Equipment and Energy
## Table 0 ##
2013 vs.  2012 Sales of $451.1 increased primarily from higher LNG project activity.
Operating income of $65.5 increased from the higher LNG project activity.
The sales backlog for the Equipment business at 30 September 2013 was $402, compared to $450 at 30 September 2012.
It is expected that approximately $250 of the backlog will be completed during 2014.2012 vs.  2011 Sales of $420.1 increased 5%, or $19.5, reflecting higher air separation unit (ASU) activity.
Operating income of $44.6 decreased 29%, or $18.2, reflecting lower LNG project activity.
The sales backlog for the Equipment business at 30 September 2012 was $450, compared to $334 at 30 September 2011.
Other Other operating income (loss) primarily includes other expense and income that cannot be directly associated with the business segments, including foreign exchange gains and losses.
Also included are LIFO inventory valuation adjustments, as the business segments use FIFO, and the LIFO pool valuation adjustments are not allocated to the business segments.
Other also included stranded costs resulting from discontinued operations, as these costs were not reallocated to the businesses in 2012.2013 vs.  2012 Other operating loss was $4.7, compared to $6.6 in the prior year.
The current year includes an unfavorable LIFO adjustment versus the prior year of $11.
The prior year loss included stranded costs from discontinued operations of $10.2012 vs.  2011 Other operating loss was $6.6, compared to $39.3 in the prior year, primarily due to a reduction in stranded costs, a decrease in the LIFO adjustment as a result of decreases in inventory values, and favorable foreign exchange, partially offset by gains on asset sales in the prior year.
20.
DEBT SHORT-TERM BORROWINGS Short-term borrowings consist of commercial paper and other borrowings with weighted average interest rates as follows:
## Table 1 ##
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 nonbank subsidiaries have credit facilities with Citigroup’s subsidiary depository institutions, including Citibank, N. A.
Borrowings under these facilities must be secured in accordance with Section 23A of the Federal Reserve Act.
CGMHI has committed financing with unaffiliated banks.
At December 31, 2008, CGMHI had drawn down the full $1.050 billion available under these facilities, of which $600 million is guaranteed by Citigroup.
CGMHI has bilateral facilities totaling $500 million with unaffiliated banks with maturities occurring on various dates in the second half of 2009.
They also have substantial 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.
## Table 2 ##
(1) Includes $250 million of notes maturing in 2098.
(2) At December 31, 2008 and 2007, collateralized advances from the Federal Home Loan Bank are $67.4 billion and $86.9 billion, respectively.
(3) Includes Targeted Growth Enhanced Term Securities (TARGETS) with no carrying value at December 31, 2008 and $48 million issued by TARGETS Trust XXIV at December 31, 2007 ( the “CGMHI Trusts”).
CGMHI owned all of the voting securities of the CGMHI Trusts.
The CGMHI Trusts had no assets, operations, revenues or cash flows other than those related to the issuance, administration and repayment of the TARGETS and the CGMHI Trusts’ common securities.
The CGMHI Trusts’ obligations under the TARGETS were fully and unconditionally guaranteed by CGMHI, and CGMHI’s guarantee obligations were fully and unconditionally guaranteed by Citigroup.
(4) Includes Targeted Growth Enhanced Term Securities (CFI TARGETS) with no carrying value at December 31, 2008 and $55 million issued by TARGETS Trusts XXV and XXVI at December 31, 2007 (collectively, the “CFI Trusts”).
CFI owned all of the voting securities of the CFI Trusts.
The CFI Trusts had no assets, operations, revenues or cash flows other than those related to the issuance, administration and repayment of the CFI TARGETS and the CFI Trusts’ common securities.
The CFI Trusts’ obligations under the CFI TARGETS were fully and unconditionally guaranteed by CFI, and CFI’s guarantee obligations were fully and unconditionally guaranteed by Citigroup.
(5) Includes Principal-Protected Trust Securities (Safety First Trust Securities) with carrying values of $452 million issued by Safety First Trust Series 2006-1, 2007-1, 2007-2, 2007-3, 2007-4, 2008-1, 2008-2, 2008-3, 2008-4, 2008-5, and 2008-6 (collectively, the “Safety First Trusts”) at December 31, 2008 and $301 million issued by Safety First Trust Series 2006-1, 2007-1, 2007-2, 2007-3 and 2007- 4 at December 31, 2007.
CFI owns all of the voting securities of the Safety First Trusts.
The Safety First Trusts have no assets, operations, revenues or cash flows other than those related to the issuance, administration and repayment of the Safety First Trust Securities and the Safety First Trusts’ common securities.
The Safety First Trusts’ obligations under the Safety First Trust Securities are fully and unconditionally guaranteed by CFI, and CFI’s guarantee obligations are fully and unconditionally guaranteed by Citigroup.
CGMHI has a syndicated five-year committed uncollateralized revolving line of credit facility with unaffiliated banks totaling $3.0 billion, which matures in 2011.
CGMHI also has committed long-term financing facilities with unaffiliated banks.
At December 31, 2008, CGMHI had drawn down the full $1.025 billion available under these facilities, of which $475 million is guaranteed by Citigroup.
A bank can terminate these facilities by giving CGMHI prior notice (generally one year).
CGMHI also has a $75 million bilateral facility which matures in 2010.
he counterparties.
Therefore, the CVA (both counterparty and own-credit) may not be realized upon a settlement or termination in the normal course of business.
In addition, all or a portion of the credit valuation adjustments may be reversed or otherwise adjusted in future periods in the event of changes in the credit risk of Citi or its counterparties, or changes in the credit mitigants (collateral and netting agreements) associated with the derivative instruments.
Historically, Citigroup’s credit spreads have moved in tandem with general counterparty credit spreads, thus providing offsetting CVAs affecting revenue.
However, in the fourth quarter of 2008, Citigroup’s credit spreads generally narrowed and counterparty credit spreads widened, each of which negatively affected revenues in 2008.
During 2009, both Citigroup’s and counterparty credit spreads narrowed.
The table below summarizes the CVA applied to the fair value of derivative instruments as of December31, 2009 and 2008.
## Table 3 ##
(1) Certain derivatives with monoline counterparties were terminated during 2008.
The table below summarizes pretax gains (losses) related to changes in credit valuation adjustments on derivative instruments for the years ended December31, 2009 and 2008:
## Table 4 ##
The credit valuation adjustment amounts shown above relate solely to the derivative portfolio, and do not include: ?
Own-credit adjustments for non-derivative liabilities measured at fair value under the fair value option.
See Note 26 to the Consolidated Financial Statements for further information.  ?
The effect of counterparty credit risk embedded in non-derivative instruments.
During 2008 and 2009 a range of financial instruments.
Losses on non-derivative instruments, such as bonds and loans, related to counterparty credit risk are not included in the table above.
Credit Derivatives Citigroup makes markets in and trades a range of credit derivatives, both on behalf of clients as well as for its own account.
Through these contracts Citigroup either purchases or writes protection on either a single-name or portfolio basis.
Citi uses credit derivatives to help mitigate credit risk in its corporate loan portfolio and other cash positions, to take proprietary trading positions, and to facilitate client transactions.
Credit derivatives generally require that the seller of credit protection make payments to the buyer upon the occurrence of predefined events (settlement triggers).
These settlement triggers, which are defined by the form of the derivative and the referenced credit, are generally limited to the market standard of failure to pay on indebtedness and bankruptcy (or comparable events) of the reference credit and, in a more limited range of transactions, debt restructuring.
Credit derivative transactions referring to emerging market reference credits will also typically include additional settlement triggers to cover the acceleration of indebtedness and the risk of repudiation or a payment moratorium.
In certain transactions on a portfolio of referenced credits or asset-backed securities, 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.
Cash Flow Hedges Hedging of benchmark interest rate risk Citigroup hedges variable cash flows resulting from floating-rate liabilities and rollover (re-issuance) of short-term 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.
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.
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 longterm debt and short-term borrowings that are denominated in a currency 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 ongoingbasis.
Hedging total return Citigroup generally manages the risk associated with highly leveraged financing it has entered into by seeking to sell a majority of its exposures to the market prior to or shortly after funding.
The portion of the highly leveraged financing that is retained by Citigroup is hedged with a total return swap.
The amount of hedge ineffectiveness on the cash flow hedges recognized in earnings for the years ended December31, 2010 and December31, 2009 is not significant.
The pretax change in Accumulated other comprehensive income (loss) from cash flow hedges for years ended December31, 2010 and December31, 2009 is presentedbelow:
## Table 5 ##
(1) Included primarily in Other revenue and Net interest revenue on the Consolidated Income Statement.
For cash flow hedges, any changes in the fair value of the end-user derivative remaining in Accumulated other comprehensive income (loss) on the Consolidated Balance Sheet will be included in 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 December31, 2010 is approximately $1.5billion.
The maximum length of time over which forecasted cash flows are hedged is 10years.
The impact of cash flow hedges on AOCI is also shown in Note 21 to the Consolidated FinancialStatements.
FUNDING AND LIQUIDITY Overview Citi’s funding and liquidity objective is to both fund its existing asset base and maintain sufficient excess liquidity so that it can operate under a wide variety of market conditions.
An extensive range of liquidity scenarios is considered based on both historical industry experience and hypothetical situations.
The approach is to ensure Citi has sufficient funding that is structural in nature so as to accommodate market disruptions for both short- and long-term periods.
Due to various constraints that limit the free transfer of liquidity or capital between Citi-affiliated entities (as discussed below), Citigroup’s primary liquidity objectives are established by entity, and in aggregate, across: (i) the non-bank, which is largely comprised of the parent holding company (Citigroup), Citigroup Funding Inc.  (CFI) and Citi’s brokerdealer subsidiaries (collectively referred to in this section as “nonbank”); and (ii) Citi’s bank subsidiaries, such as Citibank, N. A.
At an aggregate level, Citigroup’s goal is to ensure that there is sufficient funding in amount and tenor to ensure that aggregate liquidity resources are available for these entities.
The liquidity framework requires that entities be self-sufficient or net providers of liquidity in their designated stress tests and have excess cash capital (as further discussed in “Liquidity Measures and Stress Testing” below).
The primary sources of funding include (i) deposits via Citi’s bank subsidiaries, which are Citi’s most stable and lowest-cost source of longterm funding, (ii) long-term debt (including trust preferred securities and other long-term collateralized financing) issued at the non-bank level and certain bank subsidiaries, and (iii) stockholders’ equity.
These sources are supplemented by short-term borrowings, primarily in the form of commercial paper and secured financing (securities loaned or sold under agreements to repurchase) at the non-bank level.
Citigroup works to ensure that the structural tenor of these funding sources is sufficiently long in relation to the tenor of its asset base.
In fact, the key goal of Citi’s asset-liability management is to ensure that there is excess tenor in the liability structure so as to provide excess liquidity to fund the assets.
The excess liquidity resulting from a longer-term tenor profile can effectively offset potential downward pressures on liquidity that may occur under stress.
This excess funding is held in the form of aggregate liquidity resources, as described below.
Aggregate Liquidity Resources

Tables referenced above, in order (Table 0 first):
<table><tr><td></td><td>2013</td><td>2012</td><td>2011</td></tr><tr><td>Sales</td><td>$451.1</td><td>$420.1</td><td>$400.6</td></tr><tr><td>Operating income</td><td>65.5</td><td>44.6</td><td>62.8</td></tr></table>
<table><tr><td></td><td colspan="2">2008</td><td colspan="2">2007</td></tr><tr><td><i>In millions of dollars</i><i>at year end</i></td><td> Balance</td><td>Weighted average</td><td>Balance</td><td>Weighted average</td></tr><tr><td> Commercial paper</td><td></td><td></td><td></td><td></td></tr><tr><td>Citigroup Funding Inc.</td><td>$28,654</td><td>1.66%</td><td>$34,939</td><td>5.05%</td></tr><tr><td>Other Citigroup subsidiaries</td><td>471</td><td>2.02</td><td>2,404</td><td>3.15</td></tr><tr><td></td><td>$29,125</td><td></td><td>$37,343</td><td></td></tr><tr><td> Other borrowings</td><td>$97,566</td><td>2.40%</td><td>$109,145</td><td>3.62%</td></tr><tr><td> Total</td><td>$126,691</td><td></td><td>$146,488</td><td></td></tr></table>
<table><tr><td></td><td></td><td></td><td colspan="2"> Balances</td></tr><tr><td><i>In millions of dollars at year end</i></td><td>Weighted average coupon</td><td> Maturities</td><td> 2008</td><td>2007</td></tr><tr><td colspan="2">Citigroup parent company</td><td></td><td></td><td></td></tr><tr><td>Senior notes<sup>-1</sup></td><td>4.33%</td><td> 2009-2098</td><td>$138,005</td><td>$119,680</td></tr><tr><td>Subordinated notes</td><td>5.37</td><td> 2009-2036</td><td>30,216</td><td>28,185</td></tr><tr><td>Junior subordinated notes relating to trust preferred securities</td><td>6.94</td><td> 2027-2067</td><td>24,060</td><td>23,756</td></tr><tr><td> Other Citigroup subsidiaries</td><td></td><td></td><td></td><td></td></tr><tr><td>Senior notes<sup>-2</sup></td><td>2.69</td><td> 2009-2045</td><td>105,629</td><td>180,689</td></tr><tr><td>Subordinated notes</td><td>3.38</td><td> 2009-2022</td><td>3,395</td><td>6,551</td></tr><tr><td>Secured debt</td><td>2.92</td><td> 2009-2017</td><td>290</td><td>433</td></tr><tr><td> Citigroup Global Markets Holdings Inc.<sup>-3</sup></td><td></td><td></td><td></td><td></td></tr><tr><td>Senior notes</td><td>3.72</td><td> 2009-2097</td><td>20,619</td><td>26,545</td></tr><tr><td>Subordinated notes</td><td>3.56</td><td> 2010</td><td>4</td><td>4,856</td></tr><tr><td> Citigroup Funding Inc.<sup>-4(5)</sup></td><td></td><td></td><td></td><td></td></tr><tr><td>Senior notes</td><td>3.09</td><td> 2009-2051</td><td>37,375</td><td>36,417</td></tr><tr><td> Total</td><td></td><td></td><td>$359,593</td><td>$427,112</td></tr><tr><td>Senior notes</td><td></td><td></td><td>$301,628</td><td>$363,331</td></tr><tr><td>Subordinated notes</td><td></td><td></td><td>33,615</td><td>39,592</td></tr><tr><td>Junior subordinated notes relating to trust preferred securities</td><td></td><td></td><td>24,060</td><td>23,756</td></tr><tr><td>Other</td><td></td><td></td><td>290</td><td>433</td></tr><tr><td> Total</td><td></td><td></td><td>$359,593</td><td>$427,112</td></tr></table>
<table><tr><td></td><td colspan="2">Credit valuation adjustment Contra-liability (contra-asset)</td></tr><tr><td></td><td>December 31,</td><td>December 31,</td></tr><tr><td>In millions of dollars</td><td>2009</td><td>2008</td></tr><tr><td>Non-monoline counterparties</td><td>$-2,483</td><td>$-8,266</td></tr><tr><td>Citigroup (own)</td><td>1,349</td><td>3,646</td></tr><tr><td>Net non-monoline CVA</td><td>$-1,134</td><td>$-4,620</td></tr><tr><td>Monoline counterparties-1</td><td>-5,580</td><td>-4,279</td></tr><tr><td>Total CVA—derivative instruments</td><td>$-6,714</td><td>$-8,899</td></tr></table>
<table><tr><td>In millions of dollars</td><td>Credit valuation adjustment gain 2009</td><td>(loss) 2008</td></tr><tr><td>Non-monoline counterparties</td><td>$5,783</td><td>$-6,653</td></tr><tr><td>Citigroup (own)</td><td>-2,297</td><td>2,303</td></tr><tr><td>Net non-monoline CVA</td><td>$3,486</td><td>$-4,350</td></tr><tr><td>Monoline counterparties</td><td>-1,301</td><td>-5,736</td></tr><tr><td>Total CVA—derivative instruments</td><td>$2,185</td><td>$-10,086</td></tr></table>
<table><tr><td>In millions of dollars</td><td>2010</td><td>2009</td></tr><tr><td>Effective portion of cash flow</td><td></td><td></td></tr><tr><td>hedges included in AOCI</td><td></td><td></td></tr><tr><td>Interest rate contracts</td><td>$-469</td><td>$488</td></tr><tr><td>Foreign exchange contracts</td><td>-570</td><td>689</td></tr><tr><td>Total effective portion of cash flow</td><td></td><td></td></tr><tr><td>hedges included in AOCI</td><td>$-1,039</td><td>$1,177</td></tr><tr><td>Effective portion of cash flow</td><td></td><td></td></tr><tr><td>hedges reclassified from AOCI</td><td></td><td></td></tr><tr><td>to earnings</td><td></td><td></td></tr><tr><td>Interest rate contracts</td><td>$-1,400</td><td>$-1,687</td></tr><tr><td>Foreign exchange contracts</td><td>-500</td><td>-308</td></tr><tr><td>Total effective portion of cash flow</td><td></td><td></td></tr><tr><td>hedges reclassified from AOCI to</td><td></td><td></td></tr><tr><td>earnings-1</td><td>$-1,900</td><td>$-1,995</td></tr></table>

Question: What's the sum of Interest rate contracts to earnings of 2010, and Subordinated notes Other Citigroup subsidiaries of Balances 2008 ?
Answer: 4795
Reasoning program: add(1400.0,3395.0)