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 .

Table: 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: divide(subtract(222510, 200077), 200077)