management 2019s discussion and analysis 120 jpmorgan chase & co./2010 annual report wholesale credit portfolio as of december 31 , 2010 , wholesale exposure ( ib , cb , tss and am ) increased by $ 36.9 billion from december 31 , 2009 .
the overall increase was primarily driven by increases of $ 23.5 billion in loans and $ 16.8 billion of receivables from customers , partially offset by decreases in interests in purchase receivables and lending-related commitments of $ 2.5 billion and $ 1.1 billion , respectively .
the de- crease in lending-related commitments and the increase in loans were primarily related to the january 1 , 2010 , adoption of the accounting guidance related to vies , which resulted in the elimination of a net $ 17.7 billion of lending-related commitments between the firm and its administrated multi-seller conduits upon consolidation .
assets of the consolidated conduits included $ 15.1 billion of wholesale loans at january 1 , 2010 .
excluding the effect of the accounting guidance , lending-related commitments and loans would have increased by $ 16.6 billion and $ 8.4 billion , respectively , mainly related to in- creased client activity .
the increase in loans also included the pur- chase of a $ 3.5 billion loan portfolio in cb during the third quarter of 2010 .
the increase of $ 16.8 billion in receivables from customers was due to increased client activity , predominantly in prime services .
wholesale .

december 31 , ( in millions )
december 31 , 2010
december 31 , 2009
2010
2009
loans retained
$ 222510
$ 200077
$ 5510
$ 6559
loans held-for-sale
3147
2734
341
234
loans at fair value
1976
1364
155
111
loans 2013 reported
227633
204175
6006
6904
derivative receivables
80481
80210
34
529
receivables from customers ( a )
32541
15745
2014
2014
interests in purchased receivables ( b )
391
2927
2014
2014
total wholesale credit-related assets
341046
303057
6040
7433
lending-related commitments ( c )
346079
347155
1005
1577
total wholesale credit exposure
$ 687125
$ 650212
$ 7045
$ 9010
net credit derivative hedges notional ( d )
$ -23108 ( 23108 )
$ -48376 ( 48376 )
$ -55 ( 55 )
$ -139 ( 139 )
liquid securities and other cash collateral held against derivatives ( e )
-16486 ( 16486 )
-15519 ( 15519 )
na
na

net credit derivative hedges notional ( d ) $ ( 23108 ) $ ( 48376 ) $ ( 55 ) $ ( 139 ) liquid securities and other cash collateral held against derivatives ( e ) ( 16486 ) ( 15519 ) na na ( a ) represents primarily margin loans to prime and retail brokerage customers , which are included in accrued interest and accounts receivable on the consolidated balance sheets .
( b ) represents an ownership interest in cash flows of a pool of receivables transferred by a third-party seller into a bankruptcy-remote entity , generally a trust .
( c ) the amounts in nonperforming represent unfunded commitments that are risk rated as nonaccrual .
( d ) represents the net notional amount of protection purchased and sold of single-name and portfolio credit derivatives used to manage both performing and nonperform- ing credit exposures ; these derivatives do not qualify for hedge accounting under u.s .
gaap .
for additional information , see credit derivatives on pages 126 2013128 , and note 6 on pages 191 2013199 of this annual report .
( e ) represents other liquid securities collateral and other cash collateral held by the firm .
( f ) excludes assets acquired in loan satisfactions .
the following table presents summaries of the maturity and ratings profiles of the wholesale portfolio as of december 31 , 2010 and 2009 .
the ratings scale is based on the firm 2019s internal risk ratings , which generally correspond to the ratings as defined by s&p and moody 2019s .
also included in this table is the notional value of net credit derivative hedges ; the counterparties to these hedges are predominantly investment grade banks and finance companies. .

Question: what was the percentage change in loans retained from 2009 to 2010?
Calculation: subtract(222510, 200077), divide(#0, 200077)