt Maturities
Due within 1 year, amortized cost	7,218	13,070
After 1 but within 5 years, amortized cost	104,763	104,982
After 5 but within 10 years, amortized cost	4,812	2,286
After 10 years, amortized cost	3,461	3,079
Total amortized cost	120,254	123,417
Fair value, due within 1 year	7,243	13,084
Fair value, after 1 but within 5 years	105,781	105,131
Fair value, after 5 but within 10 years	4,855	2,325
Fair value, after 10 years	3,480	3,150
Total fair value	121,359	123,690
State and municipal securities
Available-for-sale Securities, Debt Maturities
Due within 1 year, amortized cost	1,389	652
After 1 but within 5 years, amortized cost	3,896	4,387
After 5 but within 10 years, amortized cost	549	524
After 10 years, amortized cost	7,191	7,963
Total amortized cost	13,025	13,526
Fair value, due within 1 year	1,327	651
Fair value, after 1 but within 5 years	3,840	4,381
Fair value, after 5 but within 10 years	567	537
Fair value, after 10 years	6,511	7,130
Total fair value	12,245	12,699
Foreign government
Available-for-sale Securities, Debt Maturities
Due within 1 year, amortized cost	32,155	31,355
After 1 but within 5 years, amortized cost	38,055	41,913
After 5 but within 10 years, amortized cost	15,493	16,008
After 10 years, amortized cost	951	973
Total amortized cost	86,654	90,249
Fair value, due within 1 year	32,056	31,382
Fair value, after 1 but within 5 years	38,184	42,467
Fair value, after 5 but within 10 years	15,808	15,779
Fair value, after 10 years	1,011	1,069
Total fair value	87,059	90,697
All other
Available-for-sale Securities, Debt Maturities
Due within 1 year, amortized cost	1,662	1,248
After 1 but within 5 years, amortized cost	12,024	10,442
After 5 but within 10 years, amortized cost	7,957	7,282
After 10 years, amortized cost	4,895	6,256
Total amortized cost	26,538	25,228
Fair value, due within 1 year	1,665	1,251
Fair value, after 1 but within 5 years	12,137	10,535
Fair value, after 5 but within 10 years	8,026	7,318
Fair value, after 10 years	4,891	6,220
Total fair value	$26,719	$25,324

INVESTMENTS_Debt_Securities_He

INVESTMENTS - Debt Securities Held-to-Maturity (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Debt Securities Held-to-maturity
Amortized cost	$23,925	$24,701
Net unrealized gains (losses) recognized in AOCI	-671	-780
Carrying value	23,254	23,921
Gross unrecognized gains	1,154	1,111
Gross unrecognized losses	-367	-361
Fair value	24,041	24,671
Mortgage-backed securities - U.S. agency-sponsored
Debt Securities Held-to-maturity
Amortized cost	8,879	8,795
Net unrealized gains (losses) recognized in AOCI	93	95
Carrying value	8,972	8,890
Gross unrecognized gains	209	106
Gross unrecognized losses	-2	-6
Fair value	9,179	8,990
Mortgage-backed securities - Prime
Debt Securities Held-to-maturity
Amortized cost	59	60
Net unrealized gains (losses) recognized in AOCI	-12	-12
Carrying value	47	48
Gross unrecognized gains	5	6
Gross unrecognized losses	-1	-1
Fair value	51	53
Mortgage-backed securities - Alt-A
Debt Securities Held-to-maturity
Amortized cost	1,094	1,125
Net unrealized gains (losses) recognized in AOCI	-203	-213
Carrying value	891	912
Gross unrecognized gains	548	537
Gross unrecognized losses	-293	-287
Fair value	1,146	1,162
Mortgage-backed securities - Subprime
Debt Securities Held-to-maturity
Amortized cost	5	6
Net unrealized gains (losses) recognized in AOCI	0	-1
Carrying value	5	5
Gross unrecognized gains	15	15
Gross unrecognized losses	0	0
Fair value	20	20
Mortgage-backed securities - Non-U.S. residential
Debt Securities Held-to-maturity
Amortized cost	607	983
Net unrealized gains (losses) recognized in AOCI	-86	-137
Carrying value	521	846
Gross unrecognized gains	59	92
Gross unrecognized losses	0	0
Fair value	580	938
Mortgage-backed securities - Commercial
Debt Securities Held-to-maturity
Amortized cost	7	8
Net unrealized gains (losses) recognized in AOCI	0	0
Carrying value	7	8
Gross unrecognized gains	1	1
Gross unrecognized losses	0	0
Fair value	8	9
Mortgage-backed securities
Debt Securities Held-to-maturity
Amortized cost	10,651	10,977
Net unrealized gains (losses) recognized in AOCI	-208	-268
Carrying value	10,443	10,709
Gross unrecognized gains	837	757
Gross unrecognized losses	-296	-294
Fair value	10,984	11,172
State and municipal securities
Debt Securities Held-to-maturity
Amortized cost	8,374	8,443
Net unrealized gains (losses) recognized in AOCI	-446	-494
Carrying value	7,928	7,949
Gross unrecognized gains	211	227
Gross unrecognized losses	-70	-57
Fair value	8,069	8,119
Foreign government
Debt Securities Held-to-maturity
Amortized cost	4,550	4,725
Net unrealized gains (losses) recognized in AOCI	0	0
Carrying value	4,550	4,725
Gross unrecognized gains	51	77
Gross unrecognized losses	0	0
Fair value	4,601	4,802
Asset-backed securities
Debt Securities Held-to-maturity
Amortized cost	350	556
Net unrealized gains (losses) recognized in AOCI	-17	-18
Carrying value	333	538
Gross unrecognized gains	55	50
Gross unrecognized losses	-1	-10
Fair value	$387	$578

INVESTMENTS_Debt_Securities_in

INVESTMENTS - Debt Securities in HTM in Unrecognized Loss Position (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Held-to-maturity Securities, Continuous Unrealized Loss Position
Fair value less than 12 months	$2,756	$2,541
Gross unrecognized losses less than 12 months	48	35
Fair value 12 months or longer	491	1,622
Gross unrecognized losses 12 months or longer	319	326
Fair value, total	3,247	4,163
Gross unrecognized losses, total	367	361
Unrealized loss, other than temporary impairment, not credit loss, recorded in AOCI	-671	-780
Mortgage-backed securities
Held-to-maturity Securities, Continuous Unrealized Loss Position
Fair value less than 12 months	0	4
Gross unrecognized losses less than 12 months	0	0
Fair value 12 months or longer	271	1,134
Gross unrecognized losses 12 months or longer	296	294
Fair value, total	271	1,138
Gross unrecognized losses, total	296	294
State and municipal securities
Held-to-maturity Securities, Continuous Unrealized Loss Position
Fair value less than 12 months	2,756	2,528
Gross unrecognized losses less than 12 months	48	34
Fair value 12 months or longer	210	314
Gross unrecognized losses 12 months or longer	22	23
Fair value, total	2,966	2,842
Gross unrecognized losses, total	70	57
Asset-backed securities
Held-to-maturity Securities, Continuous Unrealized Loss Position
Fair value less than 12 months	0	9
Gross unrecognized losses less than 12 months	0	1
Fair value 12 months or longer	10	174
Gross unrecognized losses 12 months or longer	1	9
Fair value, total	10	183
Gross unrecognized losses, total	$1	$10

INVESTMENTS_Carrying_Value_and

INVESTMENTS - Carrying Value and Fair Value of HTM Debt Securities by Contractual Maturity Dates (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Held-to-maturity Securities, Debt Maturities, Net Carrying Amount;
Carrying value	$23,254	$23,921
Held-to-maturity Securities, Debt Maturities, Fair Value;
Fair value	24,041	24,671
Akbank
Held-to-maturity Securities, Debt Maturities, Fair Value;
Equity investment ownership percentage		9.90%
Mortgage-backed securities
Held-to-maturity Securities, Debt Maturities, Net Carrying Amount;
Due within 1 year, carrying value	0	0
After 1 but within 5 years, carrying value	7	0
After 5 but within 10 years, carrying value	833	863
After 10 years, carrying value	9,603	9,846
Carrying value	10,443	10,709
Held-to-maturity Securities, Debt Maturities, Fair Value;
Due within 1 year, fair value	0	0
After 1 but within 5 years, fair value	8	0
After 5 but within 10 years, fair value	851	869
After 10 years, fair value	10,125	10,303
Fair value	10,984	11,172
State and municipal securities
Held-to-maturity Securities, Debt Maturities, Net Carrying Amount;
Due within 1 year, carrying value	288	205
After 1 but within 5 years, carrying value	422	243
After 5 but within 10 years, carrying value	141	140
After 10 years, carrying value	7,077	7,361
Carrying value	7,928	7,949
Held-to-maturity Securities, Debt Maturities, Fair Value;
Due within 1 year, fair value	281	205
After 1 but within 5 years, fair value	436	243
After 5 but within 10 years, fair value	148	144
After 10 years, fair value	7,204	7,527
Fair value	8,069	8,119
Foreign government
Held-to-maturity Securities, Debt Maturities, Net Carrying Amount;
Due within 1 year, carrying value	0	0
After 1 but within 5 years, carrying value	4,550	4,725
After 5 but within 10 years, carrying value	0	0
After 10 years, carrying value	0	0
Carrying value	4,550	4,725
Held-to-maturity Securities, Debt Maturities, Fair Value;
Due within 1 year, fair value	0	0
After 1 but within 5 years, fair value	4,601	4,802
After 5 but within 10 years, fair value	0	0
After 10 years, fair value	0	0
Fair value	4,601	4,802
All other
Held-to-maturity Securities, Debt Maturities, Net Carrying Amount;
Due within 1 year, carrying value	0	0
After 1 but within 5 years, carrying value	0	0
After 5 but within 10 years, carrying value	0	0
After 10 years, carrying value	333	538
Carrying value	333	538
Held-to-maturity Securities, Debt Maturities, Fair Value;
Due within 1 year, fair value	0	0
After 1 but within 5 years, fair value	0	0
After 5 but within 10 years, fair value	0	0
After 10 years, fair value	387	578
Fair value	$387	$578

INVESTMENTS_Mortgagebacked_Sec

INVESTMENTS - Mortgage-backed Securities (Details) (Mortgage-backed securities)	3 Months Ended
	Mar. 31, 2015
30-59 day delinquent loans
Key assumptions for mortgage-backed securities
Default rate projection (as a percent)	25.00%
60-90 day deliquent loans
Key assumptions for mortgage-backed securities
Default rate projection (as a percent)	70.00%
91+ day deliquent loans
Key assumptions for mortgage-backed securities
Default rate projection (as a percent)	100.00%
Current loans
Key assumptions for mortgage-backed securities
Default rate projection (as a percent)	10.00%

INVESTMENTS_Recognition_and_Me

INVESTMENTS - Recognition and Measurement of OTTI (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
OTTI on Investments disclosures
Total OTTI losses recognized during the period	$0		$0
Less: Impairments recognized in AOCI	0	[1]	0	[1]
Net impairment losses recognized in earnings for securities that the Company does not intend to sell nor will likely be required to sell	0		0
Impairment losses recognized in earnings for securities that the Company intends to sell or more- likely-than-not will be required to sell before recovery	72		201
Net impairment losses recognized in earnings	72	[1]	201	[1]
Securities available-for-sale (AFS)
OTTI on Investments disclosures
Total OTTI losses recognized during the period	0		0
Less: Impairments recognized in AOCI	0		0
Net impairment losses recognized in earnings for securities that the Company does not intend to sell nor will likely be required to sell	0		0
Impairment losses recognized in earnings for securities that the Company intends to sell or more- likely-than-not will be required to sell before recovery	69		201
Net impairment losses recognized in earnings	69		201
Held-to-maturity Securities
OTTI on Investments disclosures
Total OTTI losses recognized during the period	0		0
Less: Impairments recognized in AOCI	0		0
Net impairment losses recognized in earnings for securities that the Company does not intend to sell nor will likely be required to sell	0		0
Impairment losses recognized in earnings for securities that the Company intends to sell or more- likely-than-not will be required to sell before recovery	3		0
Net impairment losses recognized in earnings	3		0
Other assets
OTTI on Investments disclosures
Total OTTI losses recognized during the period	0		0
Less: Impairments recognized in AOCI	0		0
Net impairment losses recognized in earnings for securities that the Company does not intend to sell nor will likely be required to sell	0		0
Impairment losses recognized in earnings for securities that the Company intends to sell or more- likely-than-not will be required to sell before recovery	0		0
Net impairment losses recognized in earnings	$0		$0
[1]	Certain prior-period revenue and expense lines and totals were reclassified to conform to the current period’s presentation. See Note 3 to the Consolidated Financial Statements.

INVESTMENTS_Cumulative_OTTI_Cr

INVESTMENTS - Cumulative OTTI Credit Losses (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
AFS debt securities
Schedule of other-than-temporary impairment, credit losses recognized in earnings, roll forward
Balance at beginning of period	$733	$723
Credit impairments recognized in earnings on securities not previously impaired	0	0
Credit impairments recognized in earnings on securities that have been previously impaired	0	0
Reductions due to credit-impaired securities sold, transferred or matured	-7	0
Balance at end of period	726	723
AFS debt securities | Mortgage-backed securities
Schedule of other-than-temporary impairment, credit losses recognized in earnings, roll forward
Balance at beginning of period	295	295
Credit impairments recognized in earnings on securities not previously impaired	0	0
Credit impairments recognized in earnings on securities that have been previously impaired	0	0
Reductions due to credit-impaired securities sold, transferred or matured	0	0
Balance at end of period	295	295
AFS debt securities | Foreign government securities
Schedule of other-than-temporary impairment, credit losses recognized in earnings, roll forward
Balance at beginning of period	171	171
Credit impairments recognized in earnings on securities not previously impaired	0	0
Credit impairments recognized in earnings on securities that have been previously impaired	0	0
Reductions due to credit-impaired securities sold, transferred or matured	-1	0
Balance at end of period	170	171
AFS debt securities | Corporate
Schedule of other-than-temporary impairment, credit losses recognized in earnings, roll forward
Balance at beginning of period	118	113
Credit impairments recognized in earnings on securities not previously impaired	0	0
Credit impairments recognized in earnings on securities that have been previously impaired	0	0
Reductions due to credit-impaired securities sold, transferred or matured	-6	0
Balance at end of period	112	113
AFS debt securities | Other debt securities
Schedule of other-than-temporary impairment, credit losses recognized in earnings, roll forward
Balance at beginning of period	149	144
Credit impairments recognized in earnings on securities not previously impaired	0	0
Credit impairments recognized in earnings on securities that have been previously impaired	0	0
Reductions due to credit-impaired securities sold, transferred or matured	0	0
Balance at end of period	149	144
HTM debt securities
Schedule of other-than-temporary impairment, credit losses recognized in earnings, roll forward
Balance at beginning of period	803	867
Credit impairments recognized in earnings on securities not previously impaired	0	0
Credit impairments recognized in earnings on securities that have been previously impaired	0	0
Reductions due to credit-impaired securities sold, transferred or matured	-2	-13
Balance at end of period	801	854
HTM debt securities | Mortgage-backed securities
Schedule of other-than-temporary impairment, credit losses recognized in earnings, roll forward
Balance at beginning of period	670	678
Credit impairments recognized in earnings on securities not previously impaired	0	0
Credit impairments recognized in earnings on securities that have been previously impaired	0	0
Reductions due to credit-impaired securities sold, transferred or matured	-2	-13
Balance at end of period	668	665
HTM debt securities | Corporate
Schedule of other-than-temporary impairment, credit losses recognized in earnings, roll forward
Balance at beginning of period	0	56
Credit impairments recognized in earnings on securities not previously impaired	0	0
Credit impairments recognized in earnings on securities that have been previously impaired	0	0
Reductions due to credit-impaired securities sold, transferred or matured	0	0
Balance at end of period	0	56
HTM debt securities | Other debt securities
Schedule of other-than-temporary impairment, credit losses recognized in earnings, roll forward
Balance at beginning of period	133	133
Credit impairments recognized in earnings on securities not previously impaired	0	0
Credit impairments recognized in earnings on securities that have been previously impaired	0	0
Reductions due to credit-impaired securities sold, transferred or matured	0	0
Balance at end of period	$133	$133

INVESTMENTS_Alternative_Invest

INVESTMENTS - Alternative Investment Funds (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Dec. 31, 2014
Investments in Alternative Investment Funds
Alternative investment funds, fair value	$906,000,000	$970,000,000
Alternative investment funds, unfunded commitments	225,000,000	229,000,000
Amount of fund assets valued using net asset values provided by third party asset managers which is included in the total fair value amount of alternative investment funds	900,000,000	800,000,000
Hedge funds
Investments in Alternative Investment Funds
Alternative investment funds, fair value	4,000,000	8,000,000
Alternative investment funds, unfunded commitments	0	0
Alternative investment funds, redemption frequency (if currently eligible)	Generally quarterly
Hedge funds | Minimum
Investments in Alternative Investment Funds
Alternative investment funds, redemption notice period	10 days
Hedge funds | Maximum
Investments in Alternative Investment Funds
Alternative investment funds, redemption notice period	95 days
Private equity funds
Investments in Alternative Investment Funds
Alternative investment funds, fair value	777,000,000	796,000,000
Alternative investment funds, unfunded commitments	205,000,000	205,000,000
Real estate funds
Investments in Alternative Investment Funds
Alternative investment funds, fair value	125,000,000	166,000,000
Alternative investment funds, unfunded commitments	$20,000,000	$24,000,000

LOANS_Consumer_Loans_Details

LOANS - Consumer Loans (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Loans
Number of loan categories	2
Loans, net of unearned income	$621,054,000,000		$644,635,000,000
Consumer
Loans
Total loans	342,361,000,000		370,652,000,000
Net unearned income	-655,000,000		-682,000,000
Loans, net of unearned income	341,706,000,000		369,970,000,000
Loans sold and/or reclassified to held-for-sale	11,900,000,000	400,000,000
In U.S. offices | Consumer
Loans
Total loans	208,776,000,000		229,860,000,000
In U.S. offices | Consumer | Mortgage and real estate
Loans
Total loans	92,005,000,000		96,533,000,000
In U.S. offices | Consumer | Installment, revolving credit and other
Loans
Total loans	4,861,000,000		14,450,000,000
In U.S. offices | Consumer | Cards
Loans
Total loans	105,378,000,000		112,982,000,000
In U.S. offices | Consumer | Commercial and industrial
Loans
Total loans	6,532,000,000		5,895,000,000
In offices outside the U.S. | Consumer
Loans
Total loans	133,585,000,000		140,792,000,000
In offices outside the U.S. | Consumer | Mortgage and real estate
Loans
Total loans	50,970,000,000		54,462,000,000
In offices outside the U.S. | Consumer | Installment, revolving credit and other
Loans
Total loans	31,396,000,000		31,128,000,000
In offices outside the U.S. | Consumer | Cards
Loans
Total loans	28,681,000,000		32,032,000,000
In offices outside the U.S. | Consumer | Commercial and industrial
Loans
Total loans	21,992,000,000		22,561,000,000
In offices outside the U.S. | Consumer | Lease financing
Loans
Total loans	$546,000,000		$609,000,000

LOANS_Consumer_Loan_Delinquenc

LOANS - Consumer Loan Delinquency (Details) (USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
Loans receivable
Loans, net of unearned income	$621,054	$644,635
Loans at fair value	6,575	5,901
Residential first mortgages | Less than or equal to 80% | Loan to Values (LTVs)
Loans receivable
Loans	47,303	48,163
Residential first mortgages | 80% but less than or equal to 100% | Loan to Values (LTVs)
Loans receivable
Loans	8,619	9,480
Residential first mortgages | Greater than 100% | Loan to Values (LTVs)
Loans receivable
Loans	2,464	2,670
Residential first mortgages | Less than 620 | Consumer
Loans receivable
Loans	8,071	8,911
Residential first mortgages | ≥ 620 but less than 660 | Consumer
Loans receivable
Loans	4,981	5,463
Residential first mortgages | Equal to or greater than 660 | Consumer
Loans receivable
Loans	45,207	45,783
Home equity loans | Less than or equal to 80% | Loan to Values (LTVs)
Loans receivable
Loans	14,330	14,638
Home equity loans | 80% but less than or equal to 100% | Loan to Values (LTVs)
Loans receivable
Loans	6,729	7,267
Home equity loans | Greater than 100% | Loan to Values (LTVs)
Loans receivable
Loans	4,588	4,641
Home equity loans | Less than 620 | Consumer
Loans receivable
Loans	3,124	3,257
Home equity loans | ≥ 620 but less than 660 | Consumer
Loans receivable
Loans	2,367	2,456
Home equity loans | Equal to or greater than 660 | Consumer
Loans receivable
Loans	20,271	20,957
Credit cards | Less than 620 | Consumer
Loans receivable
Loans	7,558	7,647
Credit cards | ≥ 620 but less than 660 | Consumer
Loans receivable
Loans	9,935	10,296
Credit cards | Equal to or greater than 660 | Consumer
Loans receivable
Loans	85,779	92,877
Installment and other | Less than 620 | Consumer
Loans receivable
Loans	324	4,015
Installment and other | ≥ 620 but less than 660 | Consumer
Loans receivable
Loans	248	2,520
Installment and other | Equal to or greater than 660 | Consumer
Loans receivable
Loans	2,576	5,150
Open-ended consumer loans
Loans receivable
Minimum number of payments made consecutively for the loans to be re-aged	3
Consumer
Loans receivable
Period within which default occurred post-modification	1 year
Number of days past due, non-accrual status	60 days
Loans, current	331,243	357,348
Loans, net of unearned income	341,706	369,970
Loans, total non-accrual	5,593	5,924
Loans, 90 days past due and accruing	3,804	4,372
Loans less than this number of days past due are considered current	30 days	30 days
Consumer | Minimum
Loans receivable
Minimum number of payments made consecutively for the loans to be re-aged	1
Consumer | Maximum
Loans receivable
Minimum number of payments made consecutively for the loans to be re-aged	3
Consumer | Less than or equal to 80% | Loan to Values (LTVs)
Loans receivable
Loans	61,633	62,801
Consumer | 80% but less than or equal to 100% | Loan to Values (LTVs)
Loans receivable
Loans	15,348	16,747
Consumer | Greater than 100% | Loan to Values (LTVs)
Loans receivable
Loans	7,052	7,311
Consumer | Less than 620 | Consumer
Loans receivable
Loans	19,077	23,830
Consumer | ≥ 620 but less than 660 | Consumer
Loans receivable
Loans	17,531	20,735
Consumer | Equal to or greater than 660 | Consumer
Loans receivable
Loans	153,833	164,767
Consumer | Government-guaranteed
Loans receivable
Loans, past due	2,652	3,443
Consumer | 30 to 89 Days Past Due
Loans receivable
Loans, past due	3,859	4,529
Consumer | Equal to greater than 90 days past due
Loans receivable
Loans, past due	3,952	4,650
Consumer | Residential first mortgages
Loans receivable
Number of days past due, non-accrual status	90 days	90 days
Loans at fair value	38	43
Consumer | Home equity loans
Loans receivable
Number of days past due, non-accrual status	90 days
Consumer | Credit cards
Loans receivable
Number of days past due, non-accrual status	180 days
Consumer | Installment and other
Loans receivable
Number of days past due, non-accrual status	90 days
Consumer | Commercial market loans
Loans receivable
Number of days past due, non-accrual status	90 days
Consumer | Total GCB and Citi Holdings Consumer
Loans receivable
Loans, current	331,016	357,110
Loans, net of unearned income	341,461	369,711
Loans, total non-accrual	5,564	5,894
Loans, 90 days past due and accruing	3,804	4,372
Consumer | Total GCB and Citi Holdings Consumer | Government-guaranteed
Loans receivable
Loans, past due	2,652	3,443
Consumer | Total GCB and Citi Holdings Consumer | 30 to 89 Days Past Due
Loans receivable
Loans, past due	3,850	4,519
Consumer | Total GCB and Citi Holdings Consumer | Equal to greater than 90 days past due
Loans receivable
Loans, past due	3,943	4,639
Consumer | Other
Loans receivable
Loans, current	227	238
Loans, net of unearned income	245	259
Loans, total non-accrual	29	30
Loans, 90 days past due and accruing	0	0
Consumer | Other | Government-guaranteed
Loans receivable
Loans, past due	0	0
Consumer | Other | 30 to 89 Days Past Due
Loans receivable
Loans, past due	9	10
Consumer | Other | Equal to greater than 90 days past due
Loans receivable
Loans, past due	9	11
Consumer | Open-ended consumer loans
Loans receivable
Number of re-age modification limitations in twelve months	1
Number of re-age modification limitations in five years	2
Consumer | Unsecured Revolving Loans
Loans receivable
Number of days past due, non-accrual status	180 days
Consumer | In North America Offices
Loans receivable
Loans, current	202,066	221,424
Loans, net of unearned income	210,216	231,517
Loans, total non-accrual	4,187	4,406
Loans, 90 days past due and accruing	3,497	4,050
Consumer | In North America Offices | Government-guaranteed
Loans receivable
Loans, past due	2,652	3,443
Consumer | In North America Offices | 30 to 89 Days Past Due
Loans receivable
Loans, past due	2,570	3,191
Consumer | In North America Offices | Equal to greater than 90 days past due
Loans receivable
Loans, past due	2,928	3,459
Consumer | In North America Offices | Residential first mortgages
Loans receivable
Loans, current	59,466	61,730
Loans, net of unearned income	64,295	67,824
Loans, total non-accrual	2,768	2,746
Loans, 90 days past due and accruing	2,285	2,759
Consumer | In North America Offices | Residential first mortgages | Government-guaranteed
Loans receivable
Loans, past due	2,652	3,443
Consumer | In North America Offices | Residential first mortgages | 30 to 89 Days Past Due
Loans receivable
Loans, past due	1,005	1,280
Consumer | In North America Offices | Residential first mortgages | 30 to 89 Days Past Due | Government-guaranteed
Loans receivable
Loans, past due	400	600
Consumer | In North America Offices | Residential first mortgages | Equal to greater than 90 days past due
Loans receivable
Loans, past due	1,172	1,371
Consumer | In North America Offices | Residential first mortgages | Equal to greater than 90 days past due | Government-guaranteed
Loans receivable
Loans, past due	2,300	2,800
Consumer | In North America Offices | Home equity loans
Loans receivable
Loans, current	26,339	27,262
Loans, net of unearned income	27,125	28,117
Loans, total non-accrual	1,273	1,271
Loans, 90 days past due and accruing	0	0
Consumer | In North America Offices | Home equity loans | Government-guaranteed
Loans receivable
Loans, past due	0	0
Consumer | In North America Offices | Home equity loans | 30 to 89 Days Past Due
Loans receivable
Loans, past due	281	335
Consumer | In North America Offices | Home equity loans | Equal to greater than 90 days past due
Loans receivable
Loans, past due	505	520
Consumer | In North America Offices | Credit cards
Loans receivable
Loans, current	103,587	111,441
Loans, net of unearned income	105,955	114,028
Loans, total non-accrual	0	0
Loans, 90 days past due and accruing	1,198	1,273
Consumer | In North America Offices | Credit cards | Government-guaranteed
Loans receivable
Loans, past due	0	0
Consumer | In North America Offices | Credit cards | 30 to 89 Days Past Due
Loans receivable
Loans, past due	1,170	1,316
Consumer | In North America Offices | Credit cards | Equal to greater than 90 days past due
Loans receivable
Loans, past due	1,198	1,271
Consumer | In North America Offices | Installment and other
Loans receivable
Loans, current	4,158	12,361
Loans, net of unearned income	4,257	12,874
Loans, total non-accrual	30	254
Loans, 90 days past due and accruing	3	3
Consumer | In North America Offices | Installment and other | Government-guaranteed
Loans receivable
Loans, past due	0	0
Consumer | In North America Offices | Installment and other | 30 to 89 Days Past Due
Loans receivable
Loans, past due	60	229
Consumer | In North America Offices | Installment and other | Equal to greater than 90 days past due
Loans receivable
Loans, past due	39	284
Consumer | In North America Offices | Commercial market loans
Loans receivable
Loans, current	8,516	8,630
Loans, net of unearned income	8,584	8,674
Loans, total non-accrual	116	135
Loans, 90 days past due and accruing	11	15
Consumer | In North America Offices | Commercial market loans | Government-guaranteed
Loans receivable
Loans, past due	0	0
Consumer | In North America Offices | Commercial market loans | 30 to 89 Days Past Due
Loans receivable
Loans, past due	54	31
Consumer | In North America Offices | Commercial market loans | Equal to greater than 90 days past due
Loans receivable
Loans, past due	14	13
Consumer | In offices outside North America
Loans receivable
Loans, current	128,950	135,686
Loans, net of unearned income	131,245	138,194
Loans, total non-accrual	1,377	1,488
Loans, 90 days past due and accruing	307	322
Consumer | In offices outside North America | Government-guaranteed
Loans receivable
Loans, past due	0	0
Consumer | In offices outside North America | 30 to 89 Days Past Due
Loans receivable
Loans, past due	1,280	1,328
Consumer | In offices outside North America | Equal to greater than 90 days past due
Loans receivable
Loans, past due	1,015	1,180
Consumer | In offices outside North America | Residential first mortgages
Loans receivable
Loans, current	41,663	44,782
Loans, net of unearned income	42,164	45,317
Loans, total non-accrual	434	454
Loans, 90 days past due and accruing	0	0
Consumer | In offices outside North America | Residential first mortgages | Government-guaranteed
Loans receivable
Loans, past due	0	0
Consumer | In offices outside North America | Residential first mortgages | 30 to 89 Days Past Due
Loans receivable
Loans, past due	304	312
Consumer | In offices outside North America | Residential first mortgages | Equal to greater than 90 days past due
Loans receivable
Loans, past due	197	223
Consumer | In offices outside North America | Home equity loans
Loans receivable
Loans, current	0	0
Loans, net of unearned income	0	0
Loans, total non-accrual	0	0
Loans, 90 days past due and accruing	0	0
Consumer | In offices outside North America | Home equity loans | Government-guaranteed
Loans receivable
Loans, past due	0	0
Consumer | In offices outside North America | Home equity loans | 30 to 89 Days Past Due
Loans receivable
Loans, past due	0	0
Consumer | In offices outside North America | Home equity loans | Equal to greater than 90 days past due
Loans receivable
Loans, past due	0	0
Consumer | In offices outside North America | Credit cards
Loans receivable
Loans, current	27,457	30,327
Loans, net of unearned income	28,512	31,482
Loans, total non-accrual	347	413
Loans, 90 days past due and accruing	307	322
Consumer | In offices outside North America | Credit cards | Government-guaranteed
Loans receivable
Loans, past due	0	0
Consumer | In offices outside North America | Credit cards | 30 to 89 Days Past Due
Loans receivable
Loans, past due	567	602
Consumer | In offices outside North America | Credit cards | Equal to greater than 90 days past due
Loans receivable
Loans, past due	488	553
Consumer | In offices outside North America | Installment and other
Loans receivable
Loans, current	30,575	29,297
Loans, net of unearned income	31,053	29,774
Loans, total non-accrual	200	216
Loans, 90 days past due and accruing	0	0
Consumer | In offices outside North America | Installment and other | Government-guaranteed
Loans receivable
Loans, past due	0	0
Consumer | In offices outside North America | Installment and other | 30 to 89 Days Past Due
Loans receivable
Loans, past due	334	328
Consumer | In offices outside North America | Installment and other | Equal to greater than 90 days past due
Loans receivable
Loans, past due	144	149
Consumer | In offices outside North America | Commercial market loans
Loans receivable
Loans, current	29,255	31,280
Loans, net of unearned income	29,516	31,621
Loans, total non-accrual	396	405
Loans, 90 days past due and accruing	0	0
Consumer | In offices outside North America | Commercial market loans | Government-guaranteed
Loans receivable
Loans, past due	0	0
Consumer | In offices outside North America | Commercial market loans | 30 to 89 Days Past Due
Loans receivable
Loans, past due	75	86
Consumer | In offices outside North America | Commercial market loans | Equal to greater than 90 days past due
Loans receivable
Loans, past due	$186	$255

LOANS_Impaired_Consumer_Loans_

LOANS - Impaired Consumer Loans (Details) (Consumer, USD $)	3 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
	Q		Q
Financing receivable impaired
Recorded investment	$15,674		$19,358
Unpaid principal balance	17,359		21,070
Related specific allowance	3,314		3,917
Average carrying value	19,617		21,552
Interest income recognized	214	299
Number of quarters used to calculate the average recorded investment balance	4		4
Residential first mortgages
Financing receivable impaired
Recorded investment	10,636		13,551
Unpaid principal balance	11,388		14,387
Related specific allowance	1,531		1,909
Average carrying value	13,847		15,389
Interest income recognized	141	184
Impaired financing receivable without specific allowance	1,656		1,896
Home equity loans
Financing receivable impaired
Recorded investment	1,961		2,029
Unpaid principal balance	2,607		2,674
Related specific allowance	597		599
Average carrying value	2,034		2,075
Interest income recognized	17	19
Impaired financing receivable without specific allowance	533		554
Credit cards
Financing receivable impaired
Recorded investment	2,249		2,407
Unpaid principal balance	2,288		2,447
Related specific allowance	805		849
Average carrying value	2,517		2,732
Interest income recognized	44	51
Individual installment and other
Financing receivable impaired
Recorded investment	432		948
Unpaid principal balance	459		963
Related specific allowance	260		450
Average carrying value	834		975
Interest income recognized	9	34
Commercial market loans
Financing receivable impaired
Recorded investment	396		423
Unpaid principal balance	617		599
Related specific allowance	121		110
Average carrying value	385		381
Interest income recognized	3	11
Impaired financing receivable without specific allowance	$150		$158

LOANS_Consumer_Troubled_Debt_R

LOANS - Consumer Troubled Debt Restructurings (Details) (Consumer, USD $)	3 Months Ended	12 Months Ended	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014
			loan
Loans receivable
Period within which default occurred post-modification	1 year
Number of days past due, non-accrual status	60 days
Residential first mortgages
Loans receivable
Number of days past due, non-accrual status	90 days	90 days
Home equity loans
Loans receivable
Number of days past due, non-accrual status	90 days
Credit cards
Loans receivable
Number of days past due, non-accrual status	180 days
Installment and other
Loans receivable
Number of days past due, non-accrual status	90 days
Commercial market loans
Loans receivable
Number of days past due, non-accrual status	90 days
In North America Offices
Loans receivable
Number of loans modified	55,702		66,948
Post-modification recorded investment	684		$1,082
Deferred principal	4		18
Contingent principal forgiveness	2		11
Principal forgiveness	9		12
Loans in default	168		346
In North America Offices | Residential first mortgages
Loans receivable
Number of loans modified	3,093		5,779
Post-modification recorded investment	407		685
Deferred principal	4		17
Contingent principal forgiveness	2		11
Principal forgiveness	8		3
Average interest rate reduction (as a percent)	1.00%		1.00%
Post-modification recorded investment for borrowers that have gone through Chapter 7 bankruptcy	66		91
Loans in default	110		245
In North America Offices | Residential first mortgages | New OCC guidance
Loans receivable
Post-modification recorded investment for borrowers that have gone through Chapter 7 bankruptcy	38		57
In North America Offices | Home equity loans
Loans receivable
Number of loans modified	1,258		2,319
Post-modification recorded investment	46		84
Deferred principal	0		1
Contingent principal forgiveness	0		0
Principal forgiveness	1		9
Average interest rate reduction (as a percent)	2.00%		2.00%
Post-modification recorded investment for borrowers that have gone through Chapter 7 bankruptcy	15		22
Loans in default	11		23
In North America Offices | Home equity loans | New OCC guidance
Loans receivable
Post-modification recorded investment for borrowers that have gone through Chapter 7 bankruptcy	12		19
In North America Offices | Credit cards
Loans receivable
Number of loans modified	50,310		44,976
Post-modification recorded investment	211		199
Deferred principal	0		0
Contingent principal forgiveness	0		0
Principal forgiveness	0		0
Average interest rate reduction (as a percent)	16.00%		15.00%
Loans in default	43		51
In North America Offices | Installment and other
Loans receivable
Number of loans modified	984		13,836
Post-modification recorded investment	9		101
Deferred principal	0		0
Contingent principal forgiveness	0		0
Principal forgiveness	0		0
Average interest rate reduction (as a percent)	12.00%		7.00%
Loans in default	2		21
In North America Offices | Commercial market loans
Loans receivable
Number of loans modified	57		38
Post-modification recorded investment	11		13
Deferred principal	0		0
Contingent principal forgiveness	0		0
Principal forgiveness	0		0
Average interest rate reduction (as a percent)	0.00%		0.00%
Loans in default	2		6
In offices outside North America
Loans receivable
Number of loans modified	57,344		52,642
Post-modification recorded investment	219		315
Deferred principal	0		0
Contingent principal forgiveness	0		0
Principal forgiveness	4		3
Loans in default	75		101
In offices outside North America | Residential first mortgages
Loans receivable
Number of loans modified	869		546
Post-modification recorded investment	21		22
Deferred principal	0		0
Contingent principal forgiveness	0		0
Principal forgiveness	0		0
Average interest rate reduction (as a percent)	0.00%		1.00%
Loans in default	6		6
In offices outside North America | Home equity loans
Loans receivable
Number of loans modified	14		32
Post-modification recorded investment	3		5
Deferred principal	0		0
Contingent principal forgiveness	0		0
Principal forgiveness	0		0
Average interest rate reduction (as a percent)	0.00%		0.00%
Loans in default	0		0
In offices outside North America | Credit cards
Loans receivable
Number of loans modified	40,431		37,106
Post-modification recorded investment	98		121
Deferred principal	0		0
Contingent principal forgiveness	0		0
Principal forgiveness	2		2
Average interest rate reduction (as a percent)	13.00%		14.00%
Loans in default	35		63
In offices outside North America | Installment and other
Loans receivable
Number of loans modified	15,947		14,862
Post-modification recorded investment	69		74
Deferred principal	0		0
Contingent principal forgiveness	0		0
Principal forgiveness	2		1
Average interest rate reduction (as a percent)	5.00%		7.00%
Loans in default	23		27
In offices outside North America | Commercial market loans
Loans receivable
Number of loans modified	83		96
Post-modification recorded investment	28		93
Deferred principal	0		0
Contingent principal forgiveness	0		0
Principal forgiveness	0		0
Average interest rate reduction (as a percent)	3.00%		0.00%
Loans in default	11		$5

LOANS_Corporate_Loans_Details

LOANS - Corporate Loans (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Loans
Loans, net of unearned income	$621,054	$644,635
Corporate
Loans
Total loans	279,888	275,219
Net unearned income (loss)	-540	-554
Loans, net of unearned income	279,348	274,665
Corporate | Commercial and industrial
Loans
Loans, net of unearned income	114,232	110,389
Corporate | Financial institutions
Loans
Loans, net of unearned income	66,684	67,832
Corporate | Mortgage and real estate
Loans
Loans, net of unearned income	39,359	38,473
Corporate | Lease financing
Loans
Loans, net of unearned income	2,077	2,113
In U.S. offices | Corporate
Loans
Total loans	137,758	134,829
In U.S. offices | Corporate | Commercial and industrial
Loans
Total loans	37,537	35,055
In U.S. offices | Corporate | Financial institutions
Loans
Total loans	36,054	36,272
In U.S. offices | Corporate | Mortgage and real estate
Loans
Total loans	33,145	32,537
In U.S. offices | Corporate | Installment, revolving credit and other
Loans
Total loans	29,267	29,207
In U.S. offices | Corporate | Lease financing
Loans
Total loans	1,755	1,758
In offices outside the U.S. | Corporate
Loans
Total loans	142,130	140,390
In offices outside the U.S. | Corporate | Commercial and industrial
Loans
Total loans	81,426	79,239
In offices outside the U.S. | Corporate | Financial institutions
Loans
Total loans	32,210	33,269
In offices outside the U.S. | Corporate | Mortgage and real estate
Loans
Total loans	6,311	6,031
In offices outside the U.S. | Corporate | Installment, revolving credit and other
Loans
Total loans	19,687	19,259
In offices outside the U.S. | Corporate | Lease financing
Loans
Total loans	322	356
In offices outside the U.S. | Corporate | Government and official institutions
Loans
Total loans	$2,174	$2,236

LOANS_Corporate_Loan_Delinquen

LOANS - Corporate Loan Delinquency (Details) (USD $)	3 Months Ended		12 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Loans receivable
Loans, net of unearned income	$621,054,000,000		$644,635,000,000
Loans at fair value	6,575,000,000		5,901,000,000
Corporate
Loans receivable
Loans sold and/or reclassified to held-for-sale	600,000,000	1,100,000,000
Number of days past due, non-accrual status	90 days		90 days
Number of days past due for reversal of accrued interest and charging to earnings	90 days
Loans, equal to 30- 89 days past due and accruing	857,000,000		187,000,000
Loans, greater than or equal to 90 days past due and accruing	6,000,000		1,000,000
Loans, total Past due and accruing	863,000,000		188,000,000
Loans, total non-accrual	1,161,000,000		1,183,000,000
Loans, total current	270,742,000,000		267,385,000,000
Loans, net of unearned income	279,348,000,000		274,665,000,000
Loans at fair value	6,537,000,000		5,858,000,000
Purchased distressed loans	45,000,000		51,000,000
Loans less than this number of days past due are considered current	30 days		30 days
Corporate | Commercial and industrial
Loans receivable
Loans, equal to 30- 89 days past due and accruing	541,000,000		50,000,000
Loans, greater than or equal to 90 days past due and accruing	1,000,000		0
Loans, total Past due and accruing	542,000,000		50,000,000
Loans, total non-accrual	592,000,000		575,000,000
Loans, total current	113,098,000,000		109,764,000,000
Loans, net of unearned income	114,232,000,000		110,389,000,000
Corporate | Financial institutions
Loans receivable
Loans, equal to 30- 89 days past due and accruing	95,000,000		2,000,000
Loans, greater than or equal to 90 days past due and accruing	0		0
Loans, total Past due and accruing	95,000,000		2,000,000
Loans, total non-accrual	239,000,000		250,000,000
Loans, total current	66,350,000,000		67,580,000,000
Loans, net of unearned income	66,684,000,000		67,832,000,000
Corporate | Mortgage and real estate
Loans receivable
Loans, equal to 30- 89 days past due and accruing	132,000,000		86,000,000
Loans, greater than or equal to 90 days past due and accruing	0		0
Loans, total Past due and accruing	132,000,000		86,000,000
Loans, total non-accrual	246,000,000		252,000,000
Loans, total current	38,981,000,000		38,135,000,000
Loans, net of unearned income	39,359,000,000		38,473,000,000
Corporate | Leases
Loans receivable
Loans, equal to 30- 89 days past due and accruing	0		0
Loans, greater than or equal to 90 days past due and accruing	1,000,000		0
Loans, total Past due and accruing	1,000,000		0
Loans, total non-accrual	49,000,000		51,000,000
Loans, total current	2,027,000,000		2,062,000,000
Loans, net of unearned income	2,077,000,000		2,113,000,000
Corporate | Other
Loans receivable
Loans, equal to 30- 89 days past due and accruing	89,000,000		49,000,000
Loans, greater than or equal to 90 days past due and accruing	4,000,000		1,000,000
Loans, total Past due and accruing	93,000,000		50,000,000
Loans, total non-accrual	35,000,000		55,000,000
Loans, total current	50,286,000,000		49,844,000,000
Loans, net of unearned income	$50,414,000,000		$49,949,000,000

LOANS_Corporate_Loans_Credit_Q

LOANS - Corporate Loans Credit Quality Indicators (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Loans receivable
Loans, net of unearned income	$621,054	$644,635
Loans at fair value	6,575	5,901
Corporate
Loans receivable
Loans, net of unearned income	279,348	274,665
Loans, total non-accrual	1,161	1,183
Loans at fair value	6,537	5,858
Corporate | Commercial and industrial
Loans receivable
Loans, net of unearned income	114,232	110,389
Loans, total non-accrual	592	575
Corporate | Financial institutions
Loans receivable
Loans, net of unearned income	66,684	67,832
Loans, total non-accrual	239	250
Corporate | Mortgage and real estate
Loans receivable
Loans, net of unearned income	39,359	38,473
Loans, total non-accrual	246	252
Corporate | Lease financing
Loans receivable
Loans, net of unearned income	2,077	2,113
Loans, total non-accrual	49	51
Corporate | Other
Loans receivable
Loans, net of unearned income	50,414	49,949
Loans, total non-accrual	35	55
Corporate | Private Banking loans managed on a delinquency basis
Loans receivable
Loans, net of unearned income	18,995	18,616
Corporate | Investment Grade
Loans receivable
Loans, net of unearned income	204,340	200,987
Corporate | Investment Grade | Commercial and industrial
Loans receivable
Loans, net of unearned income	83,405	80,812
Corporate | Investment Grade | Financial institutions
Loans receivable
Loans, net of unearned income	55,902	56,154
Corporate | Investment Grade | Mortgage and real estate
Loans receivable
Loans, net of unearned income	17,049	16,068
Corporate | Investment Grade | Lease financing
Loans receivable
Loans, net of unearned income	1,650	1,669
Corporate | Investment Grade | Other
Loans receivable
Loans, net of unearned income	46,334	46,284
Corporate | Non-Investment Grade
Loans receivable
Loans, net of unearned income	49,476	49,204
Corporate | Non-Investment Grade | Commercial and industrial
Loans receivable
Loans, net of unearned income	30,234	29,003
Loans, total non-accrual	592	575
Corporate | Non-Investment Grade | Financial institutions
Loans receivable
Loans, net of unearned income	10,543	11,429
Loans, total non-accrual	239	250
Corporate | Non-Investment Grade | Mortgage and real estate
Loans receivable
Loans, net of unearned income	3,115	3,587
Loans, total non-accrual	246	252
Corporate | Non-Investment Grade | Lease financing
Loans receivable
Loans, net of unearned income	378	393
Loans, total non-accrual	49	51
Corporate | Non-Investment Grade | Other
Loans receivable
Loans, net of unearned income	4,045	3,609
Loans, total non-accrual	$35	$55

LOANS_Nonaccrual_Corporate_Loa

LOANS - Non-accrual Corporate Loans (Details) (Corporate, USD $)	3 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Financing receivable impaired
Number of months in sustained period of repayment performance for cash-basis loans to return to an accrual status	6 months
Recorded investment	$1,161		$1,183
Unpaid principal balance	1,670		1,533
Related specific allowance	235		236
Average carrying value	1,229		1,344
Interest Income Recognized	1	10
Impaired financing receivable with specific allowance	489		433
Impaired financing receivable without specific allowance	672		750
Commercial and industrial
Financing receivable impaired
Recorded investment	592		575
Unpaid principal balance	933		863
Related specific allowance	167		155
Average carrying value	630		658
Interest Income Recognized	0	5
Impaired financing receivable with specific allowance	297		224
Impaired financing receivable without specific allowance	295		351
Financial institutions
Financing receivable impaired
Recorded investment	239		250
Unpaid principal balance	252		262
Related specific allowance	9		7
Average carrying value	253		278
Interest Income Recognized	0	4
Impaired financing receivable with specific allowance	45		37
Impaired financing receivable without specific allowance	194		213
Mortgage and real estate
Financing receivable impaired
Recorded investment	246		252
Unpaid principal balance	282		287
Related specific allowance	18		24
Average carrying value	244		263
Interest Income Recognized	1	1
Impaired financing receivable with specific allowance	66		70
Impaired financing receivable without specific allowance	180		182
Lease financing
Financing receivable impaired
Recorded investment	49		51
Unpaid principal balance	49		53
Related specific allowance	29		29
Average carrying value	50		85
Interest Income Recognized	0	0
Impaired financing receivable with specific allowance	47		47
Impaired financing receivable without specific allowance	2		4
Other
Financing receivable impaired
Recorded investment	35		55
Unpaid principal balance	154		68
Related specific allowance	12		21
Average carrying value	52		60
Interest Income Recognized	0	0
Impaired financing receivable with specific allowance	34		55
Impaired financing receivable without specific allowance	$1		$0

LOANS_Corporate_Troubled_Debt_

LOANS - Corporate Troubled Debt Restructurings (Details) (Corporate, USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Financing receivable impaired
Carrying Value	$1	$44
TDRs involving changes in the amount and/or timing of principal payments	1	27
TDRs involving changes in the amount and/or timing of interest payments	0	17
TDRs involving changes in the amount and/or timing of both principal and interest payments	0	0
Period within which default occurred post-modification	1 year
Number of days past due, default status	60 days
Carrying Value	529	739
TDR in payment default	0	0
Commercial market loans
Financing receivable impaired
Number of days past due, default status	90 days
Commercial and industrial
Financing receivable impaired
Carrying Value	0	40
TDRs involving changes in the amount and/or timing of principal payments	0	23
TDRs involving changes in the amount and/or timing of interest payments	0	17
TDRs involving changes in the amount and/or timing of both principal and interest payments	0	0
Carrying Value	88	182
TDR in payment default	0	0
Financial institutions
Financing receivable impaired
Carrying Value	0	0
TDRs involving changes in the amount and/or timing of principal payments	0	0
TDRs involving changes in the amount and/or timing of interest payments	0	0
TDRs involving changes in the amount and/or timing of both principal and interest payments	0	0
Carrying Value	0	0
TDR in payment default	0	0
Mortgage and real estate
Financing receivable impaired
Carrying Value	1	4
TDRs involving changes in the amount and/or timing of principal payments	1	4
TDRs involving changes in the amount and/or timing of interest payments	0	0
TDRs involving changes in the amount and/or timing of both principal and interest payments	0	0
Carrying Value	105	147
TDR in payment default	0	0
Other
Financing receivable impaired
Carrying Value	0	0
TDRs involving changes in the amount and/or timing of principal payments	0	0
TDRs involving changes in the amount and/or timing of interest payments	0	0
TDRs involving changes in the amount and/or timing of both principal and interest payments	0	0
Carrying Value	336	410
TDR in payment default	$0	$0

ALLOWANCE_FOR_CREDIT_LOSSES_Al

ALLOWANCE FOR CREDIT LOSSES - Allowance for Loan Losses Roll Forward (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Allowance for credit losses
Allowance for loan losses at beginning of period	$15,994	$19,648
Gross credit losses	-2,458	-2,983
Gross recoveries	501	544
NCLs	1,957	2,439
Net reserve build (releases)	-91	-560
Net specific reserve builds (releases)	-111	-86
Total provision for credit losses	1,755	1,793
Other, net	-1,194	-79
Allowance for loan losses at the end of year	14,598	18,923
Allowance for credit losses on unfunded lending commitments
Allowance for credit losses on unfunded lending commitments at beginning of year	1,063	1,229
Provision (release) for unfunded lending commitments	-37	-27
Other, net	-3	0
Allowance for credit losses on unfunded lending commitments at end of year	1,023	1,202
Total allowance for loans, leases, and unfunded lending commitments at end of period	$15,621	$20,125

ALLOWANCE_FOR_CREDIT_LOSSES_Ad

ALLOWANCE FOR CREDIT LOSSES - Additional Information (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Loans and Leases Receivable, Allowance [Abstract]
Reduction of allowance for loan and leases losses due to loans sold or transferred to held-for-sale or to discontinued operations	$1,000	$79
Reduction of allowance for loan and leases losses due to transfer to real estate loan portfolio	281
Reduction of allowance related to foreign currency translation	$145

ALLOWANCE_FOR_CREDIT_LOSSES_Al1

ALLOWANCE FOR CREDIT LOSSES - Allowance for Loan Losses Roll Forward by Segment (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Allowance for credit losses
Allowance for loan losses at beginning of period	$15,994	$19,648
Charge-offs	-2,458	-2,983
Recoveries	501	544
Replenishment of net charge-offs	1,957	2,439
Net reserve build (releases)	-91	-560
Net specific reserve releases	-111	-86
Other	-1,194	-79
Allowance for loan losses at the end of year	14,598	18,923
Allowance for loan losses:
Determined in accordance with ASC 450-20	10,994		11,783
Determined in accordance with ASC 310-10-35	3,550		4,152
Allowance for loan losses	14,598	18,923
Loans, net of unearned income:
Loans collectively evaluated for impairment in accordance with ASC 450-20	596,976		617,470
Loans individually evaluated for impairment in accordance with ASC 310-10-35	17,105		20,843
Loans held at fair value	6,575		5,901
Loans, net of unearned income	621,054		644,635
Receivables Acquired with Deteriorated Credit Quality
Allowance for loan losses:
Determined in accordance with ASC 310-30	54		59
Loans, net of unearned income:
Loans	398		421
Corporate
Allowance for credit losses
Allowance for loan losses at beginning of period	2,389	2,584
Charge-offs	-23	-174
Recoveries	32	29
Replenishment of net charge-offs	-9	145
Net reserve build (releases)	100	-101
Net specific reserve releases	3	-10
Other	-16	-1
Allowance for loan losses at the end of year	2,476	2,472
Allowance for loan losses:
Determined in accordance with ASC 450-20	2,201		2,110
Determined in accordance with ASC 310-10-35	236		235
Allowance for loan losses	2,476	2,472
Loans, net of unearned income:
Loans collectively evaluated for impairment in accordance with ASC 450-20	271,335		267,271
Loans individually evaluated for impairment in accordance with ASC 310-10-35	1,431		1,485
Loans held at fair value	6,537		5,858
Loans, net of unearned income	279,348		274,665
Corporate | Receivables Acquired with Deteriorated Credit Quality
Allowance for loan losses:
Determined in accordance with ASC 310-30	39		44
Loans, net of unearned income:
Loans	45		51
Consumer
Allowance for credit losses
Allowance for loan losses at beginning of period	13,605	17,064
Charge-offs	-2,435	-2,809
Recoveries	469	515
Replenishment of net charge-offs	1,966	2,294
Net reserve build (releases)	-191	-459
Net specific reserve releases	-114	-76
Other	-1,178	-78
Allowance for loan losses at the end of year	12,122	16,451
Allowance for loan losses:
Determined in accordance with ASC 450-20	8,793		9,673
Determined in accordance with ASC 310-10-35	3,314		3,917
Allowance for loan losses	12,122	16,451
Loans, net of unearned income:
Loans collectively evaluated for impairment in accordance with ASC 450-20	325,641		350,199
Loans individually evaluated for impairment in accordance with ASC 310-10-35	15,674		19,358
Loans held at fair value	38		43
Loans, net of unearned income	341,706		369,970
Consumer | Receivables Acquired with Deteriorated Credit Quality
Allowance for loan losses:
Determined in accordance with ASC 310-30	15		15
Loans, net of unearned income:
Loans	$353		$370

GOODWILL_AND_INTANGIBLE_ASSETS2

GOODWILL AND INTANGIBLE ASSETS - Changes in Goodwill (Details) (USD $)	3 Months Ended		12 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2012
Goodwill
Balance of goodwill at beginning of period	$23,592,000,000
Foreign exchange translation and other	-312,000,000
Impairment of goodwill	-16,000,000	0	0
Divestitures, purchase accounting adjustments and other	-114,000,000
Balance of goodwill at end of period	$23,150,000,000

GOODWILL_AND_INTANGIBLE_ASSETS3

GOODWILL AND INTANGIBLE ASSETS - Goodwill by Reporting Units (Details) (USD $)	3 Months Ended		12 Months Ended	0 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2012	Jan. 01, 2015	Dec. 31, 2014
Goodwill:
Impairments	$16,000,000	$0	$0
Goodwill	23,150,000,000				23,592,000,000
North America Global Consumer Banking
Goodwill:
Goodwill	6,725,000,000
EMEA Global Consumer Banking
Goodwill:
Goodwill	293,000,000
Asia Global Consumer Banking
Goodwill:
Goodwill	4,626,000,000
Latin America Global Consumer Banking
Goodwill:
Goodwill	1,465,000,000
Banking
Goodwill:
Goodwill	3,372,000,000
Markets and Securities Services
Goodwill:
Goodwill	6,569,000,000
Latin America Retirement Services
Goodwill:
Goodwill	0
Goodwill, reclassified to other assets held-for-sale	42,000,000
Citi Holdings—Consumer EMEA
Goodwill:
Fair Value as a % of allocated book value				107.00%
Goodwill	23,000,000
Citi Holdings — Consumer Japan
Goodwill:
Goodwill	0
Goodwill, reclassified to other assets held-for-sale	61,000,000
Citi Holdings—Consumer Latin America
Goodwill:
Goodwill	77,000,000
Consumer Finance South Korea
Goodwill:
Impairments	$16,000,000

GOODWILL_AND_INTANGIBLE_ASSETS4

GOODWILL AND INTANGIBLE ASSETS - Components of Intangible Assets (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Finite and Indefinite-lived Intangible Assets [Line Items]
Gross carrying amount of Intangible assets (excluding MSRs)	$14,869	$15,098
Accumulated amortization of Intangible assets (excluding MSRs)	10,625	10,532
Net carrying amount of Intangible assets (excluding MSRs)	4,244	4,566
Gross carrying amount, Mortgage servicing rights (MSRs)	1,685	1,845
Mortgage servicing rights (MSRs)	1,685	1,845
Gross carrying amount of Intangible assets	16,554	16,943
Accumulated amortization of Intangible assets	10,625	10,532
Net carrying amount of Intangible assets, balance at end of period	5,929	6,411
Indefinite-lived intangible assets
Finite and Indefinite-lived Intangible Assets [Line Items]
Gross carrying amount of Intangible assets (excluding MSRs)	281	290
Accumulated amortization of Intangible assets (excluding MSRs)	0	0
Net carrying amount of Intangible assets (excluding MSRs)	281	290
Purchased credit card relationships
Finite and Indefinite-lived Intangible Assets [Line Items]
Gross carrying amount of Intangible assets (excluding MSRs)	7,618	7,626
Accumulated amortization of Intangible assets (excluding MSRs)	6,355	6,294
Net carrying amount of Intangible assets (excluding MSRs)	1,263	1,332
Core deposit intangibles
Finite and Indefinite-lived Intangible Assets [Line Items]
Gross carrying amount of Intangible assets (excluding MSRs)	1,122	1,153
Accumulated amortization of Intangible assets (excluding MSRs)	1,006	1,021
Net carrying amount of Intangible assets (excluding MSRs)	116	132
Other customer relationships
Finite and Indefinite-lived Intangible Assets [Line Items]
Gross carrying amount of Intangible assets (excluding MSRs)	518	579
Accumulated amortization of Intangible assets (excluding MSRs)	335	331
Net carrying amount of Intangible assets (excluding MSRs)	183	248
Present value of future profits
Finite and Indefinite-lived Intangible Assets [Line Items]
Gross carrying amount of Intangible assets (excluding MSRs)	163	233
Accumulated amortization of Intangible assets (excluding MSRs)	156	154
Net carrying amount of Intangible assets (excluding MSRs)	7	79
Other
Finite and Indefinite-lived Intangible Assets [Line Items]
Gross carrying amount of Intangible assets (excluding MSRs)	5,167	5,217
Accumulated amortization of Intangible assets (excluding MSRs)	2,773	2,732
Net carrying amount of Intangible assets (excluding MSRs)	$2,394	$2,485

GOODWILL_AND_INTANGIBLE_ASSETS5

GOODWILL AND INTANGIBLE ASSETS - Changes in Intangible Assets (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
Finite and Indefinite-lived Intangible Assets [Roll Forward]
Net carrying amount of Intangible assets (excluding MSRs), beginning balance	$4,566
Acquisitions/ divestitures	-123
Amortization	-169
Impairments	-5
FX and other	-25
Net carrying amount of Intangible assets (excluding MSRs), ending balance	4,244
Mortgage servicing rights (MSRs)	1,685	1,845
Net carrying amount of Intangible assets, balance at end of period	5,929	6,411
Indefinite-lived intangible assets
Finite and Indefinite-lived Intangible Assets [Roll Forward]
Net carrying amount of Intangible assets (excluding MSRs), beginning balance	290
Acquisitions/ divestitures	0
Amortization	0
Impairments	0
FX and other	-9
Net carrying amount of Intangible assets (excluding MSRs), ending balance	281
Purchased credit card relationships
Finite and Indefinite-lived Intangible Assets [Roll Forward]
Net carrying amount of Intangible assets (excluding MSRs), beginning balance	1,332
Acquisitions/ divestitures	0
Amortization	-68
Impairments	0
FX and other	-1
Net carrying amount of Intangible assets (excluding MSRs), ending balance	1,263
Core deposit intangibles
Finite and Indefinite-lived Intangible Assets [Roll Forward]
Net carrying amount of Intangible assets (excluding MSRs), beginning balance	132
Acquisitions/ divestitures	0
Amortization	-11
Impairments	0
FX and other	-5
Net carrying amount of Intangible assets (excluding MSRs), ending balance	116
Other customer relationships
Finite and Indefinite-lived Intangible Assets [Roll Forward]
Net carrying amount of Intangible assets (excluding MSRs), beginning balance	248
Acquisitions/ divestitures	-55
Amortization	-6
Impairments	0
FX and other	-4
Net carrying amount of Intangible assets (excluding MSRs), ending balance	183
Present value of future profits
Finite and Indefinite-lived Intangible Assets [Roll Forward]
Net carrying amount of Intangible assets (excluding MSRs), beginning balance	79
Acquisitions/ divestitures	-68
Amortization	-3
Impairments	0
FX and other	-1
Net carrying amount of Intangible assets (excluding MSRs), ending balance	7
Other
Finite and Indefinite-lived Intangible Assets [Roll Forward]
Net carrying amount of Intangible assets (excluding MSRs), beginning balance	2,485
Acquisitions/ divestitures	0
Amortization	-81
Impairments	-5
FX and other	-5
Net carrying amount of Intangible assets (excluding MSRs), ending balance	$2,394

DEBT_ShortTerm_Borrowings_Deta

DEBT - Short-Term Borrowings (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
Short-Term Borrowings:
Commercial paper	$10,976,000,000	$16,155,000,000
Other borrowings	28,429,000,000	42,180,000,000
Total short-term borrowings	39,405,000,000	58,335,000,000
Collateralized short-term advances from Federal Home Loan Bank	2,000,000,000	11,200,000,000
Significant Citibank Entities
Short-Term Borrowings:
Commercial paper	10,906,000,000	16,085,000,000
Citigroup Inc.
Short-Term Borrowings:
Commercial paper	$70,000,000	$70,000,000

DEBT_LongTerm_Debt_Details

DEBT - Long-Term Debt (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
Debt Instrument [Line Items]
Long-term debt	$210,522,000,000	$223,080,000,000
Carrying value of Principal-Protected Trust Securities	1,700,000,000	1,700,000,000
Citigroup Inc.
Debt Instrument [Line Items]
Long-term debt	147,627,000,000	149,512,000,000
Bank
Debt Instrument [Line Items]
Long-term debt	58,699,000,000	65,146,000,000
Bank | Senior debt
Debt Instrument [Line Items]
Collateralized long-term advances from Federal Home Loan Bank	16,300,000,000	19,800,000,000
Broker-dealer
Debt Instrument [Line Items]
Long-term debt	$4,196,000,000	$8,422,000,000

DEBT_Trust_Preferred_Securitie

DEBT - Trust Preferred Securities (Details) (USD $)	Mar. 31, 2015
In Millions, except Share data, unless otherwise specified
Trust Preferred Securities
Liquidation value	$2,589
Junior subordinated debentures owned by the Trust, amount	2,594
Citigroup Capital III
Trust Preferred Securities
Securities issued (in shares)	194,053
Liquidation value	194
Coupon rate (as a percent)	7.63%
Common shares issued to parent (in shares)	6,003
Junior subordinated debentures owned by the Trust, amount	200
Citigroup Capital XIII
Trust Preferred Securities
Securities issued (in shares)	89,840,000
Liquidation value	2,246
Coupon rate (as a percent)	7.88%
Common shares issued to parent (in shares)	1,000
Junior subordinated debentures owned by the Trust, amount	2,246
Citigroup Capital XVIII
Trust Preferred Securities
Securities issued (in shares)	99,901
Liquidation value	149
Coupon rate (as a percent)	6.83%
Common shares issued to parent (in shares)	50
Junior subordinated debentures owned by the Trust, amount	$148

CHANGES_IN_ACCUMULATED_OTHER_C2

CHANGES IN ACCUMULATED OTHER COMPREHENSIVE INCOME (LOSS) - Change in Each Compenant of AOCI (Details) (USD $)	3 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014	Dec. 31, 2013
Change in accumulated other comprehensive income (loss)
Beginning-of-period balance, net of tax				($19,133)
End-of-period balance, net of tax	-24,691	-19,146	-23,216	-19,133
Net unrealized gains (losses) on investment securities
Change in accumulated other comprehensive income (loss)
Beginning-of-period balance, net of tax	57	-1,640	-1,640
Other comprehensive income before reclassifications	742	378
Increase (decrease) due to amounts reclassified from AOCI	-151	50
Change, net of taxes	591	428
End-of-period balance, net of tax	648	-1,212
Cash flow hedges
Change in accumulated other comprehensive income (loss)
Beginning-of-period balance, net of tax	-909	-1,245	-1,245
Other comprehensive income before reclassifications	32	46
Increase (decrease) due to amounts reclassified from AOCI	54	72
Change, net of taxes	86	118
End-of-period balance, net of tax	-823	-1,127
Benefit plans
Change in accumulated other comprehensive income (loss)
Beginning-of-period balance, net of tax	-5,159	-3,989	-3,989
Other comprehensive income before reclassifications	-131	-62
Increase (decrease) due to amounts reclassified from AOCI	41	29
Change, net of taxes	-90	-33
End-of-period balance, net of tax	-5,249	-4,022
Foreign currency translation adjustment
Change in accumulated other comprehensive income (loss)
Beginning-of-period balance, net of tax	-17,205	-12,259	-12,259
Other comprehensive income before reclassifications	-2,062	-526
Increase (decrease) due to amounts reclassified from AOCI	0	0
Change, net of taxes	-2,062	-526
End-of-period balance, net of tax	-19,267	-12,785	-17,205
Reclassification for allocation between net unrealized gains (losses) on investment securities to CTA, before tax			137
Reclassification for allocation between net unrealized gains (losses) on investment securities to CTA, net of tax			84
Accumulated other comprehensive income (loss)
Change in accumulated other comprehensive income (loss)
Beginning-of-period balance, net of tax	-23,216	-19,133	-19,133
Other comprehensive income before reclassifications	-1,419	-164
Increase (decrease) due to amounts reclassified from AOCI	-56	151
Change, net of taxes	-1,475	-13
End-of-period balance, net of tax	($24,691)	($19,146)

CHANGES_IN_ACCUMULATED_OTHER_C3

CHANGES IN ACCUMULATED OTHER COMPREHENSIVE INCOME (LOSS) - Schedule of Pre-Tax and After-Tax (Details) (USD $)	3 Months Ended				12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014		Dec. 31, 2014
Change in accumulated other comprehensive income (loss), pretax
Balance at the beginning of the period, pretax	($31,060)		($27,596)		($27,596)
Change in net unrealized gains (losses) on investment securities, pretax	1,048		703
Cash flow hedges, pretax	156		181
Benefit plans, pretax	-121		-55
Foreign currency translation adjustment, pretax	-2,302		-530
Change, pretax	-1,219		299
Balance at the end of the period, pretax	-32,279		-27,297		-31,060
Change in accumulated other comprehensive income (loss), tax effect
Balance at the beginning of the period, tax effect	7,844		8,463		8,463
Change in net unrealized gains (losses) on investment securities, tax effect	-457		-275
Cash flow hedges, tax effect	-70		-63
Benefit plans	31		22		660
Foreign currency translation adjustment, tax effect	240		4
Change, tax effect	-256		-312
Balance at the end of the period, tax effect	7,588		8,151		7,844
Change in accumulated other comprehensive income (loss), after-tax
Beginning-of-period balance, net of tax	-23,216		-19,133		-19,133
Change in net unrealized gains (losses) on investment securities, after-tax	591		428
Cash flow hedges, after-tax	86		118
Change, net of tax	-90	[1]	-33	[1]	-1,170
Foreign currency translation adjustment, after-tax	-2,062		-526
Citigroup’s total other comprehensive income (loss)	-1,475		-13
End-of-period balance, net of tax	($24,691)		($19,146)		($23,216)
[1]	Reflects adjustments based on the actuarial valuations of the Company’s significant pension and postretirement plans, including changes in the mortality assumptions at March 31, 2015, and amortization of amounts previously recognized in Accumulated other comprehensive income (loss). See Note 8 to the Consolidated Financial Statements.

CHANGES_IN_ACCUMULATED_OTHER_C4

CHANGES IN ACCUMULATED OTHER COMPREHENSIVE INCOME (LOSS) - Reclassification out of AOCI (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Pretax and after-tax amounts reclassified out of accumulated other comprehensive income (loss)
Realized (gains) losses on sales of investments	($307)	[1]	($128)	[1]
Income from continuing operations before income taxes	-6,937		-6,083
Tax effect	2,120		2,131
Income from continuing operations	-4,817		-3,952
(Gain) loss reclassified from AOCI
Pretax and after-tax amounts reclassified out of accumulated other comprehensive income (loss)
Income from continuing operations before income taxes	-85		237
Tax effect	29		-86
Income from continuing operations	-56		151
(Gain) loss reclassified from AOCI | Realized gains (losses) on investment securities
Pretax and after-tax amounts reclassified out of accumulated other comprehensive income (loss)
Realized (gains) losses on sales of investments	-307		-128
OTTI gross impairment losses	72		201
Income from continuing operations before income taxes	-235		73
Tax effect	84		-23
Income from continuing operations	-151		50
(Gain) loss reclassified from AOCI | Cash flow hedges
Pretax and after-tax amounts reclassified out of accumulated other comprehensive income (loss)
Income from continuing operations before income taxes	86		117
Tax effect	-32		-45
Income from continuing operations	54		72
(Gain) loss reclassified from AOCI | Cash flow hedges | Interest rate
Pretax and after-tax amounts reclassified out of accumulated other comprehensive income (loss)
Income from continuing operations before income taxes	46		61
(Gain) loss reclassified from AOCI | Cash flow hedges | Foreign exchange contracts
Pretax and after-tax amounts reclassified out of accumulated other comprehensive income (loss)
Income from continuing operations before income taxes	40		56
(Gain) loss reclassified from AOCI | Pension liability adjustments
Pretax and after-tax amounts reclassified out of accumulated other comprehensive income (loss)
Amortization of unrecognized prior service cost (benefit)	-11		-9
Amortization of unrecognized Net actuarial loss	75		56
Income from continuing operations before income taxes	64		47
Tax effect	-23		-18
Income from continuing operations	41		29
(Gain) loss reclassified from AOCI | Foreign currency translation adjustment
Pretax and after-tax amounts reclassified out of accumulated other comprehensive income (loss)
Income from continuing operations	$0		$0
[1]	Certain prior-period revenue and expense lines and totals were reclassified to conform to the current period’s presentation. See Note 3 to the Consolidated Financial Statements.

PREFERRED_STOCK_Details

PREFERRED STOCK (Details) (USD $)	3 Months Ended	9 Months Ended	0 Months Ended	12 Months Ended	0 Months Ended
In Millions, except Share data, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2015	Jan. 25, 2008	Dec. 31, 2014	Apr. 28, 2008	Oct. 29, 2012	Dec. 13, 2012	Mar. 26, 2013	Apr. 30, 2013	Sep. 19, 2013	Oct. 31, 2013	Feb. 12, 2014	Apr. 30, 2014	Oct. 29, 2014	Mar. 20, 2015	Apr. 24, 2015
Preferred stock
Carrying value	$11,968			$10,468
Distribution of preferred dividends	128
Forecast
Preferred stock
Distribution of preferred dividends		641
Series AA
Preferred stock
Dividend rate (as a percent)	8.13%			8.13%
Redemption price per depositary share/ preference share (in dollars per share)	$25			$25
Number of depositary shares (in shares)	3,870,330			3,870,330
Carrying value	97			97
Depositary shares, interest in corresponding series of preferred stock			0.001
Series E
Preferred stock
Dividend rate (as a percent)	8.40%			8.40%
Redemption price per depositary share/ preference share (in dollars per share)	$1,000			$1,000
Number of depositary shares (in shares)	121,254			121,254
Carrying value	121			121
Depositary shares, interest in corresponding series of preferred stock					0.04
Series A
Preferred stock
Dividend rate (as a percent)	5.95%			5.95%
Redemption price per depositary share/ preference share (in dollars per share)	$1,000			$1,000
Number of depositary shares (in shares)	1,500,000			1,500,000
Carrying value	1,500			1,500
Depositary shares, interest in corresponding series of preferred stock						0.04
Series B
Preferred stock
Dividend rate (as a percent)	5.90%			5.90%
Redemption price per depositary share/ preference share (in dollars per share)	$1,000			$1,000
Number of depositary shares (in shares)	750,000			750,000
Carrying value	750			750
Depositary shares, interest in corresponding series of preferred stock							0.04
Series C
Preferred stock
Dividend rate (as a percent)	5.80%			5.80%
Redemption price per depositary share/ preference share (in dollars per share)	$25			$25
Number of depositary shares (in shares)	23,000,000			23,000,000
Carrying value	575			575
Depositary shares, interest in corresponding series of preferred stock								0.001
Series D
Preferred stock
Dividend rate (as a percent)	5.35%			5.35%
Redemption price per depositary share/ preference share (in dollars per share)	$1,000			$1,000
Number of depositary shares (in shares)	1,250,000			1,250,000
Carrying value	1,250			1,250
Depositary shares, interest in corresponding series of preferred stock									0.04
Series J
Preferred stock
Dividend rate (as a percent)	7.13%			7.13%
Redemption price per depositary share/ preference share (in dollars per share)	$25			$25
Number of depositary shares (in shares)	38,000,000			38,000,000
Carrying value	950			950
Depositary shares, interest in corresponding series of preferred stock										0.001
Series K
Preferred stock
Dividend rate (as a percent)	6.88%			6.88%
Redemption price per depositary share/ preference share (in dollars per share)	$25			$25
Number of depositary shares (in shares)	59,800,000			59,800,000
Carrying value	1,495			1,495
Depositary shares, interest in corresponding series of preferred stock											0.001
Series L
Preferred stock
Dividend rate (as a percent)	6.88%			6.88%
Redemption price per depositary share/ preference share (in dollars per share)	$25			$25
Number of depositary shares (in shares)	19,200,000			19,200,000
Carrying value	480			480
Depositary shares, interest in corresponding series of preferred stock												0.001
Series M
Preferred stock
Dividend rate (as a percent)	6.30%			6.30%
Redemption price per depositary share/ preference share (in dollars per share)	$1,000			$1,000
Number of depositary shares (in shares)	1,750,000			1,750,000
Carrying value	1,750			1,750
Depositary shares, interest in corresponding series of preferred stock													0.04
Series N
Preferred stock
Dividend rate (as a percent)	5.80%			5.80%
Redemption price per depositary share/ preference share (in dollars per share)	$1,000			$1,000
Number of depositary shares (in shares)	1,500,000			1,500,000
Carrying value	1,500			1,500
Depositary shares, interest in corresponding series of preferred stock														0.04
Series O
Preferred stock
Dividend rate (as a percent)	5.88%			5.88%
Redemption price per depositary share/ preference share (in dollars per share)	$1,000			$1,000
Number of depositary shares (in shares)	1,500,000			1,500,000
Carrying value	$1,500			$0
Depositary shares, interest in corresponding series of preferred stock															0.04
Subsequent Event | Series P
Preferred stock
Dividend rate (as a percent)																5.95%
Number of depositary shares (in shares)																2,000,000,000

SECURITIZATIONS_AND_VARIABLE_I2

SECURITIZATIONS AND VARIABLE INTEREST ENTITIES - Schedule of Variable Interest Entities (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
Variable Interest Entity
Total involvement with SPE assets	$517,881,000,000	$536,710,000,000
Consolidated VIE / SPE assets	98,544,000,000	102,790,000,000
Significant unconsolidated VIE assets	419,337,000,000	433,920,000,000
Funded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, debt investments	30,073,000,000	32,909,000,000
Maximum exposure to loss in significant unconsolidated VIEs, equity investments	3,488,000,000	4,102,000,000
Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments	9,078,000,000	8,313,000,000
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives	590,000,000	613,000,000
Funded and Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs	43,229,000,000	45,937,000,000
Citicorp
Variable Interest Entity
Total involvement with SPE assets	469,420,000,000	483,934,000,000
Consolidated VIE / SPE assets	94,222,000,000	100,050,000,000
Significant unconsolidated VIE assets	375,198,000,000	383,884,000,000
Funded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, debt investments	29,711,000,000	32,475,000,000
Maximum exposure to loss in significant unconsolidated VIEs, equity investments	3,317,000,000	3,923,000,000
Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments	8,109,000,000	7,323,000,000
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives	416,000,000	435,000,000
Funded and Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs	41,553,000,000	44,156,000,000
Citicorp | Credit card securitizations
Variable Interest Entity
Total involvement with SPE assets	55,367,000,000	60,211,000,000
Consolidated VIE / SPE assets	55,367,000,000	60,211,000,000
Significant unconsolidated VIE assets	0	0
Funded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, debt investments	0	0
Maximum exposure to loss in significant unconsolidated VIEs, equity investments	0	0
Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments	0	0
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives	0	0
Funded and Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs	0	0
Citicorp | Mortgage-backed securities - U.S. agency-sponsored
Variable Interest Entity
Total involvement with SPE assets	230,798,000,000	236,771,000,000
Consolidated VIE / SPE assets	0	0
Significant unconsolidated VIE assets	230,798,000,000	236,771,000,000
Funded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, debt investments	3,000,000,000	5,063,000,000
Maximum exposure to loss in significant unconsolidated VIEs, equity investments	0	0
Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments	0	0
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives	18,000,000	19,000,000
Funded and Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs	3,018,000,000	5,082,000,000
Citicorp | Mortgage securitizations - Non-agency-sponsored
Variable Interest Entity
Total involvement with SPE assets	7,457,000,000	8,071,000,000
Consolidated VIE / SPE assets	1,018,000,000	1,239,000,000
Significant unconsolidated VIE assets	6,439,000,000	6,832,000,000
Funded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, debt investments	530,000,000	560,000,000
Maximum exposure to loss in significant unconsolidated VIEs, equity investments	0	0
Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments	0	0
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives	0	0
Funded and Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs	530,000,000	560,000,000
Citicorp | Citi-administered asset-backed commercial paper conduits (ABCP)
Variable Interest Entity
Total involvement with SPE assets	28,807,000,000	29,181,000,000
Consolidated VIE / SPE assets	28,807,000,000	29,181,000,000
Significant unconsolidated VIE assets	0	0
Funded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, debt investments	0	0
Maximum exposure to loss in significant unconsolidated VIEs, equity investments	0	0
Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments	0	0
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives	0	0
Funded and Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs	0	0
Citicorp | Collateralized debt obligations (CDOs)
Variable Interest Entity
Total involvement with SPE assets	3,027,000,000	3,382,000,000
Consolidated VIE / SPE assets	0	0
Significant unconsolidated VIE assets	3,027,000,000	3,382,000,000
Funded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, debt investments	38,000,000	45,000,000
Maximum exposure to loss in significant unconsolidated VIEs, equity investments	0	0
Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments	0	0
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives	0	0
Funded and Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs	38,000,000	45,000,000
Citicorp | Collateralized loan obligations (CLOs)
Variable Interest Entity
Total involvement with SPE assets	14,782,000,000	13,099,000,000
Consolidated VIE / SPE assets	0	0
Significant unconsolidated VIE assets	14,782,000,000	13,099,000,000
Funded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, debt investments	1,917,000,000	1,692,000,000
Maximum exposure to loss in significant unconsolidated VIEs, equity investments	0	0
Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments	0	0
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives	0	0
Funded and Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs	1,917,000,000	1,692,000,000
Citicorp | Asset-based financing
Variable Interest Entity
Total involvement with SPE assets	60,391,000,000	62,577,000,000
Consolidated VIE / SPE assets	1,102,000,000	1,149,000,000
Significant unconsolidated VIE assets	59,289,000,000	61,428,000,000
Funded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, debt investments	22,052,000,000	22,891,000,000
Maximum exposure to loss in significant unconsolidated VIEs, equity investments	61,000,000	63,000,000
Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments	3,138,000,000	2,185,000,000
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives	318,000,000	333,000,000
Funded and Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs	25,569,000,000	25,472,000,000
Citicorp | Municipal securities tender option bond trusts (TOBs)
Variable Interest Entity
Total involvement with SPE assets	12,017,000,000	12,280,000,000
Consolidated VIE / SPE assets	6,431,000,000	6,671,000,000
Significant unconsolidated VIE assets	5,586,000,000	5,609,000,000
Funded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, debt investments	0	3,000,000
Maximum exposure to loss in significant unconsolidated VIEs, equity investments	0	0
Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments	3,645,000,000	3,670,000,000
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives	0	0
Funded and Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs	3,645,000,000	3,673,000,000
Citicorp | Municipal investments
Variable Interest Entity
Total involvement with SPE assets	16,736,000,000	16,825,000,000
Consolidated VIE / SPE assets	55,000,000	70,000,000
Significant unconsolidated VIE assets	16,681,000,000	16,755,000,000
Funded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, debt investments	2,035,000,000	2,012,000,000
Maximum exposure to loss in significant unconsolidated VIEs, equity investments	1,833,000,000	2,021,000,000
Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments	1,162,000,000	1,321,000,000
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives	0	0
Funded and Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs	5,030,000,000	5,354,000,000
Citicorp | Client intermediation
Variable Interest Entity
Total involvement with SPE assets	1,810,000,000	1,745,000,000
Consolidated VIE / SPE assets	105,000,000	137,000,000
Significant unconsolidated VIE assets	1,705,000,000	1,608,000,000
Funded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, debt investments	42,000,000	10,000,000
Maximum exposure to loss in significant unconsolidated VIEs, equity investments	0	0
Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments	0	0
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives	10,000,000	10,000,000
Funded and Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs	52,000,000	20,000,000
Citicorp | Investment funds
Variable Interest Entity
Total involvement with SPE assets	30,883,000,000	31,474,000,000
Consolidated VIE / SPE assets	1,049,000,000	1,096,000,000
Significant unconsolidated VIE assets	29,834,000,000	30,378,000,000
Funded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, debt investments	17,000,000	16,000,000
Maximum exposure to loss in significant unconsolidated VIEs, equity investments	379,000,000	382,000,000
Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments	125,000,000	124,000,000
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives	0	0
Funded and Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs	521,000,000	522,000,000
Citicorp | Trust preferred securities
Variable Interest Entity
Total involvement with SPE assets	2,632,000,000	2,633,000,000
Consolidated VIE / SPE assets	0	0
Significant unconsolidated VIE assets	2,632,000,000	2,633,000,000
Funded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, debt investments	0	0
Maximum exposure to loss in significant unconsolidated VIEs, equity investments	6,000,000	6,000,000
Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments	0	0
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives	0	0
Funded and Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs	6,000,000	6,000,000
Citicorp | Other
Variable Interest Entity
Total involvement with SPE assets	4,713,000,000	5,685,000,000
Consolidated VIE / SPE assets	288,000,000	296,000,000
Significant unconsolidated VIE assets	4,425,000,000	5,389,000,000
Funded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, debt investments	80,000,000	183,000,000
Maximum exposure to loss in significant unconsolidated VIEs, equity investments	1,038,000,000	1,451,000,000
Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments	39,000,000	23,000,000
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives	70,000,000	73,000,000
Funded and Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs	1,227,000,000	1,730,000,000
Citicorp | Mortgage-backed securities
Funded and Unfunded Exposure
Private label mortgage-backed securities, outstanding	14,000,000,000	14,000,000,000
Citi Holdings
Variable Interest Entity
Total involvement with SPE assets	48,461,000,000	52,776,000,000
Consolidated VIE / SPE assets	4,322,000,000	2,740,000,000
Significant unconsolidated VIE assets	44,139,000,000	50,036,000,000
Funded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, debt investments	362,000,000	434,000,000
Maximum exposure to loss in significant unconsolidated VIEs, equity investments	171,000,000	179,000,000
Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments	969,000,000	990,000,000
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives	174,000,000	178,000,000
Funded and Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs	1,676,000,000	1,781,000,000
Citi Holdings | Credit card securitizations
Variable Interest Entity
Total involvement with SPE assets	254,000,000	292,000,000
Consolidated VIE / SPE assets	54,000,000	60,000,000
Significant unconsolidated VIE assets	200,000,000	232,000,000
Funded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, debt investments	0	0
Maximum exposure to loss in significant unconsolidated VIEs, equity investments	0	0
Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments	0	0
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives	0	0
Funded and Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs	0	0
Citi Holdings | Mortgage-backed securities - U.S. agency-sponsored
Variable Interest Entity
Total involvement with SPE assets	23,286,000,000	28,077,000,000
Consolidated VIE / SPE assets	0	0
Significant unconsolidated VIE assets	23,286,000,000	28,077,000,000
Funded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, debt investments	110,000,000	150,000,000
Maximum exposure to loss in significant unconsolidated VIEs, equity investments	0	0
Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments	0	0
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives	88,000,000	91,000,000
Funded and Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs	198,000,000	241,000,000
Citi Holdings | Mortgage securitizations - Non-agency-sponsored
Variable Interest Entity
Total involvement with SPE assets	9,246,000,000	9,817,000,000
Consolidated VIE / SPE assets	63,000,000	65,000,000
Significant unconsolidated VIE assets	9,183,000,000	9,752,000,000
Funded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, debt investments	18,000,000	17,000,000
Maximum exposure to loss in significant unconsolidated VIEs, equity investments	0	0
Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments	0	0
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives	1,000,000	1,000,000
Funded and Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs	19,000,000	18,000,000
Citi Holdings | Collateralized debt obligations (CDOs)
Variable Interest Entity
Total involvement with SPE assets	2,126,000,000	2,235,000,000
Consolidated VIE / SPE assets	0	0
Significant unconsolidated VIE assets	2,126,000,000	2,235,000,000
Funded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, debt investments	156,000,000	174,000,000
Maximum exposure to loss in significant unconsolidated VIEs, equity investments	0	0
Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments	0	0
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives	85,000,000	86,000,000
Funded and Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs	241,000,000	260,000,000
Citi Holdings | Collateralized loan obligations (CLOs)
Variable Interest Entity
Total involvement with SPE assets	834,000,000	1,020,000,000
Consolidated VIE / SPE assets	0	0
Significant unconsolidated VIE assets	834,000,000	1,020,000,000
Funded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, debt investments	37,000,000	54,000,000
Maximum exposure to loss in significant unconsolidated VIEs, equity investments	0	0
Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments	0	0
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives	0	0
Funded and Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs	37,000,000	54,000,000
Citi Holdings | Asset-based financing
Variable Interest Entity
Total involvement with SPE assets	1,167,000,000	1,323,000,000
Consolidated VIE / SPE assets	2,000,000	2,000,000
Significant unconsolidated VIE assets	1,165,000,000	1,321,000,000
Funded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, debt investments	39,000,000	37,000,000
Maximum exposure to loss in significant unconsolidated VIEs, equity investments	3,000,000	3,000,000
Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments	81,000,000	86,000,000
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives	0	0
Funded and Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs	123,000,000	126,000,000
Citi Holdings | Municipal investments
Variable Interest Entity
Total involvement with SPE assets	6,838,000,000	6,881,000,000
Consolidated VIE / SPE assets	0	0
Significant unconsolidated VIE assets	6,838,000,000	6,881,000,000
Funded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, debt investments	2,000,000	2,000,000
Maximum exposure to loss in significant unconsolidated VIEs, equity investments	168,000,000	176,000,000
Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments	888,000,000	904,000,000
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives	0	0
Funded and Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs	1,058,000,000	1,082,000,000
Citi Holdings | Investment funds
Variable Interest Entity
Total involvement with SPE assets	507,000,000	518,000,000
Consolidated VIE / SPE assets	0	0
Significant unconsolidated VIE assets	507,000,000	518,000,000
Funded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, debt investments	0	0
Maximum exposure to loss in significant unconsolidated VIEs, equity investments	0	0
Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments	0	0
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives	0	0
Funded and Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs	0	0
Citi Holdings | Other
Variable Interest Entity
Total involvement with SPE assets	4,203,000,000	2,613,000,000
Consolidated VIE / SPE assets	4,203,000,000	2,613,000,000
Significant unconsolidated VIE assets	0	0
Funded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, debt investments	0	0
Maximum exposure to loss in significant unconsolidated VIEs, equity investments	0	0
Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs, funding commitments	0	0
Maximum exposure to loss in significant unconsolidated VIEs, guarantees and derivatives	0	0
Funded and Unfunded Exposure
Maximum exposure to loss in significant unconsolidated VIEs	$0	$0

SECURITIZATIONS_AND_VARIABLE_I3

SECURITIZATIONS AND VARIABLE INTEREST ENTITIES - Funding Commitments (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Funding Commitments for Significant Unconsolidated VIEs
Notional amount	$9,078	$8,313
Liquidity facilities Citigroup
Funding Commitments for Significant Unconsolidated VIEs
Notional amount	3,650	3,675
Loan commitments Citigroup
Funding Commitments for Significant Unconsolidated VIEs
Notional amount	5,428	4,638
Citicorp
Funding Commitments for Significant Unconsolidated VIEs
Notional amount	8,109	7,323
Citicorp | Liquidity facilities Citigroup
Funding Commitments for Significant Unconsolidated VIEs
Notional amount	3,650	3,675
Citicorp | Liquidity facilities Citigroup | Asset-based financing
Funding Commitments for Significant Unconsolidated VIEs
Notional amount	5	5
Citicorp | Liquidity facilities Citigroup | Municipal securities tender option bond trusts (TOBs)
Funding Commitments for Significant Unconsolidated VIEs
Notional amount	3,645	3,670
Citicorp | Liquidity facilities Citigroup | Municipal investments
Funding Commitments for Significant Unconsolidated VIEs
Notional amount	0	0
Citicorp | Liquidity facilities Citigroup | Investment funds
Funding Commitments for Significant Unconsolidated VIEs
Notional amount	0	0
Citicorp | Liquidity facilities Citigroup | Other
Funding Commitments for Significant Unconsolidated VIEs
Notional amount	0	0
Citicorp | Loan commitments Citigroup
Funding Commitments for Significant Unconsolidated VIEs
Notional amount	4,459	3,648
Citicorp | Loan commitments Citigroup | Asset-based financing
Funding Commitments for Significant Unconsolidated VIEs
Notional amount	3,133	2,180
Citicorp | Loan commitments Citigroup | Municipal securities tender option bond trusts (TOBs)
Funding Commitments for Significant Unconsolidated VIEs
Notional amount	0	0
Citicorp | Loan commitments Citigroup | Municipal investments
Funding Commitments for Significant Unconsolidated VIEs
Notional amount	1,162	1,321
Citicorp | Loan commitments Citigroup | Investment funds
Funding Commitments for Significant Unconsolidated VIEs
Notional amount	125	124
Citicorp | Loan commitments Citigroup | Other
Funding Commitments for Significant Unconsolidated VIEs
Notional amount	39	23
Citi Holdings
Funding Commitments for Significant Unconsolidated VIEs
Notional amount	969	990
Citi Holdings | Liquidity facilities Citigroup
Funding Commitments for Significant Unconsolidated VIEs
Notional amount	0	0
Citi Holdings | Liquidity facilities Citigroup | Asset-based financing
Funding Commitments for Significant Unconsolidated VIEs
Notional amount	0	0
Citi Holdings | Liquidity facilities Citigroup | Municipal investments
Funding Commitments for Significant Unconsolidated VIEs
Notional amount	0	0
Citi Holdings | Loan commitments Citigroup
Funding Commitments for Significant Unconsolidated VIEs
Notional amount	969	990
Citi Holdings | Loan commitments Citigroup | Asset-based financing
Funding Commitments for Significant Unconsolidated VIEs
Notional amount	81	86
Citi Holdings | Loan commitments Citigroup | Municipal investments
Funding Commitments for Significant Unconsolidated VIEs
Notional amount	$888	$904

SECURITIZATIONS_AND_VARIABLE_I4

SECURITIZATIONS AND VARIABLE INTEREST ENTITIES - Carrying Amounts and Classifications of Consolidated Assets (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014	Dec. 31, 2013
Variable Interest Entity
Cash	$21,880,000,000	$32,108,000,000	$33,380,000,000	$29,885,000,000
Trading account assets	302,983,000,000	296,786,000,000
Investments	326,815,000,000	333,443,000,000
Total loans, net	606,456,000,000	628,641,000,000
Other assets	136,040,000,000	122,122,000,000
Total assets	1,831,801,000,000	1,842,181,000,000
Consolidated VIEs
Variable Interest Entity
Cash	100,000,000	300,000,000
Trading account assets	600,000,000	700,000,000
Investments	7,600,000,000	8,000,000,000
Total loans, net	85,400,000,000	93,100,000,000
Other assets	4,800,000,000	600,000,000
Total assets	98,500,000,000	102,700,000,000
Short-term borrowings	17,200,000,000	22,700,000,000
Long-term debt	35,300,000,000	40,100,000,000
Other liabilities	4,000,000,000	900,000,000
Total Liabilities	56,500,000,000	63,700,000,000
Significant unconsolidated VIE assets
Variable Interest Entity
Trading account assets	5,300,000,000	7,600,000,000
Investments	2,400,000,000	2,600,000,000
Total loans, net	24,100,000,000	25,000,000,000
Other assets	1,700,000,000	2,000,000,000
Total assets	33,500,000,000	37,200,000,000
Citicorp | Consolidated VIEs
Variable Interest Entity
Cash	100,000,000	100,000,000
Trading account assets	600,000,000	700,000,000
Investments	7,600,000,000	8,000,000,000
Total loans, net	85,300,000,000	90,600,000,000
Other assets	600,000,000	600,000,000
Total assets	94,200,000,000	100,000,000,000
Short-term borrowings	17,200,000,000	22,700,000,000
Long-term debt	35,200,000,000	38,100,000,000
Other liabilities	700,000,000	800,000,000
Total Liabilities	53,100,000,000	61,600,000,000
Citicorp | Significant unconsolidated VIE assets
Variable Interest Entity
Trading account assets	5,100,000,000	7,400,000,000
Investments	2,200,000,000	2,400,000,000
Total loans, net	24,000,000,000	24,900,000,000
Other assets	1,600,000,000	1,800,000,000
Total assets	32,900,000,000	36,500,000,000
Citi Holdings | Consolidated VIEs
Variable Interest Entity
Cash	0	200,000,000
Trading account assets	0	0
Investments	0	0
Total loans, net	100,000,000	2,500,000,000
Other assets	4,200,000,000	0
Total assets	4,300,000,000	2,700,000,000
Short-term borrowings	0	0
Long-term debt	100,000,000	2,000,000,000
Other liabilities	3,300,000,000	100,000,000
Total Liabilities	3,400,000,000	2,100,000,000
Citi Holdings | Significant unconsolidated VIE assets
Variable Interest Entity
Trading account assets	200,000,000	200,000,000
Investments	200,000,000	200,000,000
Total loans, net	100,000,000	100,000,000
Other assets	100,000,000	200,000,000
Total assets	$600,000,000	$700,000,000

SECURITIZATIONS_AND_VARIABLE_I5

SECURITIZATIONS AND VARIABLE INTEREST ENTITIES - Credit Card Securitizations (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Securitized credit card receivables
Gains (losses) recognized on the securitization	$0
Ownership interests in principal amount of trust credit card receivables
Sold to investors via trust-issued securities	0
Retained by Citigroup via non-certificated interests	0
Citicorp
Ownership interests in principal amount of trust credit card receivables
Sold to investors via trust-issued securities	34,400,000,000		37,000,000,000
Retained by Citigroup as trust-issued securities	9,500,000,000		10,100,000,000
Retained by Citigroup via non-certificated interests	12,600,000,000		14,200,000,000
Total ownership interests in principal amount of trust credit card receivables	56,500,000,000		61,300,000,000
Citicorp | Credit card securitizations
Cash Flows Between Transferor and Transferee
Proceeds from new securitizations	0	4,300,000,000
Pay down of maturing notes	-2,700,000,000	0
Citi Holdings
Ownership interests in principal amount of trust credit card receivables
Sold to investors via trust-issued securities			0
Retained by Citigroup as trust-issued securities	0		0
Retained by Citigroup via non-certificated interests			0
Total ownership interests in principal amount of trust credit card receivables	0		0
Citi Holdings | Credit card securitizations
Cash Flows Between Transferor and Transferee
Proceeds from new securitizations	0	100,000,000
Pay down of maturing notes	$0	$0

SECURITIZATIONS_AND_VARIABLE_I6

SECURITIZATIONS AND VARIABLE INTEREST ENTITIES - Funding, Liquidity Facilities and Subordinated Interests (Details) (USD $)	3 Months Ended	12 Months Ended
In Billions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
Funding, Liquidity Facilities and Subordinated Interests
Number of trusts to hold securitized credit card receivables	2
Citibank Credit Card Master Trust (Master Trust)
Funding, Liquidity Facilities and Subordinated Interests
Weighted average maturity of term notes	2 years 8 months	2 years 10 months 5 days
Term notes issued to third parties	$33.10	$35.70
Term notes retained by Citigroup affiliates	7.6	8.2
Total Trust liabilities	40.7	43.9
Citibank OMNI Master Trust (Omni Trust)
Funding, Liquidity Facilities and Subordinated Interests
Weighted average maturity of term notes	1 year 7 months	1 year 11 months
Term notes issued to third parties	1.3	1.3
Term notes retained by Citigroup affiliates	1.9	1.9
Total Trust liabilities	$3.20	$3.20

SECURITIZATIONS_AND_VARIABLE_I7

SECURITIZATIONS AND VARIABLE INTEREST ENTITIES - Mortgage Securitizations (Details) (USD $)	3 Months Ended		12 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Cash Flows Between Transferor and Transferee
Gains recognized on the securitization	$0
U.S. government-sponsored agency guaranteed | Citicorp
Cash Flows Between Transferor and Transferee
Proceeds from new securitizations	5,500,000,000	7,100,000,000
Contractual servicing fees received	0	100,000,000
Cash flows received on retained interests and other net cash flows	0	0
Gains recognized on the securitization	20,000,000	6,000,000
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables
Weighted average discount rate	6.90%	10.30%
Weighted average constant prepayment rate	18.50%	4.70%
Key assumptions used in measuring fair value related to transferor's continuing involvement
Weighted average discount rate	6.70%		8.00%
Weighted average constant prepayment rate	16.80%		14.70%
Sensitivity analysis of fair value of interests continued to be held by transferor
Carrying value of retained interests	2,078,000,000		2,224,000,000
Carrying value of retained interests, impact of 10% adverse change in discount rate	-54,000,000		-64,000,000
Carrying value of retained interests, impact of 20% adverse change in discount rate	-105,000,000		-124,000,000
Carrying value of retained interests, impact of 10% adverse change in constant prepayment rate	-95,000,000		-86,000,000
Carrying value of retained interests, impact of 20% adverse change in constant prepayment rate	-181,000,000		-165,000,000
U.S. government-sponsored agency guaranteed | Citicorp | Low end of range
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables
Discount rate	0.00%	0.00%
Constant prepayment rate	16.40%	0.00%
Weighted average life	3 years 6 months	0 years
Key assumptions used in measuring fair value related to transferor's continuing involvement
Discount rate	0.00%		0.00%
Constant prepayment rate	6.60%		6.00%
Weighted average life	0 years 6 months		0 years
U.S. government-sponsored agency guaranteed | Citicorp | High end of range
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables
Discount rate	8.00%	11.30%
Constant prepayment rate	34.90%	16.00%
Weighted average life	5 years 7 months 6 days	9 years 8 months 12 days
Key assumptions used in measuring fair value related to transferor's continuing involvement
Discount rate	20.90%		21.20%
Constant prepayment rate	42.70%		41.40%
Weighted average life	17 years 9 months 18 days		16 years
U.S. government-sponsored agency guaranteed | Citi Holdings
Cash Flows Between Transferor and Transferee
Proceeds from new securitizations	100,000,000	100,000,000
Contractual servicing fees received	100,000,000	0
Gains recognized on the securitization	22,000,000	8,000,000
Key assumptions used in measuring fair value related to transferor's continuing involvement
Weighted average discount rate	8.20%		13.70%
Weighted average constant prepayment rate	19.10%		23.90%
Sensitivity analysis of fair value of interests continued to be held by transferor
Carrying value of retained interests	110,000,000		150,000,000
Carrying value of retained interests, impact of 10% adverse change in discount rate	-4,000,000		-5,000,000
Carrying value of retained interests, impact of 20% adverse change in discount rate	-7,000,000		-10,000,000
Carrying value of retained interests, impact of 10% adverse change in constant prepayment rate	-7,000,000		-7,000,000
Carrying value of retained interests, impact of 20% adverse change in constant prepayment rate	-13,000,000		-14,000,000
U.S. government-sponsored agency guaranteed | Citi Holdings | Low end of range
Key assumptions used in measuring fair value related to transferor's continuing involvement
Discount rate	1.10%		1.90%
Constant prepayment rate	15.10%		20.40%
Weighted average life	4 years 2 months 12 days		3 years 3 months 18 days
U.S. government-sponsored agency guaranteed | Citi Holdings | High end of range
Key assumptions used in measuring fair value related to transferor's continuing involvement
Discount rate	19.40%		19.20%
Constant prepayment rate	23.60%		32.30%
Weighted average life	4 years 8 months 12 days		4 years 7 months 6 days
Mortgage securitizations - Non-agency-sponsored | Citicorp
Cash Flows Between Transferor and Transferee
Proceeds from new securitizations	3,600,000,000	1,600,000,000
Contractual servicing fees received	0	0
Cash flows received on retained interests and other net cash flows	0	0
Gains recognized on the securitization	16,000,000	4,000,000
Mortgage securitizations - Non-agency-sponsored | Citi Holdings
Cash Flows Between Transferor and Transferee
Proceeds from new securitizations	0	0
Contractual servicing fees received	0	0
Senior interests | Citicorp
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables
Discount rate	2.80%	1.40%
Weighted average discount rate	2.80%	1.40%
Constant prepayment rate	0.00%	0.00%
Weighted average constant prepayment rate	0.00%	0.00%
Anticipated net credit losses	40.00%	40.00%
Weighted average anticipated net credit losses	40.00%	40.00%
Weighted average life	9 years 8 months 12 days	2 years 7 months 6 days
Key assumptions used in measuring fair value related to transferor's continuing involvement
Weighted average discount rate	5.60%		4.90%
Weighted average constant prepayment rate	16.10%		10.10%
Weighted average anticipated net credit losses	48.90%		54.60%
Sensitivity analysis of fair value of interests continued to be held by transferor
Carrying value of retained interests	234,000,000		285,000,000
Carrying value of retained interests, impact of 10% adverse change in discount rate	-5,000,000		-5,000,000
Carrying value of retained interests, impact of 20% adverse change in discount rate	-9,000,000		-9,000,000
Carrying value of retained interests, impact of 10% adverse change in constant prepayment rate	-1,000,000		-1,000,000
Carrying value of retained interests, impact of 20% adverse change in constant prepayment rate	-2,000,000		-2,000,000
Carrying value of retained interests, impact of 10% adverse change in anticipated net credit losses	-3,000,000		-2,000,000
Carrying value of retained interests, impact of 20% adverse change in anticipated net credit losses	-4,000,000		-3,000,000
Senior interests | Citicorp | Low end of range
Key assumptions used in measuring fair value related to transferor's continuing involvement
Discount rate	1.10%		1.10%
Constant prepayment rate	2.60%		2.00%
Anticipated net credit losses	0.00%		0.00%
Weighted average life	3 months 18 days		3 months 18 days
Senior interests | Citicorp | High end of range
Key assumptions used in measuring fair value related to transferor's continuing involvement
Discount rate	18.50%		17.70%
Constant prepayment rate	100.00%		100.00%
Anticipated net credit losses	94.90%		92.40%
Weighted average life	13 years 2 months 12 days		14 years 4 months 24 days
Senior interests | Citi Holdings
Key assumptions used in measuring fair value related to transferor's continuing involvement
Discount rate	40.10%
Weighted average discount rate	40.10%		36.30%
Constant prepayment rate	21.50%
Weighted average constant prepayment rate	21.50%		16.60%
Anticipated net credit losses	0.50%
Weighted average anticipated net credit losses	0.50%		19.20%
Weighted average life	4 years 4 months 24 days
Sensitivity analysis of fair value of interests continued to be held by transferor
Carrying value of retained interests	15,000,000		25,000,000
Carrying value of retained interests, impact of 10% adverse change in discount rate	-1,000,000		-2,000,000
Carrying value of retained interests, impact of 20% adverse change in discount rate	-1,000,000		-4,000,000
Carrying value of retained interests, impact of 10% adverse change in constant prepayment rate	-2,000,000		-2,000,000
Carrying value of retained interests, impact of 20% adverse change in constant prepayment rate	-5,000,000		-3,000,000
Carrying value of retained interests, impact of 10% adverse change in anticipated net credit losses	-4,000,000		-4,000,000
Carrying value of retained interests, impact of 20% adverse change in anticipated net credit losses	-8,000,000		-7,000,000
Senior interests | Citi Holdings | Low end of range
Key assumptions used in measuring fair value related to transferor's continuing involvement
Discount rate			5.10%
Constant prepayment rate			6.70%
Anticipated net credit losses	0.30%
Weighted average life			3 years 10 months 24 days
Senior interests | Citi Holdings | High end of range
Key assumptions used in measuring fair value related to transferor's continuing involvement
Discount rate			47.10%
Constant prepayment rate			20.00%
Anticipated net credit losses	73.70%
Weighted average life			6 years 4 months 24 days
Subordinated interests | Citicorp
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables
Weighted average discount rate	3.00%	7.10%
Constant prepayment rate		6.10%
Weighted average constant prepayment rate	2.30%	6.10%
Weighted average anticipated net credit losses	37.90%	50.70%
Key assumptions used in measuring fair value related to transferor's continuing involvement
Weighted average discount rate	7.80%		8.20%
Weighted average constant prepayment rate	6.40%		7.20%
Weighted average anticipated net credit losses	53.80%		52.50%
Sensitivity analysis of fair value of interests continued to be held by transferor
Carrying value of retained interests	556,000,000		554,000,000
Carrying value of retained interests, impact of 10% adverse change in discount rate	-29,000,000		-30,000,000
Carrying value of retained interests, impact of 20% adverse change in discount rate	-55,000,000		-57,000,000
Carrying value of retained interests, impact of 10% adverse change in constant prepayment rate	-9,000,000		-9,000,000
Carrying value of retained interests, impact of 20% adverse change in constant prepayment rate	-18,000,000		-18,000,000
Carrying value of retained interests, impact of 10% adverse change in anticipated net credit losses	-9,000,000		-9,000,000
Carrying value of retained interests, impact of 20% adverse change in anticipated net credit losses	-17,000,000		-16,000,000
Subordinated interests | Citicorp | Low end of range
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables
Discount rate	0.00%	4.90%
Constant prepayment rate	0.00%
Anticipated net credit losses	0.00%	40.00%
Weighted average life	0 years	3 years
Key assumptions used in measuring fair value related to transferor's continuing involvement
Discount rate	2.20%		1.30%
Constant prepayment rate	0.50%		0.50%
Anticipated net credit losses	37.80%		13.70%
Weighted average life	0 years 6 months		0 years
Subordinated interests | Citicorp | High end of range
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables
Discount rate	4.40%	9.10%
Constant prepayment rate	3.30%
Anticipated net credit losses	55.90%	51.80%
Weighted average life	12 years 2 months 12 days	14 years 6 months
Key assumptions used in measuring fair value related to transferor's continuing involvement
Discount rate	19.50%		19.60%
Constant prepayment rate	16.50%		16.20%
Anticipated net credit losses	91.40%		83.80%
Weighted average life	25 years 1 month 6 days		24 years 4 months 24 days
Collateralized debt obligations (CDOs) | Citi Holdings
Sensitivity analysis of fair value of interests continued to be held by transferor
Carrying value of retained interests	6,000,000		6,000,000
Carrying value of retained interests, impact of 10% adverse change in discount rate	-1,000,000		-1,000,000
Carrying value of retained interests, impact of 20% adverse change in discount rate	-1,000,000		-2,000,000
Collateralized debt obligations (CDOs) | Citi Holdings | Low end of range
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables
Discount rate	44.80%		44.70%
Collateralized debt obligations (CDOs) | Citi Holdings | High end of range
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables
Discount rate	49.30%		49.20%
Collateralized loan obligations (CLOs) | Low end of range
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables
Discount rate	1.40%		1.40%
Collateralized loan obligations (CLOs) | High end of range
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables
Discount rate	1.60%		1.60%
Collateralized loan obligations (CLOs) | Citicorp
Sensitivity analysis of fair value of interests continued to be held by transferor
Carrying value of retained interests	1,537,000,000		1,539,000,000
Carrying value of retained interests, impact of 10% adverse change in discount rate	-8,000,000		-9,000,000
Carrying value of retained interests, impact of 20% adverse change in discount rate	-17,000,000		-18,000,000
Collateralized loan obligations (CLOs) | Citi Holdings
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables
Discount rate	0.00%
Sensitivity analysis of fair value of interests continued to be held by transferor
Carrying value of retained interests	0		10,000,000
Collateralized loan obligations (CLOs) | Citi Holdings | Low end of range
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables
Discount rate			4.50%
Collateralized loan obligations (CLOs) | Citi Holdings | High end of range
Key assumptions used in measuring fair value of retained interests at date of sale or securitization of mortgage receivables
Discount rate			5.00%
Asset-backed securities | Citicorp
Cash Flows Between Transferor and Transferee
Proceeds from new securitizations	$0	$500,000,000

SECURITIZATIONS_AND_VARIABLE_I8

SECURITIZATIONS AND VARIABLE INTEREST ENTITIES - Mortgage Servicing Rights (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Capitalized MSRs
Balance at beginning of period			$1,845,000,000
Balance at end of period	1,685,000,000		1,845,000,000
Mortgage servicing rights
Classification of Securitizations
Fair value of capitalized mortgage servicing rights	1,700,000,000	2,600,000,000
Principal amount of loans and other financial instruments	216,000,000,000	273,000,000,000
Capitalized MSRs
Balance at beginning of period	1,845,000,000	2,718,000,000
Originations	43,000,000	50,000,000
Changes in fair value of MSRs due to changes in inputs and assumptions	-71,000,000	-84,000,000
Other changes	-100,000,000	-126,000,000
Sale of MSRs	-32,000,000	28,000,000
Balance at end of period	1,685,000,000	2,586,000,000
MSR fees
Servicing fees	140,000,000	170,000,000
Late fees	4,000,000	10,000,000
Ancillary fees	7,000,000	20,000,000
Total MSR fees	151,000,000	200,000,000
Mortgage securitizations - Non-agency-sponsored
Re-securitizations
Original par value of securities transferred to re-securitization entities	454,000,000	138,000,000
Fair value of re-securitizations deals in which the entity holds a retained interest	528,000,000		545,000,000
Market value of retained interest related to re-securitization transaction	56,000,000		194,000,000
Original par value of re-securitizations deals in which the entity holds a retained interest	5,300,000,000		5,100,000,000
Senior interests
Re-securitizations
Fair value of re-securitizations deals in which the entity holds a retained interest	206,000,000		133,000,000
Subordinated interests
Re-securitizations
Fair value of re-securitizations deals in which the entity holds a retained interest	322,000,000		412,000,000
U.S. government-sponsored agency guaranteed
Re-securitizations
Fair value of re-securitizations deals in which the entity holds a retained interest	1,400,000,000		1,800,000,000
Market value of retained interest related to re-securitization transaction	667,000,000		1,500,000,000
Securities transferred to re-securitization entities	4,300,000,000	6,400,000,000
Original fair value of re-securitizations deals in which the entity holds a retained interest	70,200,000,000		73,000,000,000
Citicorp | Mortgage servicing rights
Classification of Securitizations
Fair value of capitalized mortgage servicing rights	$1,600,000,000	$2,100,000,000

SECURITIZATIONS_AND_VARIABLE_I9

SECURITIZATIONS AND VARIABLE INTEREST ENTITIES - Asset-Backed Commercial Paper Conduits (Details) (USD $)	3 Months Ended	12 Months Ended
	Mar. 31, 2015	Dec. 31, 2014
	conduit
Classification of Other Securitization Details
Commercial paper	$10,976,000,000	$16,155,000,000
Citi-administered asset-backed commercial paper conduits (ABCP)
Classification of Other Securitization Details
Purchased assets outstanding under conduits	28,800,000,000	29,200,000,000
Incremental funding commitments with clients	13,000,000,000	13,500,000,000
Weighted average life of commercial paper issued by conduits	80 days	57 days
Number of conduit which holds only loans that are fully guaranteed primarily by AAA-rated government agencies	1
Citi-administered asset-backed commercial paper conduits (ABCP) | Minimum
Classification of Other Securitization Details
Letters of credit as percentage of conduit assets	8.00%
Floor price of conduit's assets	200,000,000
Citi-administered asset-backed commercial paper conduits (ABCP) | Maximum
Classification of Other Securitization Details
Letters of credit as percentage of conduit assets	10.00%
Citi-administered asset-backed consolidated commercial paper conduits (ABCP)
Classification of Other Securitization Details
Letters of credit provided to conduits	2,200,000,000	2,300,000,000
Commercial paper	$13,500,000,000	$10,600,000,000

Recovered_Sheet1

SECURITIZATIONS AND VARIABLE INTEREST ENTITIES - Asset Based Financing (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Variable Interest Entity
Total unconsolidated VIE assets	$419,337,000,000		$433,920,000,000
Maximum exposure to unconsolidated VIEs	43,229,000,000		45,937,000,000
Citicorp
Variable Interest Entity
Total unconsolidated VIE assets	375,198,000,000		383,884,000,000
Maximum exposure to unconsolidated VIEs	41,553,000,000		44,156,000,000
Citicorp | Asset-based financing
Variable Interest Entity
Total unconsolidated VIE assets	59,289,000,000		61,428,000,000
Maximum exposure to unconsolidated VIEs	25,569,000,000		25,472,000,000
Proceeds from new securitizations	0	500,000,000
Cash flows received on retained interest and other net cash flows	0	0
Citi Holdings
Variable Interest Entity
Total unconsolidated VIE assets	44,139,000,000		50,036,000,000
Maximum exposure to unconsolidated VIEs	1,676,000,000		1,781,000,000
Citi Holdings | Asset-based financing
Variable Interest Entity
Total unconsolidated VIE assets	1,165,000,000		1,321,000,000
Maximum exposure to unconsolidated VIEs	123,000,000		126,000,000
Cash flows received on retained interest and other net cash flows	0	100,000,000
Commercial and other real estate | Citicorp | Asset-based financing
Variable Interest Entity
Total unconsolidated VIE assets	25,424,000,000		25,978,000,000
Maximum exposure to unconsolidated VIEs	9,687,000,000		9,426,000,000
Commercial and other real estate | Citi Holdings | Asset-based financing
Variable Interest Entity
Total unconsolidated VIE assets	97,000,000		168,000,000
Maximum exposure to unconsolidated VIEs	50,000,000		50,000,000
Corporate loans | Citicorp | Asset-based financing
Variable Interest Entity
Total unconsolidated VIE assets	587,000,000		460,000,000
Maximum exposure to unconsolidated VIEs	724,000,000		473,000,000
Hedge funds and equities | Citicorp | Asset-based financing
Variable Interest Entity
Total unconsolidated VIE assets	365,000,000		0
Maximum exposure to unconsolidated VIEs	57,000,000		0
Airplanes, ships and other assets | Citicorp | Asset-based financing
Variable Interest Entity
Total unconsolidated VIE assets	32,913,000,000		34,990,000,000
Maximum exposure to unconsolidated VIEs	15,101,000,000		15,573,000,000
Airplanes, ships and other assets | Citi Holdings | Asset-based financing
Variable Interest Entity
Total unconsolidated VIE assets	1,068,000,000		1,153,000,000
Maximum exposure to unconsolidated VIEs	$73,000,000		$76,000,000

Recovered_Sheet2

SECURITIZATIONS AND VARIABLE INTEREST ENTITIES - Municipal Securities Tender Option Bond Trusts (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Variable Interest Entity
Number of TOB trusts	2
Municipal securities tender option bond trusts (TOBs)
Variable Interest Entity
Floater inventory held by entity	24,000,000		$3,000,000
Municipal bonds owned by trusts, that have credit guarantee provided by the Company	197,000,000		198,000,000
Liquidity agreements, customer TOB trust	3,600,000,000		3,700,000,000
Notional amount of offsetting reimbursement agreements	2,600,000,000		2,600,000,000
Liquidity agreements, other trusts	6,500,000,000		7,400,000,000
Maximum | Municipal securities tender option bond trusts (TOBs)
Variable Interest Entity
The threshold ownership percentage on Residual value of customers TOBs for which the reimbursement agreement applied	25.00%
Client intermediation
Variable Interest Entity
Proceeds from new securitizations	200,000,000	$900,000,000

DERIVATIVES_ACTIVITIES_Derivat

DERIVATIVES ACTIVITIES - Derivative Notionals (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Net investment hedge under ASC 815 (SFAS 133)
Derivatives
Derivative notionals	$3,664	$3,752
Hedging instruments under ASC 815 (SFAS 133)
Derivatives
Derivative notionals	274,786	262,813
Hedging instruments under ASC 815 (SFAS 133) | Interest rate contracts
Derivatives
Derivative notionals	182,718	163,348
Hedging instruments under ASC 815 (SFAS 133) | Interest rate contracts | Swaps
Derivatives
Derivative notionals	182,718	163,348
Hedging instruments under ASC 815 (SFAS 133) | Interest rate contracts | Futures and forwards
Derivatives
Derivative notionals	0	0
Hedging instruments under ASC 815 (SFAS 133) | Interest rate contract options | Written or Sold
Derivatives
Derivative notionals	0	0
Hedging instruments under ASC 815 (SFAS 133) | Interest rate contract options | Purchased
Derivatives
Derivative notionals	0	0
Hedging instruments under ASC 815 (SFAS 133) | Foreign exchange contracts
Derivatives
Derivative notionals	91,229	98,376
Hedging instruments under ASC 815 (SFAS 133) | Foreign exchange contracts | Swaps
Derivatives
Derivative notionals	25,322	25,157
Hedging instruments under ASC 815 (SFAS 133) | Foreign exchange contracts | Futures and forwards
Derivatives
Derivative notionals	65,907	73,219
Hedging instruments under ASC 815 (SFAS 133) | Foreign exchange contract options | Written or Sold
Derivatives
Derivative notionals	0	0
Hedging instruments under ASC 815 (SFAS 133) | Foreign exchange contract options | Purchased
Derivatives
Derivative notionals	0	0
Hedging instruments under ASC 815 (SFAS 133) | Equity contracts
Derivatives
Derivative notionals	0	0
Hedging instruments under ASC 815 (SFAS 133) | Equity contracts | Swaps
Derivatives
Derivative notionals	0	0
Hedging instruments under ASC 815 (SFAS 133) | Equity contracts | Futures and forwards
Derivatives
Derivative notionals	0	0
Hedging instruments under ASC 815 (SFAS 133) | Equity contract options | Written or Sold
Derivatives
Derivative notionals	0	0
Hedging instruments under ASC 815 (SFAS 133) | Equity contract options | Purchased
Derivatives
Derivative notionals	0	0
Hedging instruments under ASC 815 (SFAS 133) | Commodity and other contracts
Derivatives
Derivative notionals	839	1,089
Hedging instruments under ASC 815 (SFAS 133) | Commodity and other contracts | Swaps
Derivatives
Derivative notionals	0	0
Hedging instruments under ASC 815 (SFAS 133) | Commodity and other contracts | Futures and forwards
Derivatives
Derivative notionals	839	1,089
Hedging instruments under ASC 815 (SFAS 133) | Commodity and other contract options | Written or Sold
Derivatives
Derivative notionals	0	0
Hedging instruments under ASC 815 (SFAS 133) | Commodity and other contract options | Purchased
Derivatives
Derivative notionals	0	0
Hedging instruments under ASC 815 (SFAS 133) | Credit derivatives
Derivatives
Derivative notionals	0	0
Hedging instruments under ASC 815 (SFAS 133) | Credit derivatives | Written or Sold
Derivatives
Derivative notionals	0	0
Hedging instruments under ASC 815 (SFAS 133) | Credit derivatives | Purchased
Derivatives
Derivative notionals	0	0
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Trading derivatives
Derivatives
Derivative notionals	54,925,383	58,167,908
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Trading derivatives | Interest rate contracts
Derivatives
Derivative notionals	42,371,316	45,434,346
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Trading derivatives | Interest rate contracts | Swaps
Derivatives
Derivative notionals	27,746,788	31,906,549
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Trading derivatives | Interest rate contracts | Futures and forwards
Derivatives
Derivative notionals	8,526,874	7,044,990
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Trading derivatives | Interest rate contract options | Written or Sold
Derivatives
Derivative notionals	3,119,012	3,311,751
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Trading derivatives | Interest rate contract options | Purchased
Derivatives
Derivative notionals	2,978,642	3,171,056
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Trading derivatives | Foreign exchange contracts
Derivatives
Derivative notionals	9,292,529	9,429,652
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Trading derivatives | Foreign exchange contracts | Swaps
Derivatives
Derivative notionals	4,289,988	4,567,977
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Trading derivatives | Foreign exchange contracts | Futures and forwards
Derivatives
Derivative notionals	2,079,320	2,154,773
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Trading derivatives | Foreign exchange contract options | Written or Sold
Derivatives
Derivative notionals	1,457,861	1,343,520
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Trading derivatives | Foreign exchange contract options | Purchased
Derivatives
Derivative notionals	1,465,360	1,363,382
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Trading derivatives | Equity contracts
Derivatives
Derivative notionals	809,313	742,697
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Trading derivatives | Equity contracts | Swaps
Derivatives
Derivative notionals	137,748	131,344
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Trading derivatives | Equity contracts | Futures and forwards
Derivatives
Derivative notionals	31,473	30,510
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Trading derivatives | Equity contract options | Written or Sold
Derivatives
Derivative notionals	336,827	305,627
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Trading derivatives | Equity contract options | Purchased
Derivatives
Derivative notionals	303,265	275,216
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Trading derivatives | Commodity and other contracts
Derivatives
Derivative notionals	385,840	396,986
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Trading derivatives | Commodity and other contracts | Swaps
Derivatives
Derivative notionals	80,839	90,817
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Trading derivatives | Commodity and other contracts | Futures and forwards
Derivatives
Derivative notionals	108,241	106,021
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Trading derivatives | Commodity and other contract options | Written or Sold
Derivatives
Derivative notionals	103,276	104,581
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Trading derivatives | Commodity and other contract options | Purchased
Derivatives
Derivative notionals	93,484	95,567
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Trading derivatives | Credit derivatives
Derivatives
Derivative notionals	2,066,385	2,164,227
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Trading derivatives | Credit derivatives | Written or Sold
Derivatives
Derivative notionals	1,018,742	1,063,858
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Trading derivatives | Credit derivatives | Purchased
Derivatives
Derivative notionals	1,047,643	1,100,369
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Management hedges
Derivatives
Derivative notionals	123,745	131,014
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Management hedges | Interest rate contracts
Derivatives
Derivative notionals	77,733	83,073
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Management hedges | Interest rate contracts | Swaps
Derivatives
Derivative notionals	27,731	31,945
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Management hedges | Interest rate contracts | Futures and forwards
Derivatives
Derivative notionals	42,582	42,305
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Management hedges | Interest rate contract options | Written or Sold
Derivatives
Derivative notionals	3,695	3,913
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Management hedges | Interest rate contract options | Purchased
Derivatives
Derivative notionals	3,725	4,910
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Management hedges | Foreign exchange contracts
Derivatives
Derivative notionals	30,595	31,923
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Management hedges | Foreign exchange contracts | Swaps
Derivatives
Derivative notionals	24,257	23,990
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Management hedges | Foreign exchange contracts | Futures and forwards
Derivatives
Derivative notionals	5,472	7,069
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Management hedges | Foreign exchange contract options | Written or Sold
Derivatives
Derivative notionals	433	432
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Management hedges | Foreign exchange contract options | Purchased
Derivatives
Derivative notionals	433	432
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Management hedges | Equity contracts
Derivatives
Derivative notionals	0	0
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Management hedges | Equity contracts | Swaps
Derivatives
Derivative notionals	0	0
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Management hedges | Equity contracts | Futures and forwards
Derivatives
Derivative notionals	0	0
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Management hedges | Equity contract options | Written or Sold
Derivatives
Derivative notionals	0	0
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Management hedges | Equity contract options | Purchased
Derivatives
Derivative notionals	0	0
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Management hedges | Commodity and other contracts
Derivatives
Derivative notionals	0	0
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Management hedges | Commodity and other contracts | Swaps
Derivatives
Derivative notionals	0	0
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Management hedges | Commodity and other contracts | Futures and forwards
Derivatives
Derivative notionals	0	0
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Management hedges | Commodity and other contract options | Written or Sold
Derivatives
Derivative notionals	0	0
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Management hedges | Commodity and other contract options | Purchased
Derivatives
Derivative notionals	0	0
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Management hedges | Credit derivatives
Derivatives
Derivative notionals	15,417	16,018
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Management hedges | Credit derivatives | Written or Sold
Derivatives
Derivative notionals	0	0
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other derivative instruments, Management hedges | Credit derivatives | Purchased
Derivatives
Derivative notionals	$15,417	$16,018

DERIVATIVES_ACTIVITIES_Derivat1

DERIVATIVES ACTIVITIES - Derivative Mark-to-Market (MTM) Receivables/Payables (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
Derivative Mark-to-Market (MTM) Receivables/Payables
Netting of cash collateral received	($53,848,000,000)	($47,625,000,000)
Netting of cash collateral paid	-51,292,000,000	-47,769,000,000
Over-the-counter
Derivative Mark-to-Market (MTM) Receivables/Payables
Cash collateral received, gross	2,206,000,000	138,000,000
Trading accounts assets
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	897,772,000,000	886,237,000,000
Cash collateral paid, net of amount used to offset derivative liabilities	7,270,000,000	6,523,000,000
Less: Netting agreements to assets	-779,613,000,000	-777,178,000,000
Netting of cash collateral received	-53,848,000,000	-47,625,000,000
Total trading account derivatives, assets	71,581,000,000	67,957,000,000
Cash collateral received	-411,000,000	-867,000,000
Non-cash collateral received	-10,091,000,000	-10,043,000,000
Total Net receivables	61,079,000,000	57,047,000,000
Cash collateral paid, gross	58,562,000,000	54,292,000,000
Does not meet applicable offsetting guidance, assets	11,000,000,000	11,000,000,000
Trading accounts assets | Over-the-counter
Derivative Mark-to-Market (MTM) Receivables/Payables
Less: Netting agreements to assets	-521,000,000,000	-510,000,000,000
Less: Netting agreements to liabilities		-510,000,000,000
Trading accounts assets | Cleared
Derivative Mark-to-Market (MTM) Receivables/Payables
Less: Netting agreements to assets	-252,000,000,000	-264,000,000,000
Less: Netting agreements to liabilities		-264,000,000,000
Trading accounts assets | Exchange traded
Derivative Mark-to-Market (MTM) Receivables/Payables
Less: Netting agreements to assets	-7,000,000,000	-3,000,000,000
Less: Netting agreements to liabilities		-3,000,000,000
Trading accounts liabilities
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	897,702,000,000	883,193,000,000
Cash collateral received, net of amount used to offset derivative assets	10,398,000,000	9,846,000,000
Less: Netting agreements to liabilities	-779,613,000,000	-777,178,000,000
Netting of cash collateral paid	-51,292,000,000	-47,769,000,000
Total derivative liabilities	77,195,000,000	68,092,000,000
Cash collateral paid	-7,000,000	-11,000,000
Non-cash collateral paid	-8,156,000,000	-6,264,000,000
Total Net payables	69,032,000,000	61,817,000,000
Cash collateral received, gross	64,246,000,000	57,471,000,000
Does not meet applicable offsetting guidance, liabilities	10,000,000,000	10,000,000,000
Trading accounts liabilities | Over-the-counter
Derivative Mark-to-Market (MTM) Receivables/Payables
Less: Netting agreements to liabilities	-521,000,000,000
Netting of cash collateral paid		-46,000,000,000
Trading accounts liabilities | Cleared
Derivative Mark-to-Market (MTM) Receivables/Payables
Less: Netting agreements to liabilities	-252,000,000,000
Netting of cash collateral paid		-2,000,000,000
Trading accounts liabilities | Exchange traded
Derivative Mark-to-Market (MTM) Receivables/Payables
Less: Netting agreements to liabilities	-7,000,000,000
Other assets
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	4,496,000,000	4,326,000,000
Cash collateral paid, net of amount used to offset derivative liabilities	29,000,000	123,000,000
Less: Netting agreements to assets	0	0
Netting of cash collateral received	-2,150,000,000	-1,791,000,000
Total trading account derivatives, assets	2,375,000,000	2,658,000,000
Cash collateral received	0	0
Non-cash collateral received	-580,000,000	-1,293,000,000
Total Net receivables	1,795,000,000	1,365,000,000
Other liabilities
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	1,968,000,000	1,784,000,000
Cash collateral received, net of amount used to offset derivative assets	56,000,000	7,000,000
Less: Netting agreements to liabilities	0	0
Netting of cash collateral received	-2,150,000,000	-15,000,000
Netting of cash collateral paid	0	-15,000,000
Total derivative liabilities	2,024,000,000	1,776,000,000
Cash collateral paid	0	0
Non-cash collateral paid	0	0
Total Net payables	2,024,000,000	1,776,000,000
Cash collateral received, gross		1,798,000,000
Derivative instruments designated as ASC 815 (SFAS 133) hedges | Trading accounts assets
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	10,995,000,000	9,693,000,000
Derivative instruments designated as ASC 815 (SFAS 133) hedges | Trading accounts liabilities
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	2,296,000,000	1,815,000,000
Derivative instruments designated as ASC 815 (SFAS 133) hedges | Other assets
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	3,745,000,000	3,795,000,000
Derivative instruments designated as ASC 815 (SFAS 133) hedges | Other liabilities
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	1,132,000,000	1,027,000,000
Derivative instruments designated as ASC 815 (SFAS 133) hedges | Interest rate contracts | Trading accounts assets
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	6,858,000,000	5,808,000,000
Derivative instruments designated as ASC 815 (SFAS 133) hedges | Interest rate contracts | Trading accounts assets | Over-the-counter
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	2,000,000,000	1,508,000,000
Derivative instruments designated as ASC 815 (SFAS 133) hedges | Interest rate contracts | Trading accounts assets | Cleared
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	4,858,000,000	4,300,000,000
Derivative instruments designated as ASC 815 (SFAS 133) hedges | Interest rate contracts | Trading accounts liabilities
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	1,352,000,000	1,072,000,000
Derivative instruments designated as ASC 815 (SFAS 133) hedges | Interest rate contracts | Trading accounts liabilities | Over-the-counter
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	1,282,000,000	204,000,000
Derivative instruments designated as ASC 815 (SFAS 133) hedges | Interest rate contracts | Trading accounts liabilities | Cleared
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	70,000,000	868,000,000
Derivative instruments designated as ASC 815 (SFAS 133) hedges | Interest rate contracts | Other assets
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	2,917,000,000	3,117,000,000
Derivative instruments designated as ASC 815 (SFAS 133) hedges | Interest rate contracts | Other assets | Over-the-counter
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	2,917,000,000	3,117,000,000
Derivative instruments designated as ASC 815 (SFAS 133) hedges | Interest rate contracts | Other assets | Cleared
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	0	0
Derivative instruments designated as ASC 815 (SFAS 133) hedges | Interest rate contracts | Other liabilities
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	396,000,000	439,000,000
Derivative instruments designated as ASC 815 (SFAS 133) hedges | Interest rate contracts | Other liabilities | Over-the-counter
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	377,000,000	414,000,000
Derivative instruments designated as ASC 815 (SFAS 133) hedges | Interest rate contracts | Other liabilities | Cleared
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	19,000,000	25,000,000
Derivative instruments designated as ASC 815 (SFAS 133) hedges | Foreign exchange contracts | Trading accounts assets
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	4,137,000,000	3,885,000,000
Derivative instruments designated as ASC 815 (SFAS 133) hedges | Foreign exchange contracts | Trading accounts assets | Over-the-counter
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	4,137,000,000	3,885,000,000
Derivative instruments designated as ASC 815 (SFAS 133) hedges | Foreign exchange contracts | Trading accounts liabilities
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	944,000,000	743,000,000
Derivative instruments designated as ASC 815 (SFAS 133) hedges | Foreign exchange contracts | Trading accounts liabilities | Over-the-counter
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	944,000,000	743,000,000
Derivative instruments designated as ASC 815 (SFAS 133) hedges | Foreign exchange contracts | Other assets
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	828,000,000	678,000,000
Derivative instruments designated as ASC 815 (SFAS 133) hedges | Foreign exchange contracts | Other assets | Over-the-counter
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	828,000,000	678,000,000
Derivative instruments designated as ASC 815 (SFAS 133) hedges | Foreign exchange contracts | Other liabilities
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	736,000,000	588,000,000
Derivative instruments designated as ASC 815 (SFAS 133) hedges | Foreign exchange contracts | Other liabilities | Over-the-counter
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	736,000,000	588,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Trading accounts assets
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	886,777,000,000	876,544,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Trading accounts liabilities
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	895,406,000,000	881,378,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other assets
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	751,000,000	531,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Other liabilities
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	836,000,000	757,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Interest rate contracts | Trading accounts assets
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	633,124,000,000	632,645,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Interest rate contracts | Trading accounts assets | Over-the-counter
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	387,254,000,000	376,778,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Interest rate contracts | Trading accounts assets | Cleared
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	245,831,000,000	255,847,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Interest rate contracts | Trading accounts assets | Exchange traded
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	39,000,000	20,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Interest rate contracts | Trading accounts liabilities
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	621,221,000,000	621,210,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Interest rate contracts | Trading accounts liabilities | Over-the-counter
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	371,214,000,000	359,689,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Interest rate contracts | Trading accounts liabilities | Cleared
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	249,950,000,000	261,499,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Interest rate contracts | Trading accounts liabilities | Exchange traded
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	57,000,000	22,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Interest rate contracts | Other assets
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	376,000,000	253,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Interest rate contracts | Other assets | Over-the-counter
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	117,000,000	106,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Interest rate contracts | Other assets | Cleared
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	259,000,000	6,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Interest rate contracts | Other assets | Exchange traded
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	0	141,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Interest rate contracts | Other liabilities
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	264,000,000	185,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Interest rate contracts | Other liabilities | Over-the-counter
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	0	0
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Interest rate contracts | Other liabilities | Cleared
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	264,000,000	21,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Interest rate contracts | Other liabilities | Exchange traded
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	0	164,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Foreign exchange contracts | Trading accounts assets
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	172,132,000,000	152,109,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Foreign exchange contracts | Trading accounts assets | Over-the-counter
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	171,685,000,000	151,736,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Foreign exchange contracts | Trading accounts assets | Cleared
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	390,000,000	366,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Foreign exchange contracts | Trading accounts assets | Exchange traded
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	57,000,000	7,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Foreign exchange contracts | Trading accounts liabilities
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	179,150,000,000	158,083,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Foreign exchange contracts | Trading accounts liabilities | Over-the-counter
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	178,722,000,000	157,650,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Foreign exchange contracts | Trading accounts liabilities | Cleared
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	353,000,000	387,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Foreign exchange contracts | Trading accounts liabilities | Exchange traded
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	75,000,000	46,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Foreign exchange contracts | Other assets
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	0	0
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Foreign exchange contracts | Other assets | Over-the-counter
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	0	0
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Foreign exchange contracts | Other assets | Cleared
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	0	0
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Foreign exchange contracts | Other assets | Exchange traded
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	0	0
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Foreign exchange contracts | Other liabilities
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	35,000,000	17,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Foreign exchange contracts | Other liabilities | Over-the-counter
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	35,000,000	17,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Foreign exchange contracts | Other liabilities | Cleared
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	0	0
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Foreign exchange contracts | Other liabilities | Exchange traded
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	0	0
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Equity contracts | Trading accounts assets
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	24,275,000,000	24,752,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Equity contracts | Trading accounts assets | Over-the-counter
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	19,303,000,000	20,425,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Equity contracts | Trading accounts assets | Cleared
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	27,000,000	16,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Equity contracts | Trading accounts assets | Exchange traded
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	4,945,000,000	4,311,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Equity contracts | Trading accounts liabilities
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	32,630,000,000	32,469,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Equity contracts | Trading accounts liabilities | Over-the-counter
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	28,156,000,000	28,333,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Equity contracts | Trading accounts liabilities | Cleared
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	22,000,000	35,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Equity contracts | Trading accounts liabilities | Exchange traded
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	4,452,000,000	4,101,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Equity contracts | Other assets
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	0	0
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Equity contracts | Other assets | Over-the-counter
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	0	0
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Equity contracts | Other assets | Cleared
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	0	0
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Equity contracts | Other assets | Exchange traded
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	0	0
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Equity contracts | Other liabilities
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	0	0
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Equity contracts | Other liabilities | Over-the-counter
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	0	0
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Equity contracts | Other liabilities | Cleared
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	0	0
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Equity contracts | Other liabilities | Exchange traded
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	0	0
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Commodity and other contract options | Trading accounts assets
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	19,023,000,000	23,520,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Commodity and other contract options | Trading accounts assets | Over-the-counter
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	15,912,000,000	19,943,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Commodity and other contract options | Trading accounts assets | Exchange traded
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	3,111,000,000	3,577,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Commodity and other contract options | Trading accounts liabilities
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	24,019,000,000	26,186,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Commodity and other contract options | Trading accounts liabilities | Over-the-counter
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	21,265,000,000	23,103,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Commodity and other contract options | Trading accounts liabilities | Exchange traded
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	2,754,000,000	3,083,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Commodity and other contract options | Other assets
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	0	0
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Commodity and other contract options | Other assets | Over-the-counter
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	0	0
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Commodity and other contract options | Other assets | Exchange traded
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	0	0
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Commodity and other contract options | Other liabilities
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	0	0
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Commodity and other contract options | Other liabilities | Over-the-counter
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	0	0
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Commodity and other contract options | Other liabilities | Exchange traded
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	0	0
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Credit derivatives | Trading accounts assets
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	38,223,000,000	43,518,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Credit derivatives | Trading accounts assets | Over-the-counter
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	32,954,000,000	39,412,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Credit derivatives | Trading accounts assets | Cleared
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	5,269,000,000	4,106,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Credit derivatives | Trading accounts liabilities
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	38,386,000,000	43,430,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Credit derivatives | Trading accounts liabilities | Over-the-counter
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	33,362,000,000	39,439,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Credit derivatives | Trading accounts liabilities | Cleared
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	5,024,000,000	3,991,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Credit derivatives | Other assets
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	375,000,000	278,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Credit derivatives | Other assets | Over-the-counter
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	357,000,000	265,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Credit derivatives | Other assets | Cleared
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	18,000,000	13,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Credit derivatives | Other liabilities
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	537,000,000	555,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Credit derivatives | Other liabilities | Over-the-counter
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	367,000,000	384,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Credit derivatives | Other liabilities | Cleared
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	170,000,000	171,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Credit derivatives | Purchased | Trading accounts assets
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	12,844,000,000	18,430,000,000
Derivative payables		25,972,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Credit derivatives | Purchased | Trading accounts liabilities
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	26,200,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Credit derivatives | Sold | Trading accounts assets
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative receivables	25,379,000,000	25,088,000,000
Derivative payables		17,458,000,000
Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Credit derivatives | Sold | Trading accounts liabilities
Derivative Mark-to-Market (MTM) Receivables/Payables
Derivative payables	$12,186,000,000

DERIVATIVES_ACTIVITIES_Gains_L

DERIVATIVES ACTIVITIES - Gains (Losses) Included in Other Revenue (Details) (Other revenue, USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Derivative gain (losses)
Gains (losses) recognized in Other revenue related to derivatives not designated in a qualifying hedging relationship	$10	($97)
Interest rate contracts
Derivative gain (losses)
Gains (losses) recognized in Other revenue related to derivatives not designated in a qualifying hedging relationship	15	-33
Foreign exchange contracts
Derivative gain (losses)
Gains (losses) recognized in Other revenue related to derivatives not designated in a qualifying hedging relationship	-15	31
Credit derivatives
Derivative gain (losses)
Gains (losses) recognized in Other revenue related to derivatives not designated in a qualifying hedging relationship	$10	($95)

DERIVATIVES_ACTIVITIES_Fair_Va

DERIVATIVES ACTIVITIES - Fair Value Hedges (Details) (Other revenue, USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Gain (loss) on fair value hedges
Gain (loss) on the derivatives in designated and qualifying fair value hedges	$2,145	$273
Gain (loss) on the hedged item in designated and qualifying fair value hedges	-2,133	-294
Hedge ineffectiveness recognized in earnings on designated and qualifying fair value hedges	-5	-17
Net gain (loss) excluded from assessment of the effectiveness of fair value hedges	17	-4
Interest rate contracts
Gain (loss) on fair value hedges
Gain (loss) on the derivatives in designated and qualifying fair value hedges	641	264
Gain (loss) on the hedged item in designated and qualifying fair value hedges	-608	-286
Hedge ineffectiveness recognized in earnings on designated and qualifying fair value hedges	33	-21
Net gain (loss) excluded from assessment of the effectiveness of fair value hedges	0	-1
Foreign exchange contracts
Gain (loss) on fair value hedges
Gain (loss) on the derivatives in designated and qualifying fair value hedges	1,388	9
Gain (loss) on the hedged item in designated and qualifying fair value hedges	-1,421	-8
Hedge ineffectiveness recognized in earnings on designated and qualifying fair value hedges	-38	4
Net gain (loss) excluded from assessment of the effectiveness of fair value hedges	5	-3
Commodity and other contract options
Gain (loss) on fair value hedges
Gain (loss) on the derivatives in designated and qualifying fair value hedges	116	0
Gain (loss) on the hedged item in designated and qualifying fair value hedges	-104	0
Net gain (loss) excluded from assessment of the effectiveness of fair value hedges	$12	$0

DERIVATIVES_ACTIVITIES_Cash_Fl

DERIVATIVES ACTIVITIES - Cash Flow Hedges (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014
Pretax change in accumulated other comprehensive income (loss)
Cash flow hedges expected to be reclassified within 12 months	($400,000,000)
Maximum length of time hedged in cash flow hedge	10 years
Cash Flow Hedging
Pretax change in accumulated other comprehensive income (loss)
Effective portion of cash flow hedges included in AOCI	70,000,000	64,000,000
Effective portion of cash flow hedges reclassified from AOCI to earnings	-86,000,000	-117,000,000
Interest rate contracts | Cash Flow Hedging
Pretax change in accumulated other comprehensive income (loss)
Effective portion of cash flow hedges included in AOCI	220,000,000	68,000,000
Effective portion of cash flow hedges reclassified from AOCI to earnings	-46,000,000	-61,000,000
Foreign exchange contracts | Cash Flow Hedging
Pretax change in accumulated other comprehensive income (loss)
Effective portion of cash flow hedges included in AOCI	-150,000,000	-6,000,000
Effective portion of cash flow hedges reclassified from AOCI to earnings	-40,000,000	-56,000,000
Credit derivatives | Cash Flow Hedging
Pretax change in accumulated other comprehensive income (loss)
Effective portion of cash flow hedges included in AOCI	$0	$2,000,000

DERIVATIVES_ACTIVITIES_Net_Inv

DERIVATIVES ACTIVITIES - Net Investment Hedges (Details) (Net Investment Hedging, USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014
Net Investment Hedging
Derivative gain (losses)
Net investment hedge ineffectiveness recorded in earnings	$0
Gain (loss) recognized in OCI, effective portion, net	$1,000,000,000	($477,000,000)

DERIVATIVES_ACTIVITIES_Credit_

DERIVATIVES ACTIVITIES - Credit Derivatives (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Dec. 31, 2014
	agency
	counterparty
Credit Derivative
Percentage of receivables from counterparties with collateral agreements	98.00%	98.00%
Number of top counterparties which are banks, financial institutions, and other dealers	15
Fair value, Receivable	$38,598,000,000	$43,796,000,000
Fair Value, Payable	38,923,000,000	43,985,000,000
Notionals, Protection Purchased	1,063,060,000,000	1,116,387,000,000
Notionals, Protection Sold	1,018,742,000,000	1,063,858,000,000
Fair value of derivative in liability position	30,000,000,000	30,000,000,000
Fair value of collateral already posted	28,000,000,000	27,000,000,000
Number of rating agencies	3
Additional collateral to be posted	2,300,000,000
Collateral to be segregated	100,000,000
Aggregate cash obligations and collateral requirements	2,400,000,000
Purchased
Credit Derivative
Fair value, Receivable	13,219,000,000	18,708,000,000
Fair Value, Payable	26,737,000,000	26,527,000,000
Sold
Credit Derivative
Fair value, Receivable	25,379,000,000	25,088,000,000
Fair Value, Payable	12,186,000,000	17,458,000,000
Within 1 year
Credit Derivative
Fair value, Receivable	2,217,000,000	4,356,000,000
Fair Value, Payable	2,066,000,000	4,278,000,000
Notionals, Protection Purchased	213,995,000,000	250,489,000,000
Notionals, Protection Sold	200,970,000,000	229,502,000,000
From 1 to 5 years
Credit Derivative
Fair value, Receivable	31,222,000,000	34,692,000,000
Fair Value, Payable	31,762,000,000	35,160,000,000
Notionals, Protection Purchased	743,158,000,000	790,251,000,000
Notionals, Protection Sold	725,345,000,000	772,001,000,000
After 5 years
Credit Derivative
Fair value, Receivable	5,159,000,000	4,748,000,000
Fair Value, Payable	5,095,000,000	4,547,000,000
Notionals, Protection Purchased	105,907,000,000	75,647,000,000
Notionals, Protection Sold	92,427,000,000	62,355,000,000
Investment Grade
Credit Derivative
Fair value, Receivable	14,717,000,000	17,432,000,000
Fair Value, Payable	14,677,000,000	17,182,000,000
Notionals, Protection Purchased	784,719,000,000	824,831,000,000
Notionals, Protection Sold	756,634,000,000	786,848,000,000
Non-Investment Grade
Credit Derivative
Fair value, Receivable	23,881,000,000	26,364,000,000
Fair Value, Payable	24,246,000,000	26,803,000,000
Notionals, Protection Purchased	278,341,000,000	291,556,000,000
Notionals, Protection Sold	262,108,000,000	277,010,000,000
Credit default swaps and options
Credit Derivative
Fair value, Receivable	38,401,000,000	42,930,000,000
Fair Value, Payable	37,878,000,000	42,201,000,000
Notionals, Protection Purchased	1,045,569,000,000	1,094,199,000,000
Notionals, Protection Sold	1,016,182,000,000	1,054,671,000,000
Total return swaps and other
Credit Derivative
Fair value, Receivable	197,000,000	866,000,000
Fair Value, Payable	1,045,000,000	1,784,000,000
Notionals, Protection Purchased	17,491,000,000	22,188,000,000
Notionals, Protection Sold	2,560,000,000	9,187,000,000
Bank
Credit Derivative
Fair value, Receivable	20,862,000,000	24,828,000,000
Fair Value, Payable	19,370,000,000	23,189,000,000
Notionals, Protection Purchased	548,556,000,000	574,764,000,000
Notionals, Protection Sold	562,737,000,000	604,700,000,000
Broker-dealer
Credit Derivative
Fair value, Receivable	6,872,000,000	8,093,000,000
Fair Value, Payable	7,604,000,000	9,309,000,000
Notionals, Protection Purchased	186,510,000,000	204,542,000,000
Notionals, Protection Sold	186,727,000,000	199,693,000,000
Non-financial
Credit Derivative
Fair value, Receivable	85,000,000	91,000,000
Fair Value, Payable	195,000,000	113,000,000
Notionals, Protection Purchased	4,204,000,000	3,697,000,000
Notionals, Protection Sold	1,405,000,000	1,595,000,000
Insurance and other financial institutions
Credit Derivative
Fair value, Receivable	10,779,000,000	10,784,000,000
Fair Value, Payable	11,754,000,000	11,374,000,000
Notionals, Protection Purchased	323,790,000,000	333,384,000,000
Notionals, Protection Sold	267,873,000,000	257,870,000,000
Interest Rate Swap [Member]
Credit Derivative
Amount derecognized	2,500,000,000
Cash proceeds received for assets derecognized	2,500,000,000
Fair value of derecognized assets	2,600,000,000
Fair value gross derivative assets	157,000,000
Trading derivatives, liability	$14,000,000

FAIR_VALUE_MEASUREMENT_Market_

FAIR VALUE MEASUREMENT - Market Valuation Adjustments (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Credit and funding valuation adjustments contra-liability (contra-asset)
Counterparty CVA	($1,862)		($1,853)
Asset FVA	-560		-518
Citigroup (own-credit) CVA	553		580
Liability FVA	75		19
Total CVA—derivative instruments	-1,794		-1,772
Credit, Funding and Debt Valuation Adjustments Gain (Loss) [Abstract]
Counterparty CVA	-139	7
Asset FVA	-42	0
Own-credit CVA	-36	-34
Liability FVA	57	0
Total CVA—derivative instruments	-160	-27
DVA related to own FVO liabilities	87	34
Total CVA and DVA	($73)	$7
Weighted average FICO score of the underlying collateral for Alt-A mortgage securities recorded at fair value, low end of range	680
Weighted average FICO score of the underlying collateral for Alt-A mortgage securities recorded at fair value, high end of range	720
Maximum percentage of underlying collateral where FICO scores are greater than 720	30.00%

FAIR_VALUE_MEASUREMENT_Items_M

FAIR VALUE MEASUREMENT - Items Measured at Fair Value on a Recurring Basis (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
Assets, Fair Value Disclosure [Abstract]
Federal funds sold and securities borrowed or purchased under agreements to resell, selected portfolios of securities purchased under agreements to resell, Netting	($53,365,000,000)	($56,339,000,000)
Trading account assets	302,983,000,000	296,786,000,000
Netting of cash collateral received	-53,848,000,000	-47,625,000,000
Investments	326,815,000,000	333,443,000,000
Loans	6,575,000,000	5,901,000,000
Mortgage servicing rights (MSRs)	1,685,000,000	1,845,000,000
Liabilities, Fair Value Disclosure [Abstract]
Federal funds purchased and securities loaned or sold under agreements to repurchase, selected portfolios of securities sold under agreements to repurchase, Netting	-53,365,000,000	-56,339,000,000
Netting of cash collateral paid	-51,292,000,000	-47,769,000,000
Assets transferred from Level 1 to Level 2	600,000,000	4,100,000,000
Assets transferred from Level 2 to Level 1	1,800,000,000	4,200,000,000
Liabilities transferred from Level 1 to Level 2		1,400,000,000
Liabilities transferred from Level 2 to Level 1	200,000,000
Mortgage-backed securities - U.S. agency-sponsored
Assets, Fair Value Disclosure [Abstract]
Trading account assets	26,048,000,000	27,053,000,000
Mortgage-backed securities - Commercial
Assets, Fair Value Disclosure [Abstract]
Trading account assets	3,832,000,000	4,343,000,000
Mortgage-backed securities
Assets, Fair Value Disclosure [Abstract]
Trading account assets	34,184,000,000	36,234,000,000
U.S. Treasury and federal agency securities
Assets, Fair Value Disclosure [Abstract]
Trading account assets	23,608,000,000	20,474,000,000
State and municipal securities
Assets, Fair Value Disclosure [Abstract]
Trading account assets	3,796,000,000	3,402,000,000
Foreign government
Assets, Fair Value Disclosure [Abstract]
Trading account assets	69,417,000,000	64,937,000,000
Corporate
Assets, Fair Value Disclosure [Abstract]
Trading account assets	25,163,000,000	27,797,000,000
Equity securities
Assets, Fair Value Disclosure [Abstract]
Trading account assets	57,536,000,000	57,846,000,000
Asset-backed securities
Assets, Fair Value Disclosure [Abstract]
Trading account assets	4,783,000,000	4,546,000,000
Other debt securities
Assets, Fair Value Disclosure [Abstract]
Trading account assets	12,915,000,000	13,593,000,000
Recurring
Assets, Fair Value Disclosure [Abstract]
Federal funds sold and securities borrowed or purchased under agreements to resell	178,462,000,000	191,320,000,000
Federal funds sold and securities borrowed or purchased under agreements to resell, selected portfolios of securities purchased under agreements to resell, Netting	-42,568,000,000	-47,129,000,000
Federal funds sold and securities borrowed or purchased under agreements to resell, selected portfolios of securities purchased under agreements to resell	135,894,000,000	144,191,000,000
Investments	297,809,000,000	302,901,000,000
Loans	6,575,000,000	5,901,000,000
Mortgage servicing rights (MSRs)	1,685,000,000	1,845,000,000
Assets before netting	1,632,061,000,000	1,633,109,000,000
Total assets, Netting	-878,179,000,000	-873,723,000,000
Total assets	753,882,000,000	759,386,000,000
Liabilities, Fair Value Disclosure [Abstract]
Interest-bearing deposits	1,650,000,000	1,684,000,000
Federal funds purchased and securities loaned or sold under agreements to repurchase, selected portfolios of securities sold under agreements to repurchase, Gross	76,793,000,000	83,854,000,000
Federal funds purchased and securities loaned or sold under agreements to repurchase, selected portfolios of securities sold under agreements to repurchase, Netting	-42,568,000,000	-47,129,000,000
Federal funds purchased and securities loaned or sold under agreements to repurchase, selected portfolios of securities sold under agreements to repurchase	34,225,000,000	36,725,000,000
Securities sold, not yet purchased	65,243,000,000	70,944,000,000
Short-term borrowings	926,000,000	1,496,000,000
Long-term debt, at fair value	25,409,000,000	26,180,000,000
Total liabilities, Gross	1,080,145,000,000	1,078,988,000,000
Total liabilities, Netting	-873,473,000,000	-872,091,000,000
Total liabilities	206,672,000,000	206,897,000,000
Recurring | Trading derivatives liabilities
Liabilities, Fair Value Disclosure [Abstract]
Trading derivatives, liability	897,702,000,000	883,193,000,000
Cash collateral received	10,398,000,000	9,846,000,000
Total trading derivatives and cash collateral, liability	908,100,000,000	893,039,000,000
Netting agreements	-779,613,000,000	-777,178,000,000
Netting of cash collateral paid	-51,292,000,000	-47,769,000,000
Netting, Liabilities, total of netting agreements and cash collateral received	-830,905,000,000	-824,947,000,000
Total derivative liabilities	77,195,000,000	68,092,000,000
Cash collateral received, gross	64,246,000,000	57,471,000,000
Recurring | Trading derivatives liabilities | Interest rate contracts
Liabilities, Fair Value Disclosure [Abstract]
Trading derivatives, liability	622,573,000,000	622,282,000,000
Recurring | Trading derivatives liabilities | Foreign exchange contracts
Liabilities, Fair Value Disclosure [Abstract]
Trading derivatives, liability	180,094,000,000	158,826,000,000
Recurring | Trading derivatives liabilities | Equity contracts
Liabilities, Fair Value Disclosure [Abstract]
Trading derivatives, liability	32,630,000,000	32,469,000,000
Recurring | Trading derivatives liabilities | Commodity contracts
Liabilities, Fair Value Disclosure [Abstract]
Trading derivatives, liability	24,019,000,000	26,186,000,000
Recurring | Trading derivatives liabilities | Credit derivatives
Liabilities, Fair Value Disclosure [Abstract]
Trading derivatives, liability	38,386,000,000	43,430,000,000
Recurring | Non-trading derivatives and other financial liabilities
Assets, Fair Value Disclosure [Abstract]
Netting of cash collateral received		-1,791,000,000
Cash collateral paid, gross		138,000,000
Liabilities, Fair Value Disclosure [Abstract]
Cash collateral received	56,000,000	7,000,000
Netting of cash collateral paid		-15,000,000
Netting, Liabilities, total of netting agreements and cash collateral received	0
Other liabilities, gross	1,968,000,000	1,784,000,000
Non-trading derivatives and other financial liabilities measured on a recurring basis, gross	2,024,000,000	1,791,000,000
Total other assets and cash collateral, gross	2,024,000,000	1,776,000,000
Cash collateral received, gross	2,206,000,000	1,798,000,000
Recurring | Mortgage-backed securities - U.S. agency-sponsored
Assets, Fair Value Disclosure [Abstract]
Trading account assets	26,048,000,000	27,053,000,000
Investments	39,084,000,000	36,091,000,000
Recurring | Mortgage-backed securities - Residential
Assets, Fair Value Disclosure [Abstract]
Trading account assets	4,304,000,000	4,838,000,000
Investments	7,276,000,000	8,363,000,000
Recurring | Mortgage-backed securities - Commercial
Assets, Fair Value Disclosure [Abstract]
Trading account assets	3,832,000,000	4,343,000,000
Investments	507,000,000	554,000,000
Recurring | Mortgage-backed securities
Assets, Fair Value Disclosure [Abstract]
Trading account assets	34,184,000,000	36,234,000,000
Investments	46,867,000,000	45,008,000,000
Recurring | U.S. Treasury and federal agency securities
Assets, Fair Value Disclosure [Abstract]
Trading account assets	23,608,000,000	20,474,000,000
Investments	121,359,000,000	123,690,000,000
Recurring | State and municipal securities
Assets, Fair Value Disclosure [Abstract]
Trading account assets	3,796,000,000	3,402,000,000
Investments	12,245,000,000	12,699,000,000
Recurring | Foreign government
Assets, Fair Value Disclosure [Abstract]
Trading account assets	69,417,000,000	64,937,000,000
Investments	87,059,000,000	90,697,000,000
Recurring | Corporate
Assets, Fair Value Disclosure [Abstract]
Trading account assets	25,163,000,000	27,797,000,000
Investments	14,554,000,000	12,157,000,000
Recurring | Equity securities
Assets, Fair Value Disclosure [Abstract]
Trading account assets	57,536,000,000	57,846,000,000
Investments	990,000,000	2,725,000,000
Recurring | Asset-backed securities
Assets, Fair Value Disclosure [Abstract]
Trading account assets	4,783,000,000	4,546,000,000
Investments	11,504,000,000	12,506,000,000
Recurring | Other debt securities
Assets, Fair Value Disclosure [Abstract]
Trading account assets	12,915,000,000	13,593,000,000
Investments	661,000,000	661,000,000
Recurring | Non-marketable equity securities
Assets, Fair Value Disclosure [Abstract]
Investments	2,570,000,000	2,758,000,000
Recurring | Trading account assets
Assets, Fair Value Disclosure [Abstract]
Trading derivatives, asset, Gross	897,772,000,000	886,237,000,000
Gross cash collateral paid	7,270,000,000	6,523,000,000
Trading derivative, asset, gross net cash collateral paid	905,042,000,000	892,760,000,000
Less: Netting agreements to assets	-779,613,000,000	-777,178,000,000
Netting of cash collateral received	-53,848,000,000	-47,625,000,000
Netting, Assets, total of netting agreements and cash collateral received	-833,461,000,000	-824,803,000,000
Trading derivatives	71,581,000,000	67,957,000,000
Cash collateral paid, gross	58,562,000,000	54,292,000,000
Recurring | Trading account assets | Interest rate contracts
Assets, Fair Value Disclosure [Abstract]
Trading derivatives, asset, Gross	639,982,000,000	638,453,000,000
Recurring | Trading account assets | Foreign exchange contracts
Assets, Fair Value Disclosure [Abstract]
Trading derivatives, asset, Gross	176,269,000,000	155,994,000,000
Recurring | Trading account assets | Equity contracts
Assets, Fair Value Disclosure [Abstract]
Trading derivatives, asset, Gross	24,275,000,000	24,752,000,000
Recurring | Trading account assets | Commodity contracts
Assets, Fair Value Disclosure [Abstract]
Trading derivatives, asset, Gross	19,023,000,000	23,520,000,000
Recurring | Trading account assets | Credit derivatives
Assets, Fair Value Disclosure [Abstract]
Trading derivatives, asset, Gross	38,223,000,000	43,518,000,000
Recurring | Non-trading derivatives and other financial assets
Assets, Fair Value Disclosure [Abstract]
Netting of cash collateral received	-2,150,000,000	-1,791,000,000
Netting, Assets, total of netting agreements and cash collateral received	-2,150,000,000	-1,791,000,000
Other assets, gross	11,057,000,000	9,430,000,000
Cash collateral paid, gross	29,000,000	123,000,000
Total other assets and cash collateral, gross	11,086,000,000	9,553,000,000
Other assets	8,936,000,000	7,762,000,000
Recurring | Trading securities (excluding trading account derivatives)
Assets, Fair Value Disclosure [Abstract]
Trading account assets	231,402,000,000	228,829,000,000
Recurring | Level 1
Assets, Fair Value Disclosure [Abstract]
Federal funds sold and securities borrowed or purchased under agreements to resell	0	0
Investments	150,529,000,000	151,499,000,000
Loans	0	0
Mortgage servicing rights (MSRs)	0	0
Assets before netting	266,384,000,000	261,637,000,000
Total as a percentage of gross assets	16.40%	16.10%
Liabilities, Fair Value Disclosure [Abstract]
Interest-bearing deposits	0	0
Federal funds purchased and securities loaned or sold under agreements to repurchase, selected portfolios of securities sold under agreements to repurchase, Gross	0	0
Securities sold, not yet purchased	50,368,000,000	59,463,000,000
Short-term borrowings	0	0
Long-term debt, at fair value	0	0
Total liabilities, Gross	53,663,000,000	63,164,000,000
Total as a percentage of gross liabilities	5.00%	5.90%
Recurring | Level 1 | Trading derivatives liabilities
Liabilities, Fair Value Disclosure [Abstract]
Trading derivatives, liability	3,295,000,000	3,701,000,000
Recurring | Level 1 | Trading derivatives liabilities | Interest rate contracts
Liabilities, Fair Value Disclosure [Abstract]
Trading derivatives, liability	57,000,000	77,000,000
Recurring | Level 1 | Trading derivatives liabilities | Foreign exchange contracts
Liabilities, Fair Value Disclosure [Abstract]
Trading derivatives, liability	5,000,000	0
Recurring | Level 1 | Trading derivatives liabilities | Equity contracts
Liabilities, Fair Value Disclosure [Abstract]
Trading derivatives, liability	2,718,000,000	2,955,000,000
Recurring | Level 1 | Trading derivatives liabilities | Commodity contracts
Liabilities, Fair Value Disclosure [Abstract]
Trading derivatives, liability	515,000,000	669,000,000
Recurring | Level 1 | Trading derivatives liabilities | Credit derivatives
Liabilities, Fair Value Disclosure [Abstract]
Trading derivatives, liability	0	0
Recurring | Level 1 | Non-trading derivatives and other financial liabilities
Liabilities, Fair Value Disclosure [Abstract]
Other liabilities, gross	0	0
Recurring | Level 1 | Mortgage-backed securities - U.S. agency-sponsored
Assets, Fair Value Disclosure [Abstract]
Trading account assets	0	0
Investments	0	0
Recurring | Level 1 | Mortgage-backed securities - Residential
Assets, Fair Value Disclosure [Abstract]
Trading account assets	0	0
Investments	0	0
Recurring | Level 1 | Mortgage-backed securities - Commercial
Assets, Fair Value Disclosure [Abstract]
Trading account assets	0	0
Investments	0	0
Other assets, gross		0
Recurring | Level 1 | Mortgage-backed securities
Assets, Fair Value Disclosure [Abstract]
Trading account assets	0	0
Investments	0	0
Recurring | Level 1 | U.S. Treasury and federal agency securities
Assets, Fair Value Disclosure [Abstract]
Trading account assets	19,680,000,000	15,991,000,000
Investments	112,018,000,000	110,710,000,000
Recurring | Level 1 | State and municipal securities
Assets, Fair Value Disclosure [Abstract]
Trading account assets	0	0
Investments	0	0
Recurring | Level 1 | Foreign government
Assets, Fair Value Disclosure [Abstract]
Trading account assets	41,548,000,000	37,995,000,000
Investments	36,262,000,000	37,280,000,000
Recurring | Level 1 | Corporate
Assets, Fair Value Disclosure [Abstract]
Trading account assets	595,000,000	1,337,000,000
Investments	1,842,000,000	1,739,000,000
Recurring | Level 1 | Equity securities
Assets, Fair Value Disclosure [Abstract]
Trading account assets	50,782,000,000	51,346,000,000
Investments	407,000,000	1,770,000,000
Recurring | Level 1 | Asset-backed securities
Assets, Fair Value Disclosure [Abstract]
Trading account assets	0	0
Investments	0	0
Recurring | Level 1 | Other debt securities
Assets, Fair Value Disclosure [Abstract]
Trading account assets	0	0
Investments	0	0
Recurring | Level 1 | Non-marketable equity securities
Assets, Fair Value Disclosure [Abstract]
Investments	0	0
Recurring | Level 1 | Trading account assets
Assets, Fair Value Disclosure [Abstract]
Trading derivatives, asset, Gross	3,056,000,000	3,469,000,000
Recurring | Level 1 | Trading account assets | Interest rate contracts
Assets, Fair Value Disclosure [Abstract]
Trading derivatives, asset, Gross	78,000,000	74,000,000
Recurring | Level 1 | Trading account assets | Foreign exchange contracts
Assets, Fair Value Disclosure [Abstract]
Trading derivatives, asset, Gross	1,000,000	0
Recurring | Level 1 | Trading account assets | Equity contracts
Assets, Fair Value Disclosure [Abstract]
Trading derivatives, asset, Gross	2,502,000,000	2,748,000,000
Recurring | Level 1 | Trading account assets | Commodity contracts
Assets, Fair Value Disclosure [Abstract]
Trading derivatives, asset, Gross	475,000,000	647,000,000
Recurring | Level 1 | Trading account assets | Credit derivatives
Assets, Fair Value Disclosure [Abstract]
Trading derivatives, asset, Gross	0	0
Recurring | Level 1 | Non-trading derivatives and other financial assets
Assets, Fair Value Disclosure [Abstract]
Other assets, gross	194,000,000	0
Recurring | Level 1 | Trading securities (excluding trading account derivatives)
Assets, Fair Value Disclosure [Abstract]
Trading account assets	112,605,000,000	106,669,000,000
Recurring | Level 2
Assets, Fair Value Disclosure [Abstract]
Federal funds sold and securities borrowed or purchased under agreements to resell	174,440,000,000	187,922,000,000
Investments	140,466,000,000	144,064,000,000
Loans	2,669,000,000	2,793,000,000
Mortgage servicing rights (MSRs)	0	0
Assets before netting	1,315,813,000,000	1,322,433,000,000
Total as a percentage of gross assets	81.00%	81.30%
Liabilities, Fair Value Disclosure [Abstract]
Interest-bearing deposits	1,185,000,000	1,198,000,000
Federal funds purchased and securities loaned or sold under agreements to repurchase, selected portfolios of securities sold under agreements to repurchase, Gross	75,733,000,000	82,811,000,000
Securities sold, not yet purchased	14,652,000,000	11,057,000,000
Short-term borrowings	806,000,000	1,152,000,000
Long-term debt, at fair value	18,213,000,000	18,890,000,000
Total liabilities, Gross	993,332,000,000	982,447,000,000
Total as a percentage of gross liabilities	92.90%	91.90%
Recurring | Level 2 | Trading derivatives liabilities
Liabilities, Fair Value Disclosure [Abstract]
Trading derivatives, liability	880,783,000,000	865,562,000,000
Recurring | Level 2 | Trading derivatives liabilities | Interest rate contracts
Liabilities, Fair Value Disclosure [Abstract]
Trading derivatives, liability	618,464,000,000	617,933,000,000
Recurring | Level 2 | Trading derivatives liabilities | Foreign exchange contracts
Liabilities, Fair Value Disclosure [Abstract]
Trading derivatives, liability	179,226,000,000	158,354,000,000
Recurring | Level 2 | Trading derivatives liabilities | Equity contracts
Liabilities, Fair Value Disclosure [Abstract]
Trading derivatives, liability	27,084,000,000	26,616,000,000
Recurring | Level 2 | Trading derivatives liabilities | Commodity contracts
Liabilities, Fair Value Disclosure [Abstract]
Trading derivatives, liability	20,820,000,000	22,872,000,000
Recurring | Level 2 | Trading derivatives liabilities | Credit derivatives
Liabilities, Fair Value Disclosure [Abstract]
Trading derivatives, liability	35,189,000,000	39,787,000,000
Recurring | Level 2 | Non-trading derivatives and other financial liabilities
Liabilities, Fair Value Disclosure [Abstract]
Other liabilities, gross	1,960,000,000	1,777,000,000
Recurring | Level 2 | Mortgage-backed securities - U.S. agency-sponsored
Assets, Fair Value Disclosure [Abstract]
Trading account assets	25,230,000,000	25,968,000,000
Investments	39,014,000,000	36,053,000,000
Recurring | Level 2 | Mortgage-backed securities - Residential
Assets, Fair Value Disclosure [Abstract]
Trading account assets	2,174,000,000	2,158,000,000
Investments	7,266,000,000	8,355,000,000
Recurring | Level 2 | Mortgage-backed securities - Commercial
Assets, Fair Value Disclosure [Abstract]
Trading account assets	3,233,000,000	3,903,000,000
Investments	505,000,000	553,000,000
Recurring | Level 2 | Mortgage-backed securities
Assets, Fair Value Disclosure [Abstract]
Trading account assets	30,637,000,000	32,029,000,000
Investments	46,785,000,000	44,961,000,000
Recurring | Level 2 | U.S. Treasury and federal agency securities
Assets, Fair Value Disclosure [Abstract]
Trading account assets	3,928,000,000	4,483,000,000
Investments	9,336,000,000	12,974,000,000
Recurring | Level 2 | State and municipal securities
Assets, Fair Value Disclosure [Abstract]
Trading account assets	3,549,000,000	3,161,000,000
Investments	9,998,000,000	10,519,000,000
Recurring | Level 2 | Foreign government
Assets, Fair Value Disclosure [Abstract]
Trading account assets	27,754,000,000	26,736,000,000
Investments	50,222,000,000	52,739,000,000
Recurring | Level 2 | Corporate
Assets, Fair Value Disclosure [Abstract]
Trading account assets	23,801,000,000	25,640,000,000
Investments	12,128,000,000	9,746,000,000
Recurring | Level 2 | Equity securities
Assets, Fair Value Disclosure [Abstract]
Trading account assets	4,156,000,000	4,281,000,000
Investments	64,000,000	274,000,000
Recurring | Level 2 | Asset-backed securities
Assets, Fair Value Disclosure [Abstract]
Trading account assets	1,230,000,000	1,252,000,000
Investments	10,987,000,000	11,957,000,000
Recurring | Level 2 | Other debt securities
Assets, Fair Value Disclosure [Abstract]
Trading account assets	8,522,000,000	9,221,000,000
Investments	661,000,000	661,000,000
Recurring | Level 2 | Non-marketable equity securities
Assets, Fair Value Disclosure [Abstract]
Investments	285,000,000	233,000,000
Recurring | Level 2 | Trading account assets
Assets, Fair Value Disclosure [Abstract]
Trading derivatives, asset, Gross	883,946,000,000	871,499,000,000
Recurring | Level 2 | Trading account assets | Interest rate contracts
Assets, Fair Value Disclosure [Abstract]
Trading derivatives, asset, Gross	636,186,000,000	634,318,000,000
Recurring | Level 2 | Trading account assets | Foreign exchange contracts
Assets, Fair Value Disclosure [Abstract]
Trading derivatives, asset, Gross	174,759,000,000	154,744,000,000
Recurring | Level 2 | Trading account assets | Equity contracts
Assets, Fair Value Disclosure [Abstract]
Trading derivatives, asset, Gross	19,719,000,000	19,969,000,000
Recurring | Level 2 | Trading account assets | Commodity contracts
Assets, Fair Value Disclosure [Abstract]
Trading derivatives, asset, Gross	17,593,000,000	21,850,000,000
Recurring | Level 2 | Trading account assets | Credit derivatives
Assets, Fair Value Disclosure [Abstract]
Trading derivatives, asset, Gross	35,689,000,000	40,618,000,000
Recurring | Level 2 | Non-trading derivatives and other financial assets
Assets, Fair Value Disclosure [Abstract]
Other assets, gross	10,715,000,000	9,352,000,000
Recurring | Level 2 | Trading securities (excluding trading account derivatives)
Assets, Fair Value Disclosure [Abstract]
Trading account assets	103,577,000,000	106,803,000,000
Recurring | Level 3
Assets, Fair Value Disclosure [Abstract]
Federal funds sold and securities borrowed or purchased under agreements to resell	4,022,000,000	3,398,000,000
Investments	6,814,000,000	7,338,000,000
Loans	3,906,000,000	3,108,000,000
Mortgage servicing rights (MSRs)	1,685,000,000	1,845,000,000
Assets before netting	42,565,000,000	42,393,000,000
Total as a percentage of gross assets	2.60%	2.60%
Liabilities, Fair Value Disclosure [Abstract]
Interest-bearing deposits	465,000,000	486,000,000
Federal funds purchased and securities loaned or sold under agreements to repurchase, selected portfolios of securities sold under agreements to repurchase, Gross	1,060,000,000	1,043,000,000
Securities sold, not yet purchased	223,000,000	424,000,000
Short-term borrowings	120,000,000	344,000,000
Long-term debt, at fair value	7,196,000,000	7,290,000,000
Total liabilities, Gross	22,696,000,000	23,524,000,000
Total as a percentage of gross liabilities	2.10%	2.20%
Recurring | Level 3 | Trading derivatives liabilities
Liabilities, Fair Value Disclosure [Abstract]
Trading derivatives, liability	13,624,000,000	13,930,000,000
Recurring | Level 3 | Trading derivatives liabilities | Interest rate contracts
Liabilities, Fair Value Disclosure [Abstract]
Trading derivatives, liability	4,052,000,000	4,272,000,000
Recurring | Level 3 | Trading derivatives liabilities | Foreign exchange contracts
Liabilities, Fair Value Disclosure [Abstract]
Trading derivatives, liability	863,000,000	472,000,000
Recurring | Level 3 | Trading derivatives liabilities | Equity contracts
Liabilities, Fair Value Disclosure [Abstract]
Trading derivatives, liability	2,828,000,000	2,898,000,000
Recurring | Level 3 | Trading derivatives liabilities | Commodity contracts
Liabilities, Fair Value Disclosure [Abstract]
Trading derivatives, liability	2,684,000,000	2,645,000,000
Recurring | Level 3 | Trading derivatives liabilities | Credit derivatives
Liabilities, Fair Value Disclosure [Abstract]
Trading derivatives, liability	3,197,000,000	3,643,000,000
Recurring | Level 3 | Non-trading derivatives and other financial liabilities
Liabilities, Fair Value Disclosure [Abstract]
Other liabilities, gross	8,000,000	7,000,000
Recurring | Level 3 | Mortgage-backed securities - U.S. agency-sponsored
Assets, Fair Value Disclosure [Abstract]
Trading account assets	818,000,000	1,085,000,000
Investments	70,000,000	38,000,000
Recurring | Level 3 | Mortgage-backed securities - Residential
Assets, Fair Value Disclosure [Abstract]
Trading account assets	2,130,000,000	2,680,000,000
Investments	10,000,000	8,000,000
Recurring | Level 3 | Mortgage-backed securities - Commercial
Assets, Fair Value Disclosure [Abstract]
Trading account assets	599,000,000	440,000,000
Investments	2,000,000	1,000,000
Recurring | Level 3 | Mortgage-backed securities
Assets, Fair Value Disclosure [Abstract]
Trading account assets	3,547,000,000	4,205,000,000
Investments	82,000,000	47,000,000
Recurring | Level 3 | U.S. Treasury and federal agency securities
Assets, Fair Value Disclosure [Abstract]
Trading account assets	0	0
Investments	5,000,000	6,000,000
Recurring | Level 3 | State and municipal securities
Assets, Fair Value Disclosure [Abstract]
Trading account assets	247,000,000	241,000,000
Investments	2,247,000,000	2,180,000,000
Recurring | Level 3 | Foreign government
Assets, Fair Value Disclosure [Abstract]
Trading account assets	115,000,000	206,000,000
Investments	575,000,000	678,000,000
Recurring | Level 3 | Corporate
Assets, Fair Value Disclosure [Abstract]
Trading account assets	767,000,000	820,000,000
Investments	584,000,000	672,000,000
Recurring | Level 3 | Equity securities
Assets, Fair Value Disclosure [Abstract]
Trading account assets	2,598,000,000	2,219,000,000
Investments	519,000,000	681,000,000
Recurring | Level 3 | Asset-backed securities
Assets, Fair Value Disclosure [Abstract]
Trading account assets	3,553,000,000	3,294,000,000
Investments	517,000,000	549,000,000
Recurring | Level 3 | Other debt securities
Assets, Fair Value Disclosure [Abstract]
Trading account assets	4,393,000,000	4,372,000,000
Investments	0	0
Recurring | Level 3 | Non-marketable equity securities
Assets, Fair Value Disclosure [Abstract]
Investments	2,285,000,000	2,525,000,000
Recurring | Level 3 | Trading account assets
Assets, Fair Value Disclosure [Abstract]
Trading derivatives, asset, Gross	10,770,000,000	11,269,000,000
Recurring | Level 3 | Trading account assets | Interest rate contracts
Assets, Fair Value Disclosure [Abstract]
Trading derivatives, asset, Gross	3,718,000,000	4,061,000,000
Recurring | Level 3 | Trading account assets | Foreign exchange contracts
Assets, Fair Value Disclosure [Abstract]
Trading derivatives, asset, Gross	1,509,000,000	1,250,000,000
Recurring | Level 3 | Trading account assets | Equity contracts
Assets, Fair Value Disclosure [Abstract]
Trading derivatives, asset, Gross	2,054,000,000	2,035,000,000
Recurring | Level 3 | Trading account assets | Commodity contracts
Assets, Fair Value Disclosure [Abstract]
Trading derivatives, asset, Gross	955,000,000	1,023,000,000
Recurring | Level 3 | Trading account assets | Credit derivatives
Assets, Fair Value Disclosure [Abstract]
Trading derivatives, asset, Gross	2,534,000,000	2,900,000,000
Recurring | Level 3 | Non-trading derivatives and other financial assets
Assets, Fair Value Disclosure [Abstract]
Other assets, gross	148,000,000	78,000,000
Recurring | Level 3 | Trading securities (excluding trading account derivatives)
Assets, Fair Value Disclosure [Abstract]
Trading account assets	$15,220,000,000	$15,357,000,000

FAIR_VALUE_MEASUREMENT_Level_3

FAIR VALUE MEASUREMENT - Level 3 Roll Forward (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Trading account assets and liabilities
Fair value, Derivative assets (liabilities) measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset (liability), net	($2,661)	($991)
Net realized/unrealized gains (losses) included in earnings	-832	-46
Transfers into Level 3	148	-524
Transfers out of Level 3	181	81
Purchases	186	170
Sales	-163	-143
Settlements	287	-307
Balance at end of period, asset (liability), net	-2,854	-1,760
Unrealized gains (losses) still held	-448	-548
Trading account assets and liabilities | Interest rate contracts
Fair value, Derivative assets (liabilities) measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset (liability), net	-211	839
Net realized/unrealized gains (losses) included in earnings	-70	-348
Transfers into Level 3	-134	36
Transfers out of Level 3	7	9
Purchases	6	18
Sales	-3	-46
Settlements	71	-275
Balance at end of period, asset (liability), net	-334	233
Unrealized gains (losses) still held	-282	-367
Trading account assets and liabilities | Foreign exchange contracts
Fair value, Derivative assets (liabilities) measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset (liability), net	778	695
Net realized/unrealized gains (losses) included in earnings	-301	138
Transfers into Level 3	41	-11
Transfers out of Level 3	4	19
Purchases	91	1
Sales	-95	0
Settlements	128	-13
Balance at end of period, asset (liability), net	646	829
Unrealized gains (losses) still held	174	211
Trading account assets and liabilities | Equity contracts
Fair value, Derivative assets (liabilities) measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset (liability), net	-863	-858
Net realized/unrealized gains (losses) included in earnings	-29	152
Transfers into Level 3	-23	-518
Transfers out of Level 3	101	52
Purchases	89	150
Sales	-65	-94
Settlements	16	-120
Balance at end of period, asset (liability), net	-774	-1,236
Unrealized gains (losses) still held	110	-225
Trading account assets and liabilities | Commodity contracts
Fair value, Derivative assets (liabilities) measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset (liability), net	-1,622	-1,393
Net realized/unrealized gains (losses) included in earnings	-334	75
Transfers into Level 3	182	30
Transfers out of Level 3	16	31
Purchases	0	0
Sales	0	0
Settlements	29	-72
Balance at end of period, asset (liability), net	-1,729	-1,329
Unrealized gains (losses) still held	-263	67
Trading account assets and liabilities | Credit derivatives
Fair value, Derivative assets (liabilities) measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset (liability), net	-743	-274
Net realized/unrealized gains (losses) included in earnings	-98	-63
Transfers into Level 3	82	-61
Transfers out of Level 3	53	-30
Purchases	0	1
Sales	0	-3
Settlements	43	173
Balance at end of period, asset (liability), net	-663	-257
Unrealized gains (losses) still held	-187	-234
Interest-bearing deposits
Fair value, liabilities measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, liability	486	890
Net realized/unrealized gains (losses) included in earnings, liabilities	0	0
Net realized/unrealized gains (losses) included in locations other than principal transactions, liabilities	0	-70
Transfers into Level 3, liabilities	0	0
Transfers out of Level 3, liabilities	0	0
Purchases, liability	0	0
Issuance, liability	0	0
Sales, liability	0	0
Settlements, liability	-21	-25
Balance at end of period, liability	465	935
Unrealized gains (losses) still held, liabilities	2	-19
Federal funds purchased and securities loaned or sold under agreements to repurchase
Fair value, liabilities measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, liability	1,043	902
Net realized/unrealized gains (losses) included in earnings, liabilities	-52	-7
Net realized/unrealized gains (losses) included in locations other than principal transactions, liabilities	0	0
Transfers into Level 3, liabilities	0	0
Transfers out of Level 3, liabilities	0	0
Purchases, liability	0	31
Issuance, liability	0	0
Sales, liability	1	0
Settlements, liability	-36	0
Balance at end of period, liability	1,060	940
Unrealized gains (losses) still held, liabilities	-11	-9
Trading account liabilities | Securities sold, not yet purchased
Fair value, liabilities measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, liability	424	590
Net realized/unrealized gains (losses) included in earnings, liabilities	-10	10
Net realized/unrealized gains (losses) included in locations other than principal transactions, liabilities	0	0
Transfers into Level 3, liabilities	92	18
Transfers out of Level 3, liabilities	-43	-29
Purchases, liability	0	0
Issuance, liability	0	0
Sales, liability	70	150
Settlements, liability	-330	-237
Balance at end of period, liability	223	482
Unrealized gains (losses) still held, liabilities	-29	-13
Short-term borrowings
Fair value, liabilities measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, liability	344	29
Net realized/unrealized gains (losses) included in earnings, liabilities	-7	-17
Net realized/unrealized gains (losses) included in locations other than principal transactions, liabilities	0	0
Transfers into Level 3, liabilities	1	0
Transfers out of Level 3, liabilities	-12	0
Purchases, liability	0	0
Issuance, liability	16	1
Sales, liability	0	0
Settlements, liability	-236	-20
Balance at end of period, liability	120	27
Unrealized gains (losses) still held, liabilities	-21	0
Long-term debt
Fair value, liabilities measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, liability	7,290	7,621
Net realized/unrealized gains (losses) included in earnings, liabilities	286	-284
Net realized/unrealized gains (losses) included in locations other than principal transactions, liabilities	0	25
Transfers into Level 3, liabilities	712	959
Transfers out of Level 3, liabilities	-947	-854
Purchases, liability	0	0
Issuance, liability	949	940
Sales, liability	0	0
Settlements, liability	-522	-279
Balance at end of period, liability	7,196	8,646
Unrealized gains (losses) still held, liabilities	-193	-118
Other financial liabilities
Fair value, liabilities measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, liability	7	10
Net realized/unrealized gains (losses) included in earnings, liabilities	0	0
Net realized/unrealized gains (losses) included in locations other than principal transactions, liabilities	-3	0
Transfers into Level 3, liabilities	0	0
Transfers out of Level 3, liabilities	0	0
Purchases, liability	-1	0
Issuance, liability	0	1
Sales, liability	0	-3
Settlements, liability	-1	-5
Balance at end of period, liability	8	3
Unrealized gains (losses) still held, liabilities	-1	-1
Federal funds sold and securities borrowed or purchased under agreements to resell
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset	3,398	3,566
Net realized/unrealized gains (losses) included in principal transactions	-40	-1
Net realized/unrealized gains (losses) included in locations other than principal transactions, assets	0	0
Transfers into Level 3	0	51
Transfers out of Level 3, assets	-100	0
Purchases, assets	764	0
Issuance, assets	0	0
Sales, assets	0	0
Settlements, assets	0	-165
Balance at end of period, asset	4,022	3,451
Unrealized gains (losses) still held, assets	71	-1
Trading non-derivative assets
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset	15,357	15,260
Net realized/unrealized gains (losses) included in principal transactions	125	387
Net realized/unrealized gains (losses) included in locations other than principal transactions, assets	0	0
Transfers into Level 3	880	1,178
Transfers out of Level 3, assets	-1,338	-1,540
Purchases, assets	3,854	4,440
Issuance, assets	13	3
Sales, assets	-3,614	-5,432
Settlements, assets	-57	-86
Balance at end of period, asset	15,220	14,210
Unrealized gains (losses) still held, assets	98	476
Trading non-derivative assets | U.S. government-sponsored agency guaranteed
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset	1,085	1,094
Net realized/unrealized gains (losses) included in principal transactions	3	81
Net realized/unrealized gains (losses) included in locations other than principal transactions, assets	0	0
Transfers into Level 3	294	179
Transfers out of Level 3, assets	-510	-385
Purchases, assets	167	154
Issuance, assets	0	3
Sales, assets	-221	-321
Settlements, assets	0	-17
Balance at end of period, asset	818	788
Unrealized gains (losses) still held, assets	-2	10
Trading non-derivative assets | Mortgage-backed securities - Residential
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset	2,680	2,854
Net realized/unrealized gains (losses) included in principal transactions	77	157
Net realized/unrealized gains (losses) included in locations other than principal transactions, assets	0	0
Transfers into Level 3	45	74
Transfers out of Level 3, assets	-216	-153
Purchases, assets	498	976
Issuance, assets	0	0
Sales, assets	-954	-1,164
Settlements, assets	0	0
Balance at end of period, asset	2,130	2,744
Unrealized gains (losses) still held, assets	-106	41
Trading non-derivative assets | Mortgage-backed securities - Commercial
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset	440	256
Net realized/unrealized gains (losses) included in principal transactions	15	5
Net realized/unrealized gains (losses) included in locations other than principal transactions, assets	0	0
Transfers into Level 3	88	35
Transfers out of Level 3, assets	-13	-24
Purchases, assets	320	32
Issuance, assets	0	0
Sales, assets	-251	-63
Settlements, assets	0	0
Balance at end of period, asset	599	241
Unrealized gains (losses) still held, assets	-4	5
Trading non-derivative assets | Mortgage-backed securities
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset	4,205	4,204
Net realized/unrealized gains (losses) included in principal transactions	95	243
Net realized/unrealized gains (losses) included in locations other than principal transactions, assets	0	0
Transfers into Level 3	427	288
Transfers out of Level 3, assets	-739	-562
Purchases, assets	985	1,162
Issuance, assets	0	3
Sales, assets	-1,426	-1,548
Settlements, assets	0	-17
Balance at end of period, asset	3,547	3,773
Unrealized gains (losses) still held, assets	-112	56
Trading non-derivative assets | U.S. Treasury and federal agency securities
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset	0	0
Net realized/unrealized gains (losses) included in principal transactions	0	0
Net realized/unrealized gains (losses) included in locations other than principal transactions, assets	0	0
Transfers into Level 3	0	0
Transfers out of Level 3, assets	0	0
Purchases, assets	0	0
Issuance, assets	0	0
Sales, assets	0	0
Settlements, assets	0	0
Balance at end of period, asset	0	0
Unrealized gains (losses) still held, assets	0	0
Trading non-derivative assets | State and municipal securities
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset	241	222
Net realized/unrealized gains (losses) included in principal transactions	-8	2
Net realized/unrealized gains (losses) included in locations other than principal transactions, assets	0	0
Transfers into Level 3	14	11
Transfers out of Level 3, assets	-7	-104
Purchases, assets	9	9
Issuance, assets	0	0
Sales, assets	-2	-19
Settlements, assets	0	0
Balance at end of period, asset	247	121
Unrealized gains (losses) still held, assets	-7	3
Trading non-derivative assets | Foreign government
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset	206	416
Net realized/unrealized gains (losses) included in principal transactions	-3	-6
Net realized/unrealized gains (losses) included in locations other than principal transactions, assets	0	0
Transfers into Level 3	27	49
Transfers out of Level 3, assets	-92	-85
Purchases, assets	66	138
Issuance, assets	0	0
Sales, assets	-40	-139
Settlements, assets	-49	0
Balance at end of period, asset	115	373
Unrealized gains (losses) still held, assets	1	-5
Trading non-derivative assets | Corporate
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset	820	1,835
Net realized/unrealized gains (losses) included in principal transactions	76	27
Net realized/unrealized gains (losses) included in locations other than principal transactions, assets	0	0
Transfers into Level 3	13	187
Transfers out of Level 3, assets	-59	-145
Purchases, assets	347	592
Issuance, assets	0	0
Sales, assets	-430	-828
Settlements, assets	0	-3
Balance at end of period, asset	767	1,665
Unrealized gains (losses) still held, assets	32	-30
Trading non-derivative assets | Equity securities
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset	2,219	1,057
Net realized/unrealized gains (losses) included in principal transactions	-21	-171
Net realized/unrealized gains (losses) included in locations other than principal transactions, assets	0	0
Transfers into Level 3	124	35
Transfers out of Level 3, assets	-15	-5
Purchases, assets	382	532
Issuance, assets	0	0
Sales, assets	-91	-63
Settlements, assets	0	0
Balance at end of period, asset	2,598	1,385
Unrealized gains (losses) still held, assets	5	267
Trading non-derivative assets | Asset-backed securities
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset	3,294	4,342
Net realized/unrealized gains (losses) included in principal transactions	127	269
Net realized/unrealized gains (losses) included in locations other than principal transactions, assets	0	0
Transfers into Level 3	65	33
Transfers out of Level 3, assets	-34	-175
Purchases, assets	1,063	943
Issuance, assets	0	0
Sales, assets	-962	-1,971
Settlements, assets	0	0
Balance at end of period, asset	3,553	3,441
Unrealized gains (losses) still held, assets	194	164
Trading non-derivative assets | Other debt securities
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset	4,372	3,184
Net realized/unrealized gains (losses) included in principal transactions	-141	23
Net realized/unrealized gains (losses) included in locations other than principal transactions, assets	0	0
Transfers into Level 3	210	575
Transfers out of Level 3, assets	-392	-464
Purchases, assets	1,002	1,064
Issuance, assets	13	0
Sales, assets	-663	-864
Settlements, assets	-8	-66
Balance at end of period, asset	4,393	3,452
Unrealized gains (losses) still held, assets	-15	21
Investments
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset	7,338	9,741
Net realized/unrealized gains (losses) included in principal transactions	0	0
Net realized/unrealized gains (losses) included in locations other than principal transactions, assets	-48	180
Transfers into Level 3	161	389
Transfers out of Level 3, assets	-312	-407
Purchases, assets	441	1,054
Issuance, assets	0	0
Sales, assets	-359	-549
Settlements, assets	-407	-548
Balance at end of period, asset	6,814	9,860
Unrealized gains (losses) still held, assets	-46	20
Investments | U.S. government-sponsored agency guaranteed
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset	38	187
Net realized/unrealized gains (losses) included in principal transactions	0	0
Net realized/unrealized gains (losses) included in locations other than principal transactions, assets	-1	48
Transfers into Level 3	45	24
Transfers out of Level 3, assets	-12	-37
Purchases, assets	0	17
Issuance, assets	0	0
Sales, assets	0	-39
Settlements, assets	0	-1
Balance at end of period, asset	70	199
Unrealized gains (losses) still held, assets	-2	0
Investments | Mortgage-backed securities - Residential
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset	8	102
Net realized/unrealized gains (losses) included in principal transactions	0	0
Net realized/unrealized gains (losses) included in locations other than principal transactions, assets	2	23
Transfers into Level 3	0	13
Transfers out of Level 3, assets	0	0
Purchases, assets	0	17
Issuance, assets	0	0
Sales, assets	0	-125
Settlements, assets	0	0
Balance at end of period, asset	10	30
Unrealized gains (losses) still held, assets	2	2
Investments | Mortgage-backed securities - Commercial
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset	1	0
Net realized/unrealized gains (losses) included in principal transactions	0	0
Net realized/unrealized gains (losses) included in locations other than principal transactions, assets	0	0
Transfers into Level 3	2	1
Transfers out of Level 3, assets	-1	0
Purchases, assets	0	0
Issuance, assets	0	0
Sales, assets	0	0
Settlements, assets	0	0
Balance at end of period, asset	2	1
Unrealized gains (losses) still held, assets	0	0
Investments | Mortgage-backed securities
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset	47	289
Net realized/unrealized gains (losses) included in principal transactions	0	0
Net realized/unrealized gains (losses) included in locations other than principal transactions, assets	1	71
Transfers into Level 3	47	38
Transfers out of Level 3, assets	-13	-37
Purchases, assets	0	34
Issuance, assets	0	0
Sales, assets	0	-164
Settlements, assets	0	-1
Balance at end of period, asset	82	230
Unrealized gains (losses) still held, assets	0	2
Investments | U.S. Treasury and federal agency securities
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset	6	8
Net realized/unrealized gains (losses) included in principal transactions	0	0
Net realized/unrealized gains (losses) included in locations other than principal transactions, assets	0	0
Transfers into Level 3	0	0
Transfers out of Level 3, assets	0	0
Purchases, assets	0	0
Issuance, assets	0	0
Sales, assets	-1	-1
Settlements, assets	0	0
Balance at end of period, asset	5	7
Unrealized gains (losses) still held, assets	0	0
Investments | State and municipal securities
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset	2,180	1,643
Net realized/unrealized gains (losses) included in principal transactions	0	0
Net realized/unrealized gains (losses) included in locations other than principal transactions, assets	32	36
Transfers into Level 3	105	254
Transfers out of Level 3, assets	-139	-285
Purchases, assets	233	373
Issuance, assets	0	0
Sales, assets	-164	-118
Settlements, assets	0	0
Balance at end of period, asset	2,247	1,903
Unrealized gains (losses) still held, assets	13	26
Investments | Foreign government
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset	678	344
Net realized/unrealized gains (losses) included in principal transactions	0	0
Net realized/unrealized gains (losses) included in locations other than principal transactions, assets	51	2
Transfers into Level 3	0	22
Transfers out of Level 3, assets	-105	-42
Purchases, assets	174	49
Issuance, assets	0	0
Sales, assets	-111	-78
Settlements, assets	-112	-23
Balance at end of period, asset	575	274
Unrealized gains (losses) still held, assets	-22	-4
Investments | Corporate
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset	672	285
Net realized/unrealized gains (losses) included in principal transactions	0	0
Net realized/unrealized gains (losses) included in locations other than principal transactions, assets	-26	-1
Transfers into Level 3	2	2
Transfers out of Level 3, assets	-41	-1
Purchases, assets	14	247
Issuance, assets	0	0
Sales, assets	-4	-1
Settlements, assets	-33	0
Balance at end of period, asset	584	531
Unrealized gains (losses) still held, assets	-20	-2
Investments | Equity securities
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset	681	815
Net realized/unrealized gains (losses) included in principal transactions	0	0
Net realized/unrealized gains (losses) included in locations other than principal transactions, assets	-88	16
Transfers into Level 3	7	6
Transfers out of Level 3, assets	-3	0
Purchases, assets	0	1
Issuance, assets	0	0
Sales, assets	-78	-7
Settlements, assets	0	0
Balance at end of period, asset	519	831
Unrealized gains (losses) still held, assets	-3	-4
Investments | Asset-backed securities
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset	549	1,960
Net realized/unrealized gains (losses) included in principal transactions	0	0
Net realized/unrealized gains (losses) included in locations other than principal transactions, assets	-40	8
Transfers into Level 3	0	0
Transfers out of Level 3, assets	-10	-42
Purchases, assets	19	48
Issuance, assets	0	0
Sales, assets	-1	-97
Settlements, assets	0	0
Balance at end of period, asset	517	1,877
Unrealized gains (losses) still held, assets	-39	1
Investments | Other debt securities
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset	0	50
Net realized/unrealized gains (losses) included in principal transactions	0	0
Net realized/unrealized gains (losses) included in locations other than principal transactions, assets	0	-1
Transfers into Level 3	0	0
Transfers out of Level 3, assets	0	0
Purchases, assets	0	50
Issuance, assets	0	0
Sales, assets	0	0
Settlements, assets	0	0
Balance at end of period, asset	0	99
Unrealized gains (losses) still held, assets	0	0
Investments | Non-marketable equity securities
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset	2,525	4,347
Net realized/unrealized gains (losses) included in principal transactions	0	0
Net realized/unrealized gains (losses) included in locations other than principal transactions, assets	22	49
Transfers into Level 3	0	67
Transfers out of Level 3, assets	-1	0
Purchases, assets	1	252
Issuance, assets	0	0
Sales, assets	0	-83
Settlements, assets	-262	-524
Balance at end of period, asset	2,285	4,108
Unrealized gains (losses) still held, assets	25	1
Loans
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset	3,108	4,143
Net realized/unrealized gains (losses) included in principal transactions	0	0
Net realized/unrealized gains (losses) included in locations other than principal transactions, assets	-54	-28
Transfers into Level 3	689	0
Transfers out of Level 3, assets	0	0
Purchases, assets	209	153
Issuance, assets	321	50
Sales, assets	-97	-79
Settlements, assets	-270	-97
Balance at end of period, asset	3,906	4,142
Unrealized gains (losses) still held, assets	-4	-108
Mortgage servicing rights
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset	1,845	2,718
Net realized/unrealized gains (losses) included in principal transactions	0	0
Net realized/unrealized gains (losses) included in locations other than principal transactions, assets	-77	-114
Transfers into Level 3	0	0
Transfers out of Level 3, assets	0	0
Purchases, assets	0	0
Issuance, assets	43	50
Sales, assets	-32	28
Settlements, assets	-94	-96
Balance at end of period, asset	1,685	2,586
Unrealized gains (losses) still held, assets	-77	-115
Other financial assets measured on a recurring basis
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation
Balance at beginning of period, asset	78	181
Net realized/unrealized gains (losses) included in principal transactions	0	0
Net realized/unrealized gains (losses) included in locations other than principal transactions, assets	6	-2
Transfers into Level 3	66	0
Transfers out of Level 3, assets	-2	0
Purchases, assets	3	0
Issuance, assets	60	36
Sales, assets	-5	-4
Settlements, assets	-58	-32
Balance at end of period, asset	148	179
Unrealized gains (losses) still held, assets	($33)	($4)

FAIR_VALUE_MEASUREMENT_Valuati

FAIR VALUE MEASUREMENT - Valuation Techniques and Inputs for Level 3 Fair Value Measurements (Details) (Level 3, USD $)	0 Months Ended
	Mar. 31, 2015	Dec. 31, 2014
Mortgage-backed securities | Price-based
Fair Value Inputs Assets Liabilities Quantitative Information
Total assets	$2,388,000,000	$2,874,000,000
Mortgage-backed securities | Price-based | Minimum
Fair Value Inputs Assets Liabilities Quantitative Information
Price	10	0
Mortgage-backed securities | Price-based | Maximum
Fair Value Inputs Assets Liabilities Quantitative Information
Price	110.21	127.87
Mortgage-backed securities | Price-based | Weighted Average
Fair Value Inputs Assets Liabilities Quantitative Information
Price	81.78	81.43
Mortgage-backed securities | Yield analysis
Fair Value Inputs Assets Liabilities Quantitative Information
Total assets	1,138,000,000	1,117,000,000
Mortgage-backed securities | Yield analysis | Minimum
Fair Value Inputs Assets Liabilities Quantitative Information
Yield (as a percent)	0.67%	0.01%
Mortgage-backed securities | Yield analysis | Maximum
Fair Value Inputs Assets Liabilities Quantitative Information
Yield (as a percent)	29.53%	19.91%
Mortgage-backed securities | Yield analysis | Weighted Average
Fair Value Inputs Assets Liabilities Quantitative Information
Yield (as a percent)	4.45%	5.89%
State and municipal, foreign government, corporate, and other debt securities | Cash flow
Fair Value Inputs Assets Liabilities Quantitative Information
Total assets	1,530,000,000	1,860,000,000
State and municipal, foreign government, corporate, and other debt securities | Cash flow | Minimum
Fair Value Inputs Assets Liabilities Quantitative Information
Credit spread (as a percent)	0.25%	0.25%
State and municipal, foreign government, corporate, and other debt securities | Cash flow | Maximum
Fair Value Inputs Assets Liabilities Quantitative Information
Credit spread (as a percent)	6.00%	6.00%
State and municipal, foreign government, corporate, and other debt securities | Cash flow | Weighted Average
Fair Value Inputs Assets Liabilities Quantitative Information
Credit spread (as a percent)	2.78%	2.33%
State and municipal, foreign government, corporate, and other debt securities | Price-based
Fair Value Inputs Assets Liabilities Quantitative Information
Total assets	5,997,000,000	5,937,000,000
State and municipal, foreign government, corporate, and other debt securities | Price-based | Minimum
Fair Value Inputs Assets Liabilities Quantitative Information
Price	0	0
State and municipal, foreign government, corporate, and other debt securities | Price-based | Maximum
Fair Value Inputs Assets Liabilities Quantitative Information
Price	147	124
State and municipal, foreign government, corporate, and other debt securities | Price-based | Weighted Average
Fair Value Inputs Assets Liabilities Quantitative Information
Price	87.65	90.62
Equity securities | Cash flow
Fair Value Inputs Assets Liabilities Quantitative Information
Total assets	505,000,000	679,000,000
Equity securities | Cash flow | Minimum
Fair Value Inputs Assets Liabilities Quantitative Information
Yield (as a percent)	4.00%	4.00%
WAL (in years)	0 years 3 days	0 years 4 days
Equity securities | Cash flow | Maximum
Fair Value Inputs Assets Liabilities Quantitative Information
Yield (as a percent)	5.00%	5.00%
WAL (in years)	3 years 8 months 20 days	3 years 1 month 22 days
Equity securities | Cash flow | Weighted Average
Fair Value Inputs Assets Liabilities Quantitative Information
Yield (as a percent)	4.50%	4.50%
WAL (in years)	1 year 26 days	1 year 26 days
Equity securities | Price-based
Fair Value Inputs Assets Liabilities Quantitative Information
Total assets	2,539,000,000	2,163,000,000
Equity securities | Price-based | Minimum
Fair Value Inputs Assets Liabilities Quantitative Information
Price	0	0
Equity securities | Price-based | Maximum
Fair Value Inputs Assets Liabilities Quantitative Information
Price	146.22	141
Equity securities | Price-based | Weighted Average
Fair Value Inputs Assets Liabilities Quantitative Information
Price	91.88	91
Asset-backed securities | Price-based
Fair Value Inputs Assets Liabilities Quantitative Information
Total assets	3,669,000,000	3,607,000,000
Asset-backed securities | Price-based | Minimum
Fair Value Inputs Assets Liabilities Quantitative Information
Price	4.25	0
Asset-backed securities | Price-based | Maximum
Fair Value Inputs Assets Liabilities Quantitative Information
Price	100.35	105.5
Asset-backed securities | Price-based | Weighted Average
Fair Value Inputs Assets Liabilities Quantitative Information
Price	71.18	67.01
Non-marketable equity securities | Price-based
Fair Value Inputs Assets Liabilities Quantitative Information
Total assets	1,073,000,000	1,224,000,000
Non-marketable equity securities | Price-based | Minimum
Fair Value Inputs Assets Liabilities Quantitative Information
Discount to price (as a percent)		0.00%
EBITDA multiples	2
Price-earnings ratio	8.1
Price-to-book ratio	1.04
Fund NAV	1
Non-marketable equity securities | Price-based | Maximum
Fair Value Inputs Assets Liabilities Quantitative Information
Discount to price (as a percent)		90.00%
EBITDA multiples	12
Price-earnings ratio	18.2
Price-to-book ratio	2.03
Fund NAV	62,880,962
Non-marketable equity securities | Price-based | Weighted Average
Fair Value Inputs Assets Liabilities Quantitative Information
Discount to price (as a percent)		4.04%
EBITDA multiples	9.91
Price-earnings ratio	8.69
Price-to-book ratio	1.24
Fund NAV	28,520,572
Non-marketable equity securities | Comparables Analysis
Fair Value Inputs Assets Liabilities Quantitative Information
Total assets	1,087,000,000	1,055,000,000
Non-marketable equity securities | Comparables Analysis | Minimum
Fair Value Inputs Assets Liabilities Quantitative Information
Discount to price (as a percent)	0.00%
EBITDA multiples		2.9
Price-earnings ratio		8.1
Price-to-book ratio		0.99
Fund NAV		1
Non-marketable equity securities | Comparables Analysis | Maximum
Fair Value Inputs Assets Liabilities Quantitative Information
Discount to price (as a percent)	100.00%
EBITDA multiples		13.1
Price-earnings ratio		13.1
Price-to-book ratio		1.56
Fund NAV		64,668,171
Non-marketable equity securities | Comparables Analysis | Weighted Average
Fair Value Inputs Assets Liabilities Quantitative Information
Discount to price (as a percent)	7.51%
EBITDA multiples		9.77
Price-earnings ratio		8.43
Price-to-book ratio		1.15
Fund NAV		29,975,777
Trading account assets and liabilities | Interest rate contracts | Model-based
Fair Value Inputs Assets Liabilities Quantitative Information
Fair value (gross)	7,674,000,000	8,309,000,000
Trading account assets and liabilities | Interest rate contracts | Model-based | Minimum
Fair Value Inputs Assets Liabilities Quantitative Information
IR lognormal volatility (as a percent)		18.05%
Mean reversion (as a percent)	-7.94%	1.00%
Trading account assets and liabilities | Interest rate contracts | Model-based | Maximum
Fair Value Inputs Assets Liabilities Quantitative Information
IR lognormal volatility (as a percent)		90.65%
Mean reversion (as a percent)	20.00%	20.00%
Trading account assets and liabilities | Interest rate contracts | Model-based | Weighted Average
Fair Value Inputs Assets Liabilities Quantitative Information
IR lognormal volatility (as a percent)		30.21%
Mean reversion (as a percent)	0.69%	10.50%
Trading account assets and liabilities | Foreign exchange contracts | Model-based
Fair Value Inputs Assets Liabilities Quantitative Information
Fair value (gross)	1,952,000,000	1,428,000,000
Trading account assets and liabilities | Foreign exchange contracts | Model-based | Minimum
Fair Value Inputs Assets Liabilities Quantitative Information
Foreign exchange (FX) volatility (as a percent)	1.75%	0.37%
Trading account assets and liabilities | Foreign exchange contracts | Model-based | Maximum
Fair Value Inputs Assets Liabilities Quantitative Information
Foreign exchange (FX) volatility (as a percent)	32.34%	58.40%
Trading account assets and liabilities | Foreign exchange contracts | Model-based | Weighted Average
Fair Value Inputs Assets Liabilities Quantitative Information
Foreign exchange (FX) volatility (as a percent)	11.08%	8.57%
Trading account assets and liabilities | Foreign exchange contracts | Cash flow
Fair Value Inputs Assets Liabilities Quantitative Information
Fair value (gross)	323,000,000	294,000,000
Trading account assets and liabilities | Foreign exchange contracts | Cash flow | Minimum
Fair Value Inputs Assets Liabilities Quantitative Information
Interest rate (as a percent)	3.72%	3.72%
Contingent event probability (as a percent)	80.00%
Yield (as a percent)	0.22%
IR-FX correlation (as a percent)		40.00%
Trading account assets and liabilities | Foreign exchange contracts | Cash flow | Maximum
Fair Value Inputs Assets Liabilities Quantitative Information
Interest rate (as a percent)	6.00%	8.27%
Contingent event probability (as a percent)	99.00%
Yield (as a percent)	12.30%
IR-FX correlation (as a percent)		60.00%
Trading account assets and liabilities | Foreign exchange contracts | Cash flow | Weighted Average
Fair Value Inputs Assets Liabilities Quantitative Information
Interest rate (as a percent)	5.98%	5.02%
Contingent event probability (as a percent)	96.00%
Yield (as a percent)	3.39%
IR-FX correlation (as a percent)		50.00%
Trading account assets and liabilities | Equity contracts | Model-based
Fair Value Inputs Assets Liabilities Quantitative Information
Fair value (gross)	4,550,000,000	4,431,000,000
Trading account assets and liabilities | Equity contracts | Model-based | Minimum
Fair Value Inputs Assets Liabilities Quantitative Information
Equity volatility (as a percent)	10.00%	9.56%
Equity-FX correlation (as a percent)	-88.20%
Equity-Equity correlation (as a percent)	-66.30%
Forward price (as a percent)	90.70%
Trading account assets and liabilities | Equity contracts | Model-based | Maximum
Fair Value Inputs Assets Liabilities Quantitative Information
Equity volatility (as a percent)	76.62%	82.44%
Equity-FX correlation (as a percent)	50.90%
Equity-Equity correlation (as a percent)	94.50%
Forward price (as a percent)	111.88%
Trading account assets and liabilities | Equity contracts | Model-based | Weighted Average
Fair Value Inputs Assets Liabilities Quantitative Information
Equity volatility (as a percent)	25.89%	24.61%
Equity-FX correlation (as a percent)	-38.70%
Equity-Equity correlation (as a percent)	34.80%
Forward price (as a percent)	95.79%
Trading account assets and liabilities | Equity contracts | Price-based
Fair Value Inputs Assets Liabilities Quantitative Information
Fair value (gross)		502,000,000
Trading account assets and liabilities | Equity contracts | Price-based | Minimum
Fair Value Inputs Assets Liabilities Quantitative Information
Price		0.01
Equity forward (as a percent)		84.10%
Equity-FX correlation (as a percent)		-88.20%
Equity-Equity correlation (as a percent)		-66.30%
Trading account assets and liabilities | Equity contracts | Price-based | Maximum
Fair Value Inputs Assets Liabilities Quantitative Information
Price		144.5
Equity forward (as a percent)		100.80%
Equity-FX correlation (as a percent)		48.70%
Equity-Equity correlation (as a percent)		94.80%
Trading account assets and liabilities | Equity contracts | Price-based | Weighted Average
Fair Value Inputs Assets Liabilities Quantitative Information
Price		93.05
Equity forward (as a percent)		94.10%
Equity-FX correlation (as a percent)		-25.17%
Equity-Equity correlation (as a percent)		36.87%
Trading account assets and liabilities | Commodity contracts | Model-based
Fair Value Inputs Assets Liabilities Quantitative Information
Fair value (gross)	3,576,000,000	3,606,000,000
Trading account assets and liabilities | Commodity contracts | Model-based | Minimum
Fair Value Inputs Assets Liabilities Quantitative Information
Commodity volatility (as a percent)	5.00%	5.00%
Commodity correlation (as a percent)	-52.00%	-57.00%
Forward price (as a percent)	34.02%	35.34%
Trading account assets and liabilities | Commodity contracts | Model-based | Maximum
Fair Value Inputs Assets Liabilities Quantitative Information
Commodity volatility (as a percent)	60.00%	83.00%
Commodity correlation (as a percent)	91.00%	91.00%
Forward price (as a percent)	242.86%	268.77%
Trading account assets and liabilities | Commodity contracts | Model-based | Weighted Average
Fair Value Inputs Assets Liabilities Quantitative Information
Commodity volatility (as a percent)	20.00%	24.00%
Commodity correlation (as a percent)	38.00%	30.00%
Forward price (as a percent)	98.00%	101.74%
Trading account assets and liabilities | Credit derivatives | Model-based
Fair Value Inputs Assets Liabilities Quantitative Information
Fair value (gross)	4,426,000,000	4,944,000,000
Trading account assets and liabilities | Credit derivatives | Model-based | Minimum
Fair Value Inputs Assets Liabilities Quantitative Information
Recovery rate (as a percent)	18.31%	13.97%
Trading account assets and liabilities | Credit derivatives | Model-based | Maximum
Fair Value Inputs Assets Liabilities Quantitative Information
Recovery rate (as a percent)	75.00%	75.00%
Trading account assets and liabilities | Credit derivatives | Model-based | Weighted Average
Fair Value Inputs Assets Liabilities Quantitative Information
Recovery rate (as a percent)	38.75%	37.62%
Trading account assets and liabilities | Credit derivatives | Price-based
Fair Value Inputs Assets Liabilities Quantitative Information
Fair value (gross)	1,299,000,000	1,584,000,000
Trading account assets and liabilities | Credit derivatives | Price-based | Minimum
Fair Value Inputs Assets Liabilities Quantitative Information
Price	0.1	1
Credit spread (as a percent)	0.04%	0.01%
Credit correlation (as a percent)	5.00%	0.00%
Upfront points		0.39
Trading account assets and liabilities | Credit derivatives | Price-based | Maximum
Fair Value Inputs Assets Liabilities Quantitative Information
Price	147	144.5
Credit spread (as a percent)	13.93%	33.80%
Credit correlation (as a percent)	95.00%	95.00%
Upfront points		100
Trading account assets and liabilities | Credit derivatives | Price-based | Weighted Average
Fair Value Inputs Assets Liabilities Quantitative Information
Price	43.22	53.86
Credit spread (as a percent)	1.50%	1.80%
Credit correlation (as a percent)	50.70%	58.76%
Upfront points		52.26
Nontrading derivatives and other financial assets and liabilities | Model-based
Fair Value Inputs Assets Liabilities Quantitative Information
Fair value (gross)	81,000,000	74,000,000
Nontrading derivatives and other financial assets and liabilities | Model-based | Minimum
Fair Value Inputs Assets Liabilities Quantitative Information
Redemption rate (as a percent)	13.00%	13.00%
Nontrading derivatives and other financial assets and liabilities | Model-based | Maximum
Fair Value Inputs Assets Liabilities Quantitative Information
Redemption rate (as a percent)	99.50%	99.50%
Nontrading derivatives and other financial assets and liabilities | Model-based | Weighted Average
Fair Value Inputs Assets Liabilities Quantitative Information
Redemption rate (as a percent)	67.20%	68.73%
Nontrading derivatives and other financial assets and liabilities | Price-based
Fair Value Inputs Assets Liabilities Quantitative Information
Fair value (gross)	25,000,000	11,000,000
Nontrading derivatives and other financial assets and liabilities | Price-based | Minimum
Fair Value Inputs Assets Liabilities Quantitative Information
Fund NAV		12,974
Forward price (as a percent)		107.00%
Nontrading derivatives and other financial assets and liabilities | Price-based | Maximum
Fair Value Inputs Assets Liabilities Quantitative Information
Fund NAV		10,087,963
Forward price (as a percent)		107.10%
Nontrading derivatives and other financial assets and liabilities | Price-based | Weighted Average
Fair Value Inputs Assets Liabilities Quantitative Information
Fund NAV		9,308,012
Forward price (as a percent)		107.05%
Nontrading derivatives and other financial assets and liabilities | Yield analysis
Fair Value Inputs Assets Liabilities Quantitative Information
Fair value (gross)	47,000,000
Nontrading derivatives and other financial assets and liabilities | Yield analysis | Minimum
Fair Value Inputs Assets Liabilities Quantitative Information
Yield (as a percent)	1.33%
Nontrading derivatives and other financial assets and liabilities | Yield analysis | Maximum
Fair Value Inputs Assets Liabilities Quantitative Information
Yield (as a percent)	5.78%
Nontrading derivatives and other financial assets and liabilities | Yield analysis | Weighted Average
Fair Value Inputs Assets Liabilities Quantitative Information
Yield (as a percent)	3.32%
Fixed income securities
Fair Value Inputs Assets Liabilities Quantitative Information
Price for instrument valued at par	100
Interest-bearing deposits | Model-based
Fair Value Inputs Assets Liabilities Quantitative Information
Liabilities	465,000,000	486,000,000
Interest-bearing deposits | Model-based | Minimum
Fair Value Inputs Assets Liabilities Quantitative Information
Commodity volatility (as a percent)	5.00%	5.00%
Commodity correlation (as a percent)	-52.00%	-57.00%
Forward price (as a percent)	34.02%	35.34%
Equity-IR correlation (as a percent)	34.00%	34.00%
Interest-bearing deposits | Model-based | Maximum
Fair Value Inputs Assets Liabilities Quantitative Information
Commodity volatility (as a percent)	60.00%	83.00%
Commodity correlation (as a percent)	91.00%	91.00%
Forward price (as a percent)	242.86%	268.77%
Equity-IR correlation (as a percent)	37.00%	37.00%
Interest-bearing deposits | Model-based | Weighted Average
Fair Value Inputs Assets Liabilities Quantitative Information
Commodity volatility (as a percent)	20.00%	24.00%
Commodity correlation (as a percent)	38.00%	30.00%
Forward price (as a percent)	98.00%	101.74%
Equity-IR correlation (as a percent)	35.43%	35.43%
Federal funds purchased and securities loaned or sold under agreements to repurchase | Model-based
Fair Value Inputs Assets Liabilities Quantitative Information
Liabilities	1,060,000,000	1,043,000,000
Federal funds purchased and securities loaned or sold under agreements to repurchase | Model-based | Minimum
Fair Value Inputs Assets Liabilities Quantitative Information
Interest rate (as a percent)	0.87%	0.74%
Federal funds purchased and securities loaned or sold under agreements to repurchase | Model-based | Maximum
Fair Value Inputs Assets Liabilities Quantitative Information
Interest rate (as a percent)	2.01%	2.26%
Federal funds purchased and securities loaned or sold under agreements to repurchase | Model-based | Weighted Average
Fair Value Inputs Assets Liabilities Quantitative Information
Interest rate (as a percent)	1.72%	1.90%
Trading account liabilities | Securities sold, not yet purchased | Model-based
Fair Value Inputs Assets Liabilities Quantitative Information
Liabilities	41,000,000	251,000,000
Trading account liabilities | Securities sold, not yet purchased | Model-based | Minimum
Fair Value Inputs Assets Liabilities Quantitative Information
Credit-IR correlation (as a percent)		-70.49%
Trading account liabilities | Securities sold, not yet purchased | Model-based | Maximum
Fair Value Inputs Assets Liabilities Quantitative Information
Credit-IR correlation (as a percent)		8.81%
Trading account liabilities | Securities sold, not yet purchased | Model-based | Weighted Average
Fair Value Inputs Assets Liabilities Quantitative Information
Credit-IR correlation (as a percent)		47.17%
Trading account liabilities | Securities sold, not yet purchased | Price-based
Fair Value Inputs Assets Liabilities Quantitative Information
Liabilities	184,000,000	142,000,000
Trading account liabilities | Securities sold, not yet purchased | Price-based | Minimum
Fair Value Inputs Assets Liabilities Quantitative Information
Price	0	0
Trading account liabilities | Securities sold, not yet purchased | Price-based | Maximum
Fair Value Inputs Assets Liabilities Quantitative Information
Price	105.54	117
Trading account liabilities | Securities sold, not yet purchased | Price-based | Weighted Average
Fair Value Inputs Assets Liabilities Quantitative Information
Price	33.74	70.33
Short-term borrowings and long-term debt | Model-based
Fair Value Inputs Assets Liabilities Quantitative Information
Liabilities	7,309,000,000	7,204,000,000
Short-term borrowings and long-term debt | Model-based | Minimum
Fair Value Inputs Assets Liabilities Quantitative Information
Credit correlation (as a percent)	87.50%	87.50%
IR lognormal volatility (as a percent)		18.05%
Mean reversion (as a percent)	1.00%	1.00%
Foreign exchange (FX) volatility (as a percent)	9.30%
Equity volatility (as a percent)	15.41%	10.18%
Equity forward (as a percent)		89.50%
Equity-FX correlation (as a percent)	-88.20%
Equity-Equity correlation (as a percent)	-66.30%
Commodity volatility (as a percent)	5.00%	5.00%
Commodity correlation (as a percent)	-52.00%	-57.00%
Forward price (as a percent)	34.02%	35.34%
Short-term borrowings and long-term debt | Model-based | Maximum
Fair Value Inputs Assets Liabilities Quantitative Information
Credit correlation (as a percent)	87.50%	87.50%
IR lognormal volatility (as a percent)		90.65%
Mean reversion (as a percent)	20.00%	20.00%
Foreign exchange (FX) volatility (as a percent)	15.20%
Equity volatility (as a percent)	32.00%	69.65%
Equity forward (as a percent)		100.80%
Equity-FX correlation (as a percent)	50.90%
Equity-Equity correlation (as a percent)	94.80%
Commodity volatility (as a percent)	60.00%	83.00%
Commodity correlation (as a percent)	91.00%	91.00%
Forward price (as a percent)	242.86%	268.77%
Short-term borrowings and long-term debt | Model-based | Weighted Average
Fair Value Inputs Assets Liabilities Quantitative Information
Credit correlation (as a percent)	87.50%	87.50%
IR lognormal volatility (as a percent)		30.21%
Mean reversion (as a percent)	10.50%	10.50%
Foreign exchange (FX) volatility (as a percent)	14.41%
Equity volatility (as a percent)	15.85%	23.72%
Equity forward (as a percent)		95.80%
Equity-FX correlation (as a percent)	-38.24%
Equity-Equity correlation (as a percent)	34.89%
Commodity volatility (as a percent)	20.00%	24.00%
Commodity correlation (as a percent)	38.00%	30.00%
Forward price (as a percent)	94.40%	101.80%
Federal funds sold and securities borrowed or purchased under agreements to resell | Model-based
Fair Value Inputs Assets Liabilities Quantitative Information
Total assets	3,825,000,000	3,156,000,000
Federal funds sold and securities borrowed or purchased under agreements to resell | Model-based | Minimum
Fair Value Inputs Assets Liabilities Quantitative Information
Interest rate (as a percent)	1.09%	1.27%
Credit-IR correlation (as a percent)	-24.00%
Federal funds sold and securities borrowed or purchased under agreements to resell | Model-based | Maximum
Fair Value Inputs Assets Liabilities Quantitative Information
Interest rate (as a percent)	1.58%	1.97%
Credit-IR correlation (as a percent)	-1.00%
Federal funds sold and securities borrowed or purchased under agreements to resell | Model-based | Weighted Average
Fair Value Inputs Assets Liabilities Quantitative Information
Interest rate (as a percent)	1.56%	1.80%
Credit-IR correlation (as a percent)	-9.71%
Loans | Model-based
Fair Value Inputs Assets Liabilities Quantitative Information
Total assets	964,000,000	832,000,000
Loans | Model-based | Minimum
Fair Value Inputs Assets Liabilities Quantitative Information
Price		4.72
Credit spread (as a percent)	0.39%
Loans | Model-based | Maximum
Fair Value Inputs Assets Liabilities Quantitative Information
Price		106.55
Credit spread (as a percent)	6.00%
Loans | Model-based | Weighted Average
Fair Value Inputs Assets Liabilities Quantitative Information
Price		98.56
Credit spread (as a percent)	2.33%
Loans | Cash flow
Fair Value Inputs Assets Liabilities Quantitative Information
Total assets	1,780,000,000	1,095,000,000
Loans | Cash flow | Minimum
Fair Value Inputs Assets Liabilities Quantitative Information
Yield (as a percent)	1.60%	1.60%
Loans | Cash flow | Maximum
Fair Value Inputs Assets Liabilities Quantitative Information
Yield (as a percent)	4.50%	4.50%
Loans | Cash flow | Weighted Average
Fair Value Inputs Assets Liabilities Quantitative Information
Yield (as a percent)	2.23%	2.23%
Loans | Price-based
Fair Value Inputs Assets Liabilities Quantitative Information
Total assets	723,000,000	740,000,000
Loans | Price-based | Minimum
Fair Value Inputs Assets Liabilities Quantitative Information
Credit spread (as a percent)		0.35%
Appraised value	433,676,137
Loans | Price-based | Maximum
Fair Value Inputs Assets Liabilities Quantitative Information
Credit spread (as a percent)		5.00%
Appraised value	433,676,137
Loans | Price-based | Weighted Average
Fair Value Inputs Assets Liabilities Quantitative Information
Credit spread (as a percent)		1.99%
Appraised value	433,676,137
Loans | Yield analysis
Fair Value Inputs Assets Liabilities Quantitative Information
Total assets	438,000,000	441,000,000
Loans | Yield analysis | Minimum
Fair Value Inputs Assets Liabilities Quantitative Information
Price	0
Loans | Yield analysis | Maximum
Fair Value Inputs Assets Liabilities Quantitative Information
Price	131.31
Loans | Yield analysis | Weighted Average
Fair Value Inputs Assets Liabilities Quantitative Information
Price	63.6
Mortgage servicing rights | Cash flow
Fair Value Inputs Assets Liabilities Quantitative Information
Total assets	$1,590,000,000	$1,750,000,000
Mortgage servicing rights | Cash flow | Minimum
Fair Value Inputs Assets Liabilities Quantitative Information
Yield (as a percent)	4.81%	5.19%
WAL (in years)	3 years 2 months 26 days	3 years 3 months 22 days
Mortgage servicing rights | Cash flow | Maximum
Fair Value Inputs Assets Liabilities Quantitative Information
Yield (as a percent)	23.64%	21.40%
WAL (in years)	7 years 5 months 13 days	7 years 10 months 21 days
Mortgage servicing rights | Cash flow | Weighted Average
Fair Value Inputs Assets Liabilities Quantitative Information
Yield (as a percent)	7.33%	10.25%
WAL (in years)	5 years 15 days	5 years 2 months 2 days

FAIR_VALUE_MEASUREMENT_Items_M1

FAIR VALUE MEASUREMENT - Items Measured at Fair Value on a Nonrecurring Basis (Details) (Nonrecurring, USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Level 2
Items Measured at Fair Value on a Nonrecurring Basis
Loans held-for-sale	$3,130	$1,084
Other real estate owned	21	21
Loans	506	2,881
Total assets	3,657	3,986
Level 3
Items Measured at Fair Value on a Nonrecurring Basis
Loans held-for-sale	3,038	3,068
Other real estate owned	91	81
Loans	349	486
Total assets	3,478	3,635
Fair value
Items Measured at Fair Value on a Nonrecurring Basis
Loans held-for-sale	6,168	4,152
Other real estate owned	112	102
Loans	855	3,367
Total assets	$7,135	$7,621

FAIR_VALUE_MEASUREMENT_Valuati1

FAIR VALUE MEASUREMENT - Valuation Techniques and Inputs for Level 3 Nonrecurring Fair Value Measurements (Details) (USD $)	3 Months Ended		0 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Mar. 31, 2015	Dec. 31, 2014
Nonrecurring fair value changes included in earnings
Nonrecurring fair value measurements included in earnings	($99,000,000)	($144,000,000)
Loans held-for-sale
Nonrecurring fair value changes included in earnings
Nonrecurring fair value measurements included in earnings	-6,000,000	74,000,000
Other real estate owned
Nonrecurring fair value changes included in earnings
Nonrecurring fair value measurements included in earnings	-6,000,000	-7,000,000
Loans
Nonrecurring fair value changes included in earnings
Nonrecurring fair value measurements included in earnings	-87,000,000	-211,000,000
Nonrecurring | Level 3
Valuation techniques and inputs
Total assets	3,478,000,000		3,478,000,000	3,635,000,000
Nonrecurring | Level 3 | Loans held-for-sale | Price-based
Valuation techniques and inputs
Total assets	2,876,000,000		2,876,000,000	2,740,000,000
Nonrecurring | Level 3 | Loans held-for-sale | Price-based | Minimum
Valuation techniques and inputs
Price			0	92
Credit spread (as a percent)				0.05%
Nonrecurring | Level 3 | Loans held-for-sale | Price-based | Maximum
Valuation techniques and inputs
Price			100	100
Credit spread (as a percent)				3.58%
Nonrecurring | Level 3 | Loans held-for-sale | Price-based | Weighted Average
Valuation techniques and inputs
Price			9.17	99.54
Credit spread (as a percent)				1.75%
Nonrecurring | Level 3 | Other real estate owned | Price-based
Valuation techniques and inputs
Total assets	66,000,000		66,000,000	76,000,000
Nonrecurring | Level 3 | Other real estate owned | Price-based | Minimum
Valuation techniques and inputs
Appraised value			0	11,000
Discount to price (as a percent)				13.00%
Nonrecurring | Level 3 | Other real estate owned | Price-based | Maximum
Valuation techniques and inputs
Appraised value			18,824,904	11,124,137
Discount to price (as a percent)				64.00%
Nonrecurring | Level 3 | Other real estate owned | Price-based | Weighted Average
Valuation techniques and inputs
Appraised value			10,481,906	4,730,129
Discount to price (as a percent)				28.80%
Nonrecurring | Level 3 | Other real estate owned | Comparables Analysis
Valuation techniques and inputs
Total assets	19,000,000		19,000,000
Nonrecurring | Level 3 | Other real estate owned | Comparables Analysis | Minimum
Valuation techniques and inputs
Discount to price (as a percent)			34.00%
Nonrecurring | Level 3 | Other real estate owned | Comparables Analysis | Maximum
Valuation techniques and inputs
Discount to price (as a percent)			34.00%
Nonrecurring | Level 3 | Other real estate owned | Comparables Analysis | Weighted Average
Valuation techniques and inputs
Discount to price (as a percent)			34.00%
Nonrecurring | Level 3 | Loans | Price-based
Valuation techniques and inputs
Total assets	259,000,000		259,000,000	437,000,000
Nonrecurring | Level 3 | Loans | Price-based | Minimum
Valuation techniques and inputs
Appraised value			3,817,920
Discount to price (as a percent)			13.00%	13.00%
Yield (as a percent)			8.50%
Nonrecurring | Level 3 | Loans | Price-based | Maximum
Valuation techniques and inputs
Appraised value			33,267,917
Discount to price (as a percent)			34.00%	34.00%
Yield (as a percent)			15.00%
Nonrecurring | Level 3 | Loans | Price-based | Weighted Average
Valuation techniques and inputs
Appraised value			$26,152,931
Discount to price (as a percent)			24.51%	28.92%
Yield (as a percent)			12.98%

FAIR_VALUE_MEASUREMENT_Estimat

FAIR VALUE MEASUREMENT - Estimate Fair Value of Financial Instruments Not Carried at Fair Value (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014	Dec. 31, 2013
Assets
Loans	$6,575,000,000	$5,901,000,000
Liabilities
Deposits	899,647,000,000	899,332,000,000
Allowance for loan losses	14,598,000,000	15,994,000,000	18,923,000,000	19,648,000,000
Lease finance receivables	2,600,000,000	2,700,000,000
Corporate
Assets
Loans	6,537,000,000	5,858,000,000
Carrying value
Assets
Investments	29,000,000,000	30,500,000,000
Federal funds sold and securities borrowed or purchased under agreements to resell	103,100,000,000	98,400,000,000
Loans	597,300,000,000	620,000,000,000
Other financial assets	219,000,000,000	213,800,000,000
Liabilities
Deposits	898,000,000,000	897,600,000,000
Federal funds purchased and securities loaned or sold under agreements to repurchase, selected portfolios of securities sold under agreements to repurchase and securities loaned	141,100,000,000	136,700,000,000
Long-term debt	185,100,000,000	196,900,000,000
Other financial liabilities	125,600,000,000	136,200,000,000
Fair value
Assets
Investments	30,700,000,000	32,200,000,000
Federal funds sold and securities borrowed or purchased under agreements to resell	103,100,000,000	98,400,000,000
Loans	597,100,000,000	617,600,000,000
Other financial assets	219,000,000,000	213,800,000,000
Liabilities
Deposits	890,300,000,000	894,400,000,000
Federal funds purchased and securities loaned or sold under agreements to repurchase, selected portfolios of securities sold under agreements to repurchase and securities loaned	141,100,000,000	136,700,000,000
Long-term debt	192,000,000,000	202,500,000,000
Other financial liabilities	125,600,000,000	136,200,000,000
Fair value | Level 1
Assets
Investments	4,300,000,000	4,500,000,000
Federal funds sold and securities borrowed or purchased under agreements to resell	0	0
Loans	0	0
Other financial assets	8,100,000,000	8,300,000,000
Liabilities
Deposits	0	0
Federal funds purchased and securities loaned or sold under agreements to repurchase, selected portfolios of securities sold under agreements to repurchase and securities loaned	0	0
Long-term debt	0	0
Other financial liabilities	0	0
Fair value | Level 2
Assets
Investments	23,800,000,000	25,200,000,000
Federal funds sold and securities borrowed or purchased under agreements to resell	96,000,000,000	89,700,000,000
Loans	6,100,000,000	5,600,000,000
Other financial assets	147,700,000,000	151,900,000,000
Liabilities
Deposits	735,300,000,000	766,700,000,000
Federal funds purchased and securities loaned or sold under agreements to repurchase, selected portfolios of securities sold under agreements to repurchase and securities loaned	140,900,000,000	136,500,000,000
Long-term debt	169,800,000,000	172,700,000,000
Other financial liabilities	31,700,000,000	41,400,000,000
Fair value | Level 3
Assets
Investments	2,600,000,000	2,500,000,000
Federal funds sold and securities borrowed or purchased under agreements to resell	7,100,000,000	8,700,000,000
Loans	591,000,000,000	612,000,000,000
Other financial assets	63,200,000,000	53,600,000,000
Liabilities
Deposits	155,000,000,000	127,700,000,000
Federal funds purchased and securities loaned or sold under agreements to repurchase, selected portfolios of securities sold under agreements to repurchase and securities loaned	200,000,000	200,000,000
Long-term debt	22,200,000,000	29,800,000,000
Other financial liabilities	93,900,000,000	94,800,000,000
Fair value | Level 3 | Corporate
Fair value measurements additional disclosures
Unfunded lending commitments	$4,600,000,000	$5,500,000,000

FAIR_VALUE_ELECTIONS_Changes_i

FAIR VALUE ELECTIONS - Changes in Fair Value Gains (Losses) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Federal funds sold and securities borrowed or purchased under agreements to resell Selected portfolios of securities purchased under agreements to resell and securities borrowed
Fair Value, Balance Sheet Grouping, Financial Statement Captions.
Fair value elections, changes in fair value gains (losses)	($4)	$122
Trading account assets
Fair Value, Balance Sheet Grouping, Financial Statement Captions.
Fair value elections, changes in fair value gains (losses)	91	190
Investments
Fair Value, Balance Sheet Grouping, Financial Statement Captions.
Fair value elections, changes in fair value gains (losses)	45	29
Corporate
Fair Value, Balance Sheet Grouping, Financial Statement Captions.
Fair value elections, changes in fair value gains (losses)	-49	14
Consumer loans
Fair Value, Balance Sheet Grouping, Financial Statement Captions.
Fair value elections, changes in fair value gains (losses)	2	-24
Loans
Fair Value, Balance Sheet Grouping, Financial Statement Captions.
Fair value elections, changes in fair value gains (losses)	-47	-10
Mortgage servicing rights
Fair Value, Balance Sheet Grouping, Financial Statement Captions.
Fair value elections, changes in fair value gains (losses)	-71	-84
Certain mortgage loans (HFS)
Fair Value, Balance Sheet Grouping, Financial Statement Captions.
Fair value elections, changes in fair value gains (losses)	102	120
Other assets
Fair Value, Balance Sheet Grouping, Financial Statement Captions.
Fair value elections, changes in fair value gains (losses)	31	36
Total assets
Fair Value, Balance Sheet Grouping, Financial Statement Captions.
Fair value elections, changes in fair value gains (losses)	116	367
Interest-bearing deposits
Fair Value, Balance Sheet Grouping, Financial Statement Captions.
Fair value elections, changes in fair value gains (losses)	10	-24
Federal funds purchased and securities loaned or sold under agreements to repurchase Selected portfolios of securities sold under agreements to repurchase and securities loaned
Fair Value, Balance Sheet Grouping, Financial Statement Captions.
Fair value elections, changes in fair value gains (losses)	2	-6
Trading account liabilities
Fair Value, Balance Sheet Grouping, Financial Statement Captions.
Fair value elections, changes in fair value gains (losses)	29	3
Short-term borrowings
Fair Value, Balance Sheet Grouping, Financial Statement Captions.
Fair value elections, changes in fair value gains (losses)	-1	19
Long-term debt
Fair Value, Balance Sheet Grouping, Financial Statement Captions.
Fair value elections, changes in fair value gains (losses)	-45	-272
Total liabilities
Fair Value, Balance Sheet Grouping, Financial Statement Captions.
Fair value elections, changes in fair value gains (losses)	($5)	($280)

FAIR_VALUE_ELECTIONS_Valuation

FAIR VALUE ELECTIONS - Valuation Adjustments, Fair Value Option for Financial Assets and Financial Liabilities (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Fair Value Option Quantitative Disclosures
Gain (loss) on change in estimated fair value of debt liabilities due to change in company's own credit risk	$87	$34
Balance of non-accrual loans or loans more than 90 days past due	0		0
Aggregate unpaid principal balance in excess of fair value for non-accrual loans or loans more than 90 days past due	0		0
Certain loans and other credit product
Fair Value Option Quantitative Disclosures
Changes in fair value due to instrument-specific credit risk gain (loss)	-1	-35
Certain loans and other credit product | Trading assets
Fair Value Option Quantitative Disclosures
Aggregate unpaid principal balance in excess of (less than) fair value	419		234
Balance of non-accrual loans or loans more than 90 days past due	6		13
Aggregate unpaid principal balance in excess of fair value for non-accrual loans or loans more than 90 days past due	12		28
Certain loans and other credit product | Loans
Fair Value Option Quantitative Disclosures
Aggregate unpaid principal balance in excess of (less than) fair value	13		125
Balance of non-accrual loans or loans more than 90 days past due	2		3
Aggregate unpaid principal balance in excess of fair value for non-accrual loans or loans more than 90 days past due	2		1
Certain debt host contracts across unallocated precious metals accounts
Fair Value Option Quantitative Disclosures
Carrying amount reported on the Consolidated Balance Sheet	900		1,200
Certain Investments in Unallocated Precious Metals | Forward derivative contract | Purchased
Fair Value Option Quantitative Disclosures
Derivative notionals	6,000
Certain Investments in Unallocated Precious Metals | Forward derivative contract | Sold
Fair Value Option Quantitative Disclosures
Derivative notionals	6,600
Mortgage loans
Fair Value Option Quantitative Disclosures
Aggregate unpaid principal balance in excess of (less than) fair value	52		67
Carrying amount | Certain loans and other credit product | Trading assets
Fair Value Option Quantitative Disclosures
Carrying amount reported on the Consolidated Balance Sheet	10,445		10,290
Carrying amount | Certain loans and other credit product | Loans
Fair Value Option Quantitative Disclosures
Carrying amount reported on the Consolidated Balance Sheet	6,575		5,901
Carrying amount | Certain mortgage loans (HFS)
Fair Value Option Quantitative Disclosures
Carrying amount reported on the Consolidated Balance Sheet	1,226		1,447
Fair value | Certain loans and other credit product
Fair Value Option Quantitative Disclosures
Unfunded lending commitments	$1,760		$2,335

FAIR_VALUE_ELECTIONS_Certain_S

FAIR VALUE ELECTIONS - Certain Structured and Non-Structed Liabilities (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
Carrying value of structured notes, disaggregated by type of embedded derivative instrument
Carrying value of structured notes	$22,600,000,000	$23,100,000,000
Excluding Consolidated VIE's
Certain non-structured liabilities
Aggregate unpaid principal balance in excess of (less than) fair value	-268,000,000	-151,000,000
Long-term debt | Carrying amount | Excluding Consolidated VIE's
Certain non-structured liabilities
Carrying amount reported on the Consolidated Balance Sheet	25,409,000,000	26,180,000,000
Short-term borrowings
Certain non-structured liabilities
Aggregate unpaid principal balance in excess of (less than) fair value	-10,000,000	31,000,000
Short-term borrowings | Carrying amount
Certain non-structured liabilities
Carrying amount reported on the Consolidated Balance Sheet	926,000,000	1,496,000,000
Interest Rate Linked
Carrying value of structured notes, disaggregated by type of embedded derivative instrument
Carrying value of structured notes	10,100,000,000	10,900,000,000
Foreign Exchange Linked
Carrying value of structured notes, disaggregated by type of embedded derivative instrument
Carrying value of structured notes	300,000,000	300,000,000
Equity Linked
Carrying value of structured notes, disaggregated by type of embedded derivative instrument
Carrying value of structured notes	8,400,000,000	8,000,000,000
Commodity Linked
Carrying value of structured notes, disaggregated by type of embedded derivative instrument
Carrying value of structured notes	1,600,000,000	1,400,000,000
Credit Linked
Carrying value of structured notes, disaggregated by type of embedded derivative instrument
Carrying value of structured notes	$2,200,000,000	$2,500,000,000

GUARANTEES_AND_COMMITMENTS_Gur

GUARANTEES AND COMMITMENTS - Gurantees (Details) (USD $)	3 Months Ended	12 Months Ended
	Mar. 31, 2015	Dec. 31, 2014
	trust	trust
Maximum potential amount of future payments
Expire Within One Year	$269,600,000,000	$258,500,000,000
Expire After One Year	201,500,000,000	206,100,000,000
Total amount outstanding	471,100,000,000	464,600,000,000
Carrying value	2,771,000,000	3,146,000,000
Compensation for standard representations and warranties	0
Stated or notional amounts included in the indemnification clauses	0
Liability related to VTNs	0	0
Number of trusts funded by the reinsurer	2	2
Fair value of securities in trusts funded by reinsurer relating to indemnification	6,700,000,000	6,200,000,000
Liability related to long-term care insurance indemnification	0	0
Cash collateral available to reimburse losses realized under guarantees and indemnifications	63,000,000,000	63,000,000,000
Securities and other marketable assets held as collateral, the majority of which collateral is held to reimburse losses realized under securities lending indemnifications	91,000,000,000	70,000,000,000
Letters of credit in favor of the Company held as collateral	4,200,000,000	4,000,000,000
Investment Grade
Maximum potential amount of future payments
Total amount outstanding	131,300,000,000	129,100,000,000
Non-Investment Grade
Maximum potential amount of future payments
Total amount outstanding	17,700,000,000	19,900,000,000
Not rated
Maximum potential amount of future payments
Total amount outstanding	322,100,000,000	315,600,000,000
Financial standby letters of credit
Maximum potential amount of future payments
Expire Within One Year	25,400,000,000	25,400,000,000
Expire After One Year	71,600,000,000	73,000,000,000
Total amount outstanding	97,000,000,000	98,400,000,000
Carrying value	239,000,000	242,000,000
Financial standby letters of credit | Investment Grade
Maximum potential amount of future payments
Total amount outstanding	72,500,000,000	73,000,000,000
Financial standby letters of credit | Non-Investment Grade
Maximum potential amount of future payments
Total amount outstanding	13,600,000,000	15,900,000,000
Financial standby letters of credit | Not rated
Maximum potential amount of future payments
Total amount outstanding	10,900,000,000	9,500,000,000
Performance guarantees
Maximum potential amount of future payments
Expire Within One Year	7,000,000,000	7,100,000,000
Expire After One Year	4,400,000,000	4,800,000,000
Total amount outstanding	11,400,000,000	11,900,000,000
Carrying value	25,000,000	29,000,000
Performance guarantees | Investment Grade
Maximum potential amount of future payments
Total amount outstanding	6,700,000,000	7,300,000,000
Performance guarantees | Non-Investment Grade
Maximum potential amount of future payments
Total amount outstanding	4,000,000,000	3,900,000,000
Performance guarantees | Not rated
Maximum potential amount of future payments
Total amount outstanding	700,000,000	700,000,000
Derivative instruments considered to be guarantees
Maximum potential amount of future payments
Expire Within One Year	11,500,000,000	12,500,000,000
Expire After One Year	73,100,000,000	79,200,000,000
Total amount outstanding	84,600,000,000	91,700,000,000
Carrying value	2,437,000,000	2,806,000,000
Derivative instruments considered to be guarantees | Investment Grade
Maximum potential amount of future payments
Total amount outstanding	0	0
Derivative instruments considered to be guarantees | Non-Investment Grade
Maximum potential amount of future payments
Total amount outstanding	0	0
Derivative instruments considered to be guarantees | Not rated
Maximum potential amount of future payments
Total amount outstanding	84,600,000,000	91,700,000,000
Loans sold with recourse
Maximum potential amount of future payments
Expire Within One Year	0	0
Expire After One Year	200,000,000	200,000,000
Total amount outstanding	200,000,000	200,000,000
Carrying value	15,000,000	15,000,000
Repurchase reserve for Consumer mortgages representations and warranties	216,000,000	224,000,000
Loans sold with recourse | Investment Grade
Maximum potential amount of future payments
Total amount outstanding	0	0
Loans sold with recourse | Non-Investment Grade
Maximum potential amount of future payments
Total amount outstanding	0	0
Loans sold with recourse | Not rated
Maximum potential amount of future payments
Total amount outstanding	200,000,000	200,000,000
Securities lending indemnifications
Maximum potential amount of future payments
Expire Within One Year	147,300,000,000	127,500,000,000
Expire After One Year	0	0
Total amount outstanding	147,300,000,000	127,500,000,000
Carrying value	0	0
Securities lending indemnifications | Investment Grade
Maximum potential amount of future payments
Total amount outstanding	0	0
Securities lending indemnifications | Non-Investment Grade
Maximum potential amount of future payments
Total amount outstanding	0	0
Securities lending indemnifications | Not rated
Maximum potential amount of future payments
Total amount outstanding	147,300,000,000	127,500,000,000
Credit card merchant processing
Maximum potential amount of future payments
Expire Within One Year	78,400,000,000	86,000,000,000
Expire After One Year	0	0
Total amount outstanding	78,400,000,000	86,000,000,000
Carrying value	0	0
Maximum potential contingent liability related to bankcard and private-label merchant processing services	78,000,000,000	86,000,000,000
Credit card merchant processing | Investment Grade
Maximum potential amount of future payments
Total amount outstanding	0	0
Credit card merchant processing | Non-Investment Grade
Maximum potential amount of future payments
Total amount outstanding	0	0
Credit card merchant processing | Not rated
Maximum potential amount of future payments
Total amount outstanding	78,400,000,000	86,000,000,000
Custody indemnifications and other
Maximum potential amount of future payments
Expire Within One Year	0	0
Expire After One Year	52,200,000,000	48,900,000,000
Total amount outstanding	52,200,000,000	48,900,000,000
Carrying value	55,000,000	54,000,000
Custody indemnifications and other | Investment Grade
Maximum potential amount of future payments
Total amount outstanding	52,100,000,000	48,800,000,000
Custody indemnifications and other | Non-Investment Grade
Maximum potential amount of future payments
Total amount outstanding	100,000,000	100,000,000
Custody indemnifications and other | Not rated
Maximum potential amount of future payments
Total amount outstanding	0	0
Futures and over-the-counter derivatives clearing
Maximum potential amount of future payments
Number of types of margin	2
Amount of cash initial margin collected and remitted	$4,100,000,000	$3,200,000,000

GUARANTEES_AND_COMMITMENTS_Cre

GUARANTEES AND COMMITMENTS - Credit Commitments and Lines of Credit (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
Credit Commitments
Credit commitments	$889,168,000,000	$904,040,000,000
Commercial and similar letters of credit
Credit Commitments
Credit commitments	5,715,000,000	6,634,000,000
One-to four-family residential mortgages
Credit Commitments
Credit commitments	4,116,000,000	5,674,000,000
Revolving open-end loans secured by one-to four-family residential properties
Credit Commitments
Credit commitments	15,956,000,000	16,098,000,000
Commercial real estate, construction and land development
Credit Commitments
Credit commitments	7,989,000,000	9,242,000,000
Credit card lines
Credit Commitments
Credit commitments	609,482,000,000	612,049,000,000
Commercial and other consumer loan commitments
Credit Commitments
Credit commitments	236,416,000,000	243,680,000,000
Commercial and other consumer loan commitments original maturity of less than 1 year	50,000,000,000	53,000,000,000
Other commitments and contingencies
Credit Commitments
Credit commitments	9,494,000,000	10,663,000,000
U.S.
Credit Commitments
Credit commitments	672,237,000,000
U.S. | Commercial and similar letters of credit
Credit Commitments
Credit commitments	1,037,000,000
U.S. | One-to four-family residential mortgages
Credit Commitments
Credit commitments	1,840,000,000
U.S. | Revolving open-end loans secured by one-to four-family residential properties
Credit Commitments
Credit commitments	13,597,000,000
U.S. | Commercial real estate, construction and land development
Credit Commitments
Credit commitments	6,817,000,000
U.S. | Credit card lines
Credit Commitments
Credit commitments	492,021,000,000
U.S. | Commercial and other consumer loan commitments
Credit Commitments
Credit commitments	152,069,000,000
U.S. | Other commitments and contingencies
Credit Commitments
Credit commitments	4,856,000,000
Outside U.S.
Credit Commitments
Credit commitments	216,931,000,000
Outside U.S. | Commercial and similar letters of credit
Credit Commitments
Credit commitments	4,678,000,000
Outside U.S. | One-to four-family residential mortgages
Credit Commitments
Credit commitments	2,276,000,000
Outside U.S. | Revolving open-end loans secured by one-to four-family residential properties
Credit Commitments
Credit commitments	2,359,000,000
Outside U.S. | Commercial real estate, construction and land development
Credit Commitments
Credit commitments	1,172,000,000
Outside U.S. | Credit card lines
Credit Commitments
Credit commitments	117,461,000,000
Outside U.S. | Commercial and other consumer loan commitments
Credit Commitments
Credit commitments	84,347,000,000
Outside U.S. | Other commitments and contingencies
Credit Commitments
Credit commitments	$4,638,000,000

CONTINGENCIES_Details

CONTINGENCIES (Details)	Dec. 31, 2014	Mar. 31, 2015	Mar. 05, 2015	Jan. 31, 2011	Mar. 31, 2015	Mar. 31, 2015
	USD ($)	Oceanografia	Parmalat Litigation	Parmalat Litigation	Mortgage-backed securities trustee actions	Lehman Brothers Bankruptcy
		USD ($)	defendant	EUR (€)	Citigroup, Inc. Securities Litigation	USD ($)
					USD ($)
Contingencies
Possible loss, high end of the range	$4,000,000,000
Aggregate original purchase amount					1,900,000,000
Aggregate original purchase amount of the purchases covered by tolling agreements					1,400,000,000
Proofs of claims						2,600,000,000
Bankruptcy claim clearing obligations amount to avoid from setoff						500,000,000
Amount of fine		90,000
Number of defendants			8
Damages sought				€ 130,000,000