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Citigroup C Notionals, protection purchased
Notionals, protection purchased at other companies
Other financials
Where this comes from
Reported directly by Citigroup in its filing.
Tagged under the XBRL concept c:CreditDerivativesNotionalAmountPurchasedCreditProtection.
The source filing: Citigroup’s 10-Q, filed August 6, 2026.
- Filed
- Aug 6, 2026, 5:14 PM EDT
- Fiscal quarter
- Q2 FY2026
- Calendar quarter
- Q2 2026
- Accession
- 0000831001-26-000045
| In millions of dollars at June 30, 2026 | Fair values / Receivable(1) | Fair values / Payable(2) | Notionals / Protectionpurchased | Notionals / Protectionsold |
|---|---|---|---|---|
| By instrument | ||||
| Credit default swaps and options | $7,915 | $8,083 | $546,964 | $484,656 |
| Total return swaps and other | 2,068 | 1,872 | 77,514 | 17,806 |
| Total by instrument | $9,983 | $9,955 | $624,478 | $502,462 |
| By rating of reference entity | ||||
| Investment grade | $4,756 | $4,495 | $446,210 | $391,477 |
| Non-investment grade | 5,227 | 5,460 | 178,268 | 110,985 |
| Total by rating of reference entity | $9,983 | $9,955 | $624,478 | $502,462 |
Document
FAQ
- What is Citigroup's notionals, protection purchased?
- Citigroup (C) reported notionals, protection purchased of $624.48B in Q2 2026.
- How has Citigroup's notionals, protection purchased changed year-over-year?
- Citigroup's notionals, protection purchased increased by 3.8% year-over-year, from $601.65B to $624.48B.
- What is the long-term trend for Citigroup's notionals, protection purchased?
- Over 5 years (2020 to 2025), Citigroup's notionals, protection purchased has grown at a -0.4% compound annual growth rate (CAGR), from $612.77B to $600.33B.
- What does notionals, protection purchased mean?
- Notionals, protection purchased as reported by Citigroup Inc..
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